I run a software firm in financial services and we use the FIX protocol. I have a straight forward coding problem. Can you provide the best sample code to my problem? The FIX protocol is tag value pair protocol with 1 FIX message per line. Every tag value pair is separated by ASCII SOH. Every FIX message ends with 10=xxx<SOH> where xxx is 3 digits. After this, the time stamp exists. I want to merge these 2 files into a 3rd file based on the time stamp on each line. The files could be fairly large (10,000,000 lines, 1 message/line, 100 bytes/message). The speed of the merge is very important. Here are 2 simple sample input files.

file 1:

8=FIX.4.29=005935=A49=X56=Y52=20121008-12:01:2734=198=0108=3010=12510/08/12 08:01:27.489799

8=FIX.4.29=004735=049=X56=Y52=20121008-12:01:5134=210=07810/08/12 08:01:51.489969

file 2:

8=FIX.4.29=6335=A34=149=B52=20121008-12:01:27.49056=A98=0108=3010=22710/08/12 08:01:27.489930

8=FIX.4.29=5135=034=249=B52=20121008-12:01:57.49056=A10=18610/08/12 08:01:57.490432

In reply to Need to efficiently merge 2 FIX protocol log files by softwareCEO

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