efix's Introduction
This is a FIX parser written in Erlang. Support is more or less complete for FIX versions 4.0 to 4.4. It is still pending for FIX 5.0. See http://en.wikipedia.org/wiki/Financial_Information_eXchange for more information about FIX. You can download the specification from http://fixprotocol.org/ (needs free registration). It is a library and not really a runnable system. If you want to run it anyway you can do: > make > bin/run (2566@hellboy)1> fix:decode("8=FIX.4.2\x019=178\x0135=8\x0149=PHLX\x0156=PERS\x0152=20071123-05:30:00.000\x0111=ATOMNOCCC9990900\x0120=3\x01150=E\x0139=E\x0155=MSFT\x01167=CS\x0154=1\x0138=15\x0140=2\x0144=15\x0158=PHLX EQUITY TESTING\x0159=0\x0147=C\x0132=0\x0131=0\x01151=15\x0114=0\x016=0\x0110=128\x01"). (2566@hellboy)2> fix:decode("8=FIX.4.2\x019=65\x0135=A\x0149=SERVER\x0156=CLIENT\x0134=177\x0152=20090107-18:15:16\x0198=0\x01108=30\x0110=062\x01"). Differences from specification: FIX 4.4: According to the specification 139/MiscFeeType is of type CHAR but has enum valees that don't fit in a char. This implementation has changed the type to STRING. (This is also consistent with later versions of FIX.) MassCancelRejectReason is of type CHAR according to spec but has an enumeration value that is out of range (99). Thus this implementation uses STRING. (This is also consistent with later versions of FIX.) Acknowledgements: This product includes software developed by quickfixengine.org (http://www.quickfixengine.org/). More specifically the xml specifications and the test files. I.e. everything in lib/fix/priv/
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