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Python FIX protocol implementation & tools
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README.md

Fixie

Fixie is a Python FIX parsing library and collection of end-user tools for working with FIX data.

Tools

Standalone executable tools are located in the Fixie.Tools module.

FixToJson.py

Converts FIX to JSON, line by line. Accepts input from stdin, or a single file argument (which may be a gzip archive with a file name ending in .gz).

GenerateTagMappings.py

Used to generate new content for Fixie/Tags.py based on a CSV file (run infrequently).

ViewFix.py

Pretty prints a set of line-delimited FIX messages, e.g. from a log file (which may be a gzip archive). For easier human consumption, enumerations display an explanation after their value, and the length of the raw FIX message is limited.

> Fixie/Tools/ViewFix.py data/secdef-test.dat
     0: 1128=9|9=667|35=d|49=CME|34=1263|52=20140615160300389|15=USD|22=8|48=24922|55=ZS|107=ZS:CF Q4U4X4F5|...
                  BodyLength [   9] = 667
                    CheckSum [  10] = 166 (calculated checksum = 166)
                    Currency [  15] = USD
                    IDSource [  22] = 8
                   MsgSeqNum [  34] = 1263
                     MsgType [  35] = d [Security Definition]
                  SecurityID [  48] = 24922
...

Commonly used with less:

> Fixie/Tools/ViewFix.py data/secdef-test.dat | less

Or, with color:

> Fixie/Tools/ViewFix.py -c data/secdef-test.dat | less -R

Development

Unit Tests

Unit tests can be run with the following command:

> python3 -m unittest discover
..........
----------------------------------------------------------------------
Ran 10 tests in 0.005s

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