Emacs FIX Decoder

Introduction

C++ wrapper around QuickFix to allow parsing of FIX messages through an Emacs interactive command. It uses Emacs module support feature to load in a C++ API which is used for decoding.

Preview

Example of decoding a CME Option

Installing Necessary Tools

QuickFIX Library

• Install dependencies: sudo apt-get install libxml2-dev libssl-dev
• Download the latest QuickFIX source: http://www.quickfixengine.org/
• Compile and install QuickFIX:

  tar -zxvf quickfix-x.y.z.tar.gz
  cd quickfix-x.y.z
  ./bootstrap
  ./configure
  make
  sudo make install
      

Emacs

• Install Emacs (or build latest from source): sudo apt-get install emacs
• Optional Install org-pretty-table

G++

• Install G++: sudo apt-get install g++

Building Source

• As easy as typing ./build.sh
• This will produce an so library you will reference below

Grab Some Example Messages

• https://fixsim.com/sample-fix-messages
• https://www.cmegroup.com/confluence/display/EPICSANDBOX/CME+STP+FIX+-+Samples

Decode Them!

• Note you may need to set LD_LIBRARY_PATH to the directory of the so output above
• Open fix-parsel.el in Emacs
• Change the module-load to match the build of your local clone - the so file above
• M-x eval-buffer
• M-x setup-fix-message-parsing-buffer
• Paste your FIX message - making sure to use geuine SOH (ASCII 001) characters as delimiters
• C-c C-c to decode

Know Issues

• Sometimes message length and checksum need modifying to work (header truncation?). You can swap out the values for the expected ones in the Emacs exception.