Parses raw fix-messages and returns tag-names and known values in a json format example:
{
"10000": "OBVK67",
"527": "DBL0F1-7",
"775": "AAA",
"AvgPx": "0.000000",
"BeginString": "FIX.4.2",
"BodyLength": "230",
"CheckSum": "252",
"ClOrdID": "DV_15157",
"CumQty": "0",
"Currency": "SEK",
"ExecID": "DBL0F1-7",
"ExecTransType": "NEW",
"ExecType": "REPLACE",
"LastPx": "0",
"LastShares": "0",
"LeavesQty": "30",
"MsgType": "EXECUTION_REPORT",
"OrdStatus": "REPLACED",
"OrdType": "LIMIT",
"OrderID": "456",
"OrderQty": "30",
"OrigClOrdID": "DV_15156",
"Price": "166.0",
"SecurityExchange": "ST",
"SenderCompID": "LLVE_1",
"Side": "SELL_SHORT",
"Symbol": "VOLVb.ST",
"TargetCompID": "FIX2",
"TimeInForce": "DAY",
"TransactTime": "20171017-07:16:01.269"
}Can read quickfix message logs:
$ ./fixparser.py --dictionary=fixspecs/FIX50SP2.xml test.logCan read from pipe:
$ cat test.messages | ./fixparser.py --dictionary=fixspecs/FIX42.xml --delimiter="|" -Can read Raw Messages
$ ./fixparser.py --dictionary=fixspecs/FIX42.xml --delimiter="|" "8=FIX.4.2|9=155|35=D|49=FIX2|56=LLVE_1|52=20171017-07:15:51.645|34=32|40=2|54=5|55=VOLVb.ST|11=DV_15156|21=3|60=20171017-07:15:51|38=20|44=166.0|59=0|15=SEK|100=ST|207=ST|10=129|"