Imported from previous forum
I am looking for information on a FIX parser which can read a log file containing raw FIX messages and convert these message into an easier to read format. I envision a utility that can:
- Separate each new FIX message as found in a log file into a new and numbered line, beginning with sending time
- Translate each tag # into its string value
- Match each name/value pair, i.e. FIX field name and it’s value.
This utility would be a command line utility, i.e. no GUI front end.
Rather than re-inventing the wheel, has anyone written this kind of parser? I was thinking of something in PERL.