Market Feed into FIX

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Imported from previous forum

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Hello guys,

I am a newbie to FIX, we have a requirement here that we are connecting to a stock market which is sending us real time data(one way) feeds into a particular format, Now we want to convert these feeds into FIX format, My first question is whether FIX is meant for this or not, secondly if yes then can you refer me what should I be looking into ,

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Hello,

Basically, you can convert anything to FIX. Do you have any specification for the FIX version and message format you need to convert data to?

Are we talking about market data feeds here? If yes, then you can reuse some of standard messages for this purpose, say, “Market Data - Incremental Refresh (X)”, “Market Data - Snapshot/Full Refresh (W)” and so one.

Anyway, even if you cannot find appropriate messages for your data in FIX standard specification, you can always create your own custom message for your needs.

Regards,
Vlad

Hello guys,

I am a newbie to FIX, we have a requirement here that we are connecting
to a stock market which is sending us real time data(one way) feeds into
a particular format, Now we want to convert these feeds into FIX format,
My first question is whether FIX is meant for this or not, secondly if
yes then can you refer me what should I be looking into ,