Secwall's notes

QuickFix Log Pretty Print

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If you are using QuickFix and don't want to remember zillion of FIX tags you are in big trouble. Because messages.log often looks like this:

[2014-05-02 20:22:04.62] 8=FIX.4.4|9=263|35=X|34=10115815|49=CNTP|52=20140502-20:22:04.656|56=secwall|262=20|268=4|279=0|269=0|278=1716|55=CHF/JPY|270=116.398|271=1000000|346=1|279=2|269=0|278=1722|55=CHF/JPY|279=0|269=1|278=1837|55=CHF/JPY|270=116.462|271=1000000|346=1|279=2|269=1|278=1819|55=CHF/JPY|10=026|

(Standard fields separator (001 - octal 1) is replaced here with "|") So what? Do you remember what 268=4 means?

If you just need to read several messages use minifix (Windows application, runs ok under wine). You could just copy-paste part of log in it and click on particular message.

But what should we do if we want to grep log like in example below?

cat messages.log | <mygrep> NoMDEntries=4


QuickFix has fix dictionary files (xml) with it. And here is simple python script for translating numeric tags into their names.

Simple example:

cat messages.log | fixpp -d /path/to/dictionary.xml | grep NoMDEntries=4

But there are more. At first I don't like to use long paths. So there are "quicklinks". Example usage:

cat ~/.config/fixpp/fixpp.conf
fix44 = /opt/feed-fix-prod/selected/data/etc/FIX44.xml

cat messages.log | fixpp -d fix44

Another example. Using grep and long format (separated line for each tag):

fixpp -d fix44 -i messages.log | grep 'Symbol=CHF/JPY' | fixpp -d fix44 -s \, -l

Code is real garbage but it works (I'll try to fix this is near future).