fixc's Introduction

fixc

fixc is a simple Financial Information eXchange (FIX) protocol console client. fixc connects to remote host and sends out FIX messages it reads from local scenario file.

Apart from FIX messages several commands can be used in scenario file:

sleep <time> - waits for <time> before reading next line from scenario file.
expect <tag>=<val> - checks if next received message contains provided <tag>=<value>, exits if it's not.
$RANDOM - replaced with randomly generated number from 0 to 999.
exit

fixc logs all messages and commands it executes to stdout.

Log format

...
20130818-14:08:04.375 - sleeping for 2s
20130818-14:08:04.376 < 8=FIX.4.3|9=59|35=0|49=MySender|56=MyTarg...
^                     ^ ^
|                     | |
|                     | +--- FIX message or command
|                     +----- Direction (< - for out)
+--------------------------- Local timestamp (UTC)

Example scenario file

# logon
8=FIX.4.3|9=111|35=A|49=q|56=demo|34=1|52=20130807-13:35:05|98=0|108=30|141=Y|553=spot|554=come1|10=246|
# wait for logon
expect 35=A
# subscribe for market data
8=FIX.4.3|9=166|35=V|49=q|56=demo|34=2|52=20130807-13:35:05|50=T|128=ALL|262=AUDCAD|263=1|264=0|265=1|266=Y|146=1|55=AUD/CAD|460=4|267=2|269=0|269=1|10=053|
sleep 1m
exit

Just copy-paste your own messages with "|" as delimiter one per line. Don't worry about tags 8, 9, 10, 34, 49, 52, 56 - fixc replaces them for you.

Usage

$ ./fixc
Usage of fixc:
  -b=30s: HeartBeat
  -f="input.log": Input file
  -h="": Target host
  -p="": Target port
  -s="MySender": SenderCompID
  -t="MyTarget": TargetCompID
  -v="4.3": FIX protocol version
  -x=false: Use TLS