Python Script to Prettify FIX Protocol Message Logs
1.00/5 (1 vote)
Python Script to fill FIX Protocol Message Logs with information
The Financial Information eXchange (FIX) protocol is an electronic communications protocol initiated in 1992 for international real-time exchange of information related to the securities transactions and markets. The message fields are delimited using the ASCII 01 <start of header> character. They are composed of a header, a body, and a trailer. Example of a FIX message: (Pipe character is used to represent SOH character.)
8=FIX.4.2|9=178|35=8|<snipped>
The key in the key/value pair (separated by =) is represented by a number which can be decoded using dictionary XML for easier reading. This Python 2.7 script can replace the numeric key with the actual field name and also replace the numeric enum value with actual enum description. It is tested with FIX Protocol 5.0 SP2. The script requires at least 3 parameters.
python prettify_fix_log.py [-h][-e] <src log file> <output prettified log file>
<path to FIX50SP2.xml> <path to FIXT11.xml>
Option -h: display usage
Option -e: convert enum to description