Financial Information eXchange (FIX) is the de-facto messaging standard for pre-trade, trade, and post-trade communication, as well as for U.S. regulatory reporting. It is used to disseminate price and trade information among investment banks and broker-dealers.
this library parses FIX messages and displays them in a human-readable way.
it also has checksum validation.
XML of spec is in spec. FIX message samples are in samples. example usage is in examples.
tested on ubuntu 22.04
deps:
- clang 16
- pugixml. install however, I installed
libpugixml-devwith apt. - abseil. not installed with apt since thats ~2yrs out of date
build with scripts/build.sh.