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quickfixfix-protocol

QuickFIX: Load a message from the logs

I am building a tool to replay logs. Manually parsing the logs is annoying, so I'm wondering if there is a way to simply load a message from the log.

Also, I am not against just using a third-party replay tool if one exists.

Solution

  • First read the log file by any mean you want, getting the individual lines (there is one message per line).

    Then build a Data Dictionary:

    // Use the version of the XML dictionary that is right for you
FIX::DataDictionary dd("FIX44.XML");

    Then, for each line (as std::string str), build a message:

    FIX::Message msg(str, dd, false);

    Finally, handle the message just like your FIX::Application does, or better, call 

    yourFixApplication.fromApp(msg, mySessionID);