Search code examples
fix-protocol

where can I get FIX DATA (FIX as in FIX PROTOCOL)


Can somebody suggest a place (websites) where to find 'real' FIX messages. By real I mean not examples but 'real' so that if I put them into an engine it won't complain that tag 10 is incorrect or that I am missing some mandatory tags.

I am specifically after execution reports.

Ideally I'd love to find a large sequence of fix messages representing few days of activities. I appreciate this can be sensitive data but surely tag 1,tag 207,tag 55 can all be obfuscated.

Many Thanks


Solution

  • You can get some sample data from validfix.

    fix-analyzer.html has many examples of different fix messages

    fix-log-analyzer.html has just one big example of a real log from some sort of fix engine.

    (fixed broken link)