Wednesday, April 04, 2007

QuickFix and Parsing

I am amazed that, in the .NET API that QuickFix offers, there is no method or MessageFactory that will take an arbitrary FIX string and return a FIX message object of the proper type. Am I missing something?

I believe that FIX4NET has this functionality, but they do not support FIX 4.4.

We have to petition Mike Roberts to get a .NET version of the TTConnect FIX Engine.

©2007 Marc Adler - All Rights Reserved


Craig said...

Isnt this a C# quickfix object factory definition?


marc said...

You would think so, but it isn't. It takes a Begin String (to tell the engine if the message is FIX 4.0, 4.1, 4.2, etc) and a message type string, but it returns an empty object.

Rodrigo Perez said...

I need to do the same thing. I can't find a away to parse a fix message using quickfix.
Please, if you found a away to do this, help me.