FIX ASCII PROTOCOL
The Financial Information eXchange (FIX) protocol (https://www.fixtrading.org/) is a standard electronic communications protocol for international real-time exchange of information related to securities transactions and markets.
The FIX standard defines a set of protocols which can be organized in two classes: ASCII protocols and binary protocols. This plugin (fix4_fixt) implements a subset of the FIX standard based on the ASCII protocols. For support of FIX binary protocols, refer to the companion FIX/SOFH plugin (fix_sofh).
NOTE: because the FIX ASCII protocol specification uses its own linebreaker delimiter, this analyzer requires a version of BinPAC that supports the &linebreaker attribute. You can get this BinPAC feature from this branch:
Please notice that this analyzer only supports a small subset of the FIX ASCII protocol. Its main intention is to detect FIX connections and do some basic validation, not to extract all possible fields.
Some of the protocol specifications supported by this analyzer include:
- FIX 4.2, FIX 4.4 and FIXT 1.1 Session Protocols with tagvalue Encodings (both detection and validation).
- Extraction of FIX/FIXT Session Protocol BeginString, BodyLength and MsgType.
- Extraction of FIX/FIXT Session ProtocolSenderCompID, TargetCompIDassociated with logon messages.
- FIX/FIXT Session Protocol spanning multiple TCP packets using the BinPAC attribute linebreaker (see NOTE above).
- Events generated: fix_detected(), fix_validated(), fix_logon().