[zeromq-dev] FIX to 0mq bridge

gonzalo diethelm gdiethelm at dcv.cl
Fri Aug 17 16:04:57 CEST 2012


I have been trying to familiarize myself with the FIX protocol, specifically in relation with its usage to publish stock prices /volumes over a feed. I would think anybody with a "0mq point of view" (you know who you are) would conceive of the following idea: how about writing a dedicated device that swallows FIX messages on its front end and spits out those stock prices / volumes using a PUB socket on the back end. If I were to do this, I would probably use QuickFix to handle FIX connections, formats, etc.

Does this makes sense? Has anybody seen anything like this? Anybody knows of any code (hopefully C++) that could be used as the basis for this beast? I realize this idea could be part of a commercial / closed source package, but just knowing someone else has walked this path before would be a nudge in the right direction.

Thanks in advance and best regards.

--
Gonzalo Diethelm
DCV Chile





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