[zeromq-dev] FIX to 0mq bridge

Ian Barber ian.barber at gmail.com
Fri Aug 17 22:23:38 CEST 2012


On Fri, Aug 17, 2012 at 3:04 PM, gonzalo diethelm <gdiethelm at dcv.cl> wrote:
> 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.

Sounds like a sensible plan to me - I would be inclined to do
something fairly minimal though - consume the FIX/FAST stream and
split on the delimiter, and send those out as individual ZMQ messages.
Depends on what the aim of the device is, and what the consuming apps
would be though - may want some different formats for playing nice
with the ZMQ pub sub filtering.

Ian



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