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  • FIX messages comparison

    Hi all,
    Is there a plugin which allows for smart comparison of FIX messages? Preferably I'd like to specify which fields constitute a significant difference and which ones can be ignored, similar to comments in a programming language

  • #2
    Hello,

    Would you be using the Text Compare or Table Compare for your FIX files? We do not have a download format for this file type, but BC4 supports creating custom formats, which can be set to ignore specific grammars (like Comments) or columns (in the Table Compare).

    We have a tutorial video for the Text Compare, here:
    http://www.scootersoftware.com/suppo..._unimportantv3
    Aaron P Scooter Software

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    • #3
      This is a text format, but you need to parse the message consisting of Tag-Value pairs, and compare pairs on two sides.
      The message looks like 34=44534^57=gfdfsg^60=20170516-21:54:59 ...
      This is a well-established protocol: http://www.fixtradingcommunity.org/p...ix-protocol%20

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      • #4
        Hello,

        Sorry, I'm not familiar with the types of pairs you are referencing (or FIX files), but we support Regular Expressions. These are not conditional (if this, then this is not supported), but you can define multiple grammars for each part of the pair, or one grammar for the whole pair.

        This can be a grammar within a custom, new Text format, defined in the Tools menu -> File Formats dialog, with the '+' New Text format, and assign this format to the file extension for FIX files.

        If you need additional help, please let us know how to parse the above sample text, and which parts should be considered Important or Unimportant, and we can help with the grammar definitions to match on that text.
        Aaron P Scooter Software

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        • #5
          That site I posted the link to has plenty of samples. In the simplest form it probably can be reduced to a set of regexes . In more involved form it is more complicated

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          • #6
            Our grammars can be either exact matches or Regular Expressions. We wouldn't be able to match on something more complicated that a Regular Expression cannot connect with.

            In the Tools menu -> File Formats dialog, new Text Format, Grammars tab, if you click for a New grammar, the dropdown arrow next to the text field lists all of our supported Regular Expression fields. We do not have backreferences, for example, but support most other maskings.

            Grammars can share a name, such as Comment, and then multiple, different definitions can each find different types of comments. This is how we have definitions that match on single line comments or multi-line, but both are considered the same grammar type.
            Aaron P Scooter Software

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