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This repository is to generate a high number of FIX (Financial Information eXchange) messages for testing purposes without using actual client or trade data.

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FIX_Message_Generator

This script generates FIX messages for testing purposes and is based on simplified_FIX_messages by Michael Tang https://github.com/michaeltang235/simplfied_FIX_messages

Usage:

Enter number of messages needed when executing the script (ie. python fixmessage.py 500) output messages are written in file named 'fixmsg.txt'

Known problems:

FIX tag 10 (CheckSum) is not accurate

  • The checksum of a FIX message is always the last field in the message. It is composed of three characters and has tag 10. It is given by summing the ASCII value of all characters in the message, except for those of the checksum field itself, and performing modulo 256 over the resulting summation. For example, in the message below, the summation of all ASCII values (including the SOH character, which has a value of 1 in the ASCII table) results in 4158. Performing the modulo operation gives the value 62. Since the checksum is composed of three characters, 062 is used.
8=FIX.4.2|9=65|35=A|49=SERVER|56=CLIENT|34=177|52=20090107-18:15:16|98=0|108=30|10=062|
     0   + 0  + 5  +   10    +   10    +  7   +        21          + 5  +  7   +   0    = 65

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This repository is to generate a high number of FIX (Financial Information eXchange) messages for testing purposes without using actual client or trade data.

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