FIX Data Logger

X

Xtreme

Does anyone know of any small simple programs that can be used to essentially capture tick data via FIX and store to a database.

The purpose of this is to monitor bid/ask spread during specific times of trading sessions. The spread data is what I'm primarily wanting to catch.

Thanks,
 
Xtreme said:
Does anyone know of any small simple programs that can be used to essentially capture tick data via FIX and store to a database.

The purpose of this is to monitor bid/ask spread during specific times of trading sessions. The spread data is what I'm primarily wanting to catch.

Thanks,
More...

Hi Xtreme:

I run a FIX client that I wrote for my purposes that I can share with you. It is written in Haskell. Storing to Database is done in a separate application. The two applications communicate using a messaging bus.

However, my FIX client is tailored to a specific data provider. I don't have time to make it an "provider agnostic" client. But if you can tell me who you plan to connect to, I might be in a position to help you.

Regards,
Monoid.
 
Thanks Monoid for your reply.

Let me see what else I can come across, I was looking to see if there was an off the shelf product.

If I have no luck with that then I will look at viability of a bespoke developed solution like yours.
 
FIX can be used in various ways. Every provider will have its own variant so you won't find a tool that connects to all FIX engines. Every FIX interface is specific to each provider.
 
francis1 said:
FIX can be used in various ways. Every provider will have its own variant so you won't find a tool that connects to all FIX engines. Every FIX interface is specific to each provider.
More...

Thanks makes sense.
 
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