Recommeneded parser for FIX?

[dismalscience]

Hi,

I just bought some historical CME market depth data that I plan to use in my research. I'm unfamiliar with the FIX protocol that the data is stored in.

Can you recommend a program that would help me parse the FIX data into a csv or similar format that I can access for my work? Or, do I need to write a custom parser? My goal is to rebuild the order book for relatively short periods (minutes to hours).

Desired attributes for the target program: (1) cheap and (2) good. I'm only looking at historical data.

Any help is appreciated.

Thanks!

 

[2rosy]

I wrote this a while ago. I think it works
PM me if you want the elite version $$$

 

[Occam]

FYI I think you want FIX FAST, not just plain FIX, which is generally used for order entry rather than quote data. But I can't be sure as I've never ordered historical from CME.