where can I get FIX DATA (FIX as in FIX PROTOCOL)

fix-protocol
Zo72 picture Zo72 · Nov 28, 2011 · Viewed 11.4k times · Source

Can somebody suggest a place (websites) where to find 'real' FIX messages. By real I mean not examples but 'real' so that if I put them into an engine it won't complain that tag 10 is incorrect or that I am missing some mandatory tags.

I am specifically after execution reports.

Ideally I'd love to find a large sequence of fix messages representing few days of activities. I appreciate this can be sensitive data but surely tag 1,tag 207,tag 55 can all be obfuscated.

Many Thanks

Answer

Shahbaz picture Shahbaz · Feb 7, 2013

Try FIX parser and click on the "sample data" button. It will generate a set of valid fix messages (including execution reports). Obviously you can also use it as a FIX parser to help you make sense of your data. Note that this text is separated by the actual FIX delimiter (SOH character). This means that visually all the text will look like a jumble of characters.

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