FIX2XML

Key Features How To Use Compilation Credit License

Key Features

• Convert C++ quickfix messages to FIXML
• Convert a FIXML messages to a C++ quickfix messages

How To Use

The code below shows how to convert a C++ quickfix message to its FIXML representation.

  fixml2fix_converter converter (fix_filename, xsd_schema);
  NewOrderSingle fix_message;
  // set FIX messages fields
  // ...
  // ...
  converter.fix2fixml(fix_message, str);

The conversion from a FIXML message to its equivalent C++ quickfix message can be done using the same converter type fixml2fix_converter

  string str =
    "    <Order ID='ClOrdID_123'>"
    "    <Pty ID='partyid_111'>"
    "    </Pty>"
    "    <Instrmt Sym='Symbol_234'>"
    "    </Instrmt>"
    "    </Order>"
    ;
  FIX::Message fix_msg;
  converter.fixml2fix(str, fix_msg);

Compilation

Credit

• gcc
• boost
• Apache Xerces-C++
• Cmake
• Google Test

License

MIT