https://github.com/maxim2266/fullfix

A library for parsing FIX (Financial Information eXchange) protocol messages.
https://github.com/maxim2266/fullfix

c finance financilal-information fix fix-protocol hft information-exchange linux parsing

Last synced: 2 months ago
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A library for parsing FIX (Financial Information eXchange) protocol messages.

• Host: GitHub
• URL: https://github.com/maxim2266/fullfix
• Owner: maxim2266
• License: bsd-3-clause
• Created: 2015-08-26T09:44:55.000Z (almost 10 years ago)
• Default Branch: master
• Last Pushed: 2022-06-09T14:09:21.000Z (about 3 years ago)
• Last Synced: 2025-04-14T07:06:56.968Z (2 months ago)
• Topics: c, finance, financilal-information, fix, fix-protocol, hft, information-exchange, linux, parsing
• Language: C
• Homepage:
• Size: 122 KB
• Stars: 69
• Watchers: 14
• Forks: 21
• Open Issues: 0
• Metadata Files:
  • Readme: README.md
  • License: LICENSE

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README

        
# FullFIX

###### Platform: Linux

###### Licence: BSD 3-clause

###### Status: Beta release

FullFIX is a library for parsing Financial Information eXchange (FIX) messages.

The main goal of the project is to produce the fastest software solution for FIX protocol.

The library is written entirely in C for better portability.

The parser depends on `libc` only and it does not impose any I/O or threading model.

Unlike some other well known solutions, in this parser the FIX specification

gets converted to efficient C code at compile time to achieve the best performance.

_Supported FIX protocol versions_: up to and including version 4.4.

### Performance

The numbers below have been achieved on Intel Core i5-8500T 2.10GHz processor.

On modern production hardware the results will probably be better.

_Compiler:_ gcc (Ubuntu 7.3.0-27ubuntu1~18.04) 7.3.0

_OS:_ Linux Mint 19 64bit

FIX message type                  | FIX specification                        | Validation | Average time to parse one message

----------------------------------|------------------------------------------|------------|----------------------------------

NewOrderSingle('D')               | Hand-coded spec. for this message only   | No         | 0.152 µs/msg

NewOrderSingle('D')               | Hand-coded spec. for this message only   | Yes        | 0.262 µs/msg

NewOrderSingle('D')               | Compiled full spec. for FIX.4.4          | Yes        | 0.324 µs/msg

MarketDataIncrementalRefresh('X') | Hand-coded spec. for this message only   | Yes        | 0.487 µs/msg

MarketDataIncrementalRefresh('X') | Compiled full spec. for FIX.4.4          | Yes        | 0.611 µs/msg

For more details see `doc/` directory of the project.