|P is for Practical|
Need to efficiently merge 2 FIX protocol log filesby softwareCEO (Initiate)
|on Jan 08, 2013 at 22:54 UTC||Need Help??|
softwareCEO has asked for the
wisdom of the Perl Monks concerning the following question:
I run a software firm in financial services and we use the FIX protocol. I have a straight forward coding problem. Can you provide the best sample code to my problem? The FIX protocol is tag value pair protocol with 1 FIX message per line. Every tag value pair is separated by ASCII SOH. Every FIX message ends with 10=xxx<SOH> where xxx is 3 digits. After this, the time stamp exists. I want to merge these 2 files into a 3rd file based on the time stamp on each line. The files could be fairly large (10,000,000 lines, 1 message/line, 100 bytes/message). The speed of the merge is very important. Here are 2 simple sample input files.