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Re: Need to efficiently merge 2 FIX protocol log files

by NetWallah (Abbot)
on Jan 09, 2013 at 05:09 UTC ( #1012376=note: print w/replies, xml ) Need Help??

in reply to Need to efficiently merge 2 FIX protocol log files

A quick search shows that the Finance::FIX module is a (very) rudimentary parser for the FIX format.

Hopefully, it can get you started . Unfortunately, the module has no parsing for the Timestamp - which seems to be outside of the FIX protocol message.

Since your posting was not formatted properly (See Writeup Formatting Tips), it is near impossible to see distinguishing charecteristics of your message timestamps, which we need to see, in order to propose parsing methods.

             "By three methods we may learn wisdom: First, by reflection, which is noblest; Second, by imitation, which is easiest; and third by experience, which is the bitterest."           -Confucius

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