Subject: [boost] Interest in a FIX Protocol Library?
From: Marius Dobrea (mldobrea_at_[hidden])
Date: 2015-01-12 17:55:18
Hello Boost,
I have been following the boost email lists for a while now and would
like to contribute to Boost too.
Since it matches at best my experience it would be probably most
beneficial if I contribute to a BOOST/FIX library. FIX comes from the
"Financial Information eXchange" Protocol and it represents a standard
that is used a lot in the Financial Industry. For more information see
the related Web Site: http://www.fixtradingcommunity.org.
Firstly I would like to ask the community if there is interest in such a
library and if anyone is doing any work on it. It seems to me that
although there are a lot of firms and institutions in the world
providing software or using FIX there are too few open source C++
libraries for that.
Secondly I would like to receive feedback on what functionality would be
interesting to be part of this library. For instance it could contain:
- basic components that can be used to build bigger blocks: e.g.: raw
data iterators, message components, field types;
- conversion functions from FIX to C++ types and vice versa;
- code generators for Messages, Enums, Constants based on XML
specification files;
- implementations for various FIX Session types: Tag-Value, FAST, FIXP,
user defined messages, etc;
- transformers which based on some configuration could convert messages
automatically between various FIX versions;
- message persistence, etc.
FIX is very well documented and as such various functionality could be
probably easily split into interesting projects that are to be part of
the GSoC.
Let me know what you think.
Thanks,
Marius Dobrea