quickfix-developers

[Quickfix-developers] QuickFIX Log Analysis

[Ramprakash U. <ram...@ca...>]

Hi all,

Is there any free (Open Source) FIX Log Analysis Program available? We are
developing an QUICKFIX Initiator application which sends orders, receive
execution reports etc., At the end of the day, we would like to do analysis
of the number of messages(orders) sent, execution reports received etc., Is
there any free tool available?

Many Thanks,
Ramprakash

Re: [Quickfix-developers] QuickFIX Log Analysis

[Joerg T. <Joe...@ma...>]

> Is there any free (Open Source) FIX Log Analysis Program available? We are
> developing an QUICKFIX Initiator application which sends orders, receive
> execution reports etc., At the end of the day, we would like to do analysis
> of the number of messages(orders) sent, execution reports received etc., Is
> there any free tool available?

If you just want to do some statistics, this can be easily achieved 
using UNIX tools, e.g.

	grep -c '35=8' logfile

counts the number of ExecutionReports.

What else do you want to do?

Cheers, Jörg

-- 
Joerg Thoennes
                                http://macd.com
Tel.: +49 (0)241 44597-24      Macdonald Associates GmbH
Fax : +49 (0)241 44597-10      Lothringer Str. 52, D-52070 Aachen

RE: [Quickfix-developers] QuickFIX Log Analysis

[Ramprakash U. <ram...@ca...>]

We would like to implement features=20
Like 	1) sent newordersingle Filter by date
	2) executionreport received Filtered by date ...
and provide a facility to geek the messages which are sent already.

Does any tool available for this?=20

TIA,
Ramprakash


-----Original Message-----
From: Joerg Thoennes [mailto:Joe...@ma...]=20
Sent: venerd=EC 27 agosto 2004 13:43
To: Ramprakash Umapathy
Cc: 'QuickFIX-Developers'
Subject: Re: [Quickfix-developers] QuickFIX Log Analysis


> Is there any free (Open Source) FIX Log Analysis Program available? We =

> are developing an QUICKFIX Initiator application which sends orders,=20
> receive execution reports etc., At the end of the day, we would like=20
> to do analysis of the number of messages(orders) sent, execution=20
> reports received etc., Is there any free tool available?

If you just want to do some statistics, this can be easily achieved=20
using UNIX tools, e.g.

	grep -c '35=3D8' logfile

counts the number of ExecutionReports.

What else do you want to do?

Cheers, J=F6rg

--=20
Joerg Thoennes
                                http://macd.com
Tel.: +49 (0)241 44597-24      Macdonald Associates GmbH
Fax : +49 (0)241 44597-10      Lothringer Str. 52, D-52070 Aachen

Re: [Quickfix-developers] QuickFIX Log Analysis

[Joerg T. <Joe...@ma...>]

> We would like to implement features 
> Like 	1) sent newordersingle Filter by date
> 	2) executionreport received Filtered by date ...
> and provide a facility to geek the messages which are sent already.

Does this UNIX grep work for you?

>> If you just want to do some statistics, this can be easily achieved 
>> using UNIX tools, e.g.
>> 
>> 	grep -c '35=8' logfile
>> 
>> counts the number of ExecutionReports.

If it does, you could easily add a grep for the date.  The same applies 
for NewOrderSingle ('35=D').

Cheers, Jörg

-- 
Joerg Thoennes
                                http://macd.com
Tel.: +49 (0)241 44597-24      Macdonald Associates GmbH
Fax : +49 (0)241 44597-10      Lothringer Str. 52, D-52070 Aachen

Re: [Quickfix-developers] QuickFIX Log Analysis

[Caleb E. <cal...@gm...>]

On Fri, 27 Aug 2004 15:48:20 +0200, Joerg Thoennes
<joe...@ma...> wrote:
> >>
> >>      grep -c '35=8' logfile
> >>
> >> counts the number of ExecutionReports.
> 
> If it does, you could easily add a grep for the date.  The same applies
> for NewOrderSingle ('35=D').

If you have GNU grep I'd suggest making the regexp a little stricter
so you don't get any false positives (e.g. something like 135=8):

     grep -c '[[:cntrl:]]35=8' logfile

What you're looking for is really a perfect job for a Perl script
though.  Here's the skeleton of something that can read a quickfix
message store (or any file that just contains raw FIX messages one
per-line) and parses each message into a hash of field IDs and values.
 The rest it up to you:

#!/usr/bin/perl -w
use strict;
while (<>) {
     chomp;
     my %MSG = map { split /=/, $_, 2 } split /\001/;
     # Do something with %MSG
}

-- 
Caleb Epstein
cal...@gm...

Re: [Quickfix-developers] QuickFIX Log Analysis

[Joerg T. <Joe...@ma...>]

> What you're looking for is really a perfect job for a Perl script
> though.  Here's the skeleton of something that can read a quickfix
> message store (or any file that just contains raw FIX messages one
> per-line) and parses each message into a hash of field IDs and values.
>  The rest it up to you:
> 
> #!/usr/bin/perl -w
> use strict;
> while (<>) {
>      chomp;
>      my %MSG = map { split /=/, $_, 2 } split /\001/;
>      # Do something with %MSG
> }
> 

Using Perl has the additional advantage, that it also runs on a lot of 
non-UNIX systems.

But also have a look at the Python and Ruby scripting languages. 
Actually for these languages there are native QF APIs so can avoid all 
the parsing stuff but use QF directly from Python or Ruby. Since I am 
neither a Python or Ruby programmers, others from the list may 
contribute the scripts.

BTW, Caleb, did you consider adding your script snippets to the WikiFIX 
site?  It is actually meant as an repository for this kind of stuff.

Cheers, Jörg

-- 
Joerg Thoennes
                                http://macd.com
Tel.: +49 (0)241 44597-24      Macdonald Associates GmbH
Fax : +49 (0)241 44597-10      Lothringer Str. 52, D-52070 Aachen

Re: [Quickfix-developers] QuickFIX Log Analysis

[Oren M. <or...@qu...>]

Actually we only currently have a Python interface (ruby is not yet=20
available), and that is only available on unix systems right now.

There is also this perl script in the contrib directory which can be=20
modified to do what you want:=20
http://cvs.sourceforge.net/viewcvs.py/quickfix/contrib/display_fixlog/

--oren

On Aug 30, 2004, at 4:41 AM, Joerg Thoennes wrote:

> QuickFIX Documentation:=20
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX FAQ:=20
> http://www.quickfixengine.org/wikifix/index.php?QuickFixFAQ
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
>> What you're looking for is really a perfect job for a Perl script
>> though.  Here's the skeleton of something that can read a quickfix
>> message store (or any file that just contains raw FIX messages one
>> per-line) and parses each message into a hash of field IDs and =
values.
>>  The rest it up to you:
>> #!/usr/bin/perl -w
>> use strict;
>> while (<>) {
>>      chomp;
>>      my %MSG =3D map { split /=3D/, $_, 2 } split /\001/;
>>      # Do something with %MSG
>> }
>
> Using Perl has the additional advantage, that it also runs on a lot of=20=

> non-UNIX systems.
>
> But also have a look at the Python and Ruby scripting languages.=20
> Actually for these languages there are native QF APIs so can avoid all=20=

> the parsing stuff but use QF directly from Python or Ruby. Since I am=20=

> neither a Python or Ruby programmers, others from the list may=20
> contribute the scripts.
>
> BTW, Caleb, did you consider adding your script snippets to the=20
> WikiFIX site?  It is actually meant as an repository for this kind of=20=

> stuff.
>
> Cheers, J=F6rg
>
> --=20
> Joerg Thoennes
>                                http://macd.com
> Tel.: +49 (0)241 44597-24      Macdonald Associates GmbH
> Fax : +49 (0)241 44597-10      Lothringer Str. 52, D-52070 Aachen
>
>
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