QuickFIX: Load a message from the logs
I am building a tool to replay logs. Manually parsing the logs is annoying, so I'm wondering if there is a way to simply load a message f开发者_高级运维rom the log.
Also, I am not against just using a third-party replay tool if one exists.
First read the log file by any mean you want, getting the individual lines (there is one message per line).
Then build a Data Dictionary:
// Use the version of the XML dictionary that is right for you
FIX::DataDictionary dd("FIX44.XML");
Then, for each line (as std::string str
), build a message:
FIX::Message msg(str, dd, false);
Finally, handle the message just like your FIX::Application does, or better, call
yourFixApplication.fromApp(msg, mySessionID);
ValidFIX Log analyzer is an online log parser that makes a good job: http://www.validfix.com/fix-log-analyzer.html
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