da4089 / simplefix

Simple FIX protocol implementation for Python
MIT License
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Add support for alternative end-of-message signalling #13

Closed da4089 closed 5 years ago

da4089 commented 6 years ago

The CME (bless 'em) publishes a list of active product definitions using a text file containing (very) many FIX 35=a messages (secdef.dat). Or almost FIX messages, except that they don't have a trailing CheckSum (10) field: messages are terminated by an end-of-line.

It'd be useful to parse this file using simplefix, but FixParser is currently relying on finding a 10=xxx| field to identify the end of a message.

Add optional support to the parser to terminate messages with an end-of-line instead.