QuickFIX: Load a message from the logs

fix-protocol, quickfix

Solution

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);

Problem

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 from the log. Also, I am not against just using a third-party replay tool if one exists.

Original source