I have been trying to familiarize myself with the FIX protocol, specifically in relation with its usage to publish stock prices /volumes over a feed. I would think anybody with a "0mq point of view" (you know who you are) would conceive of the following idea: how about writing a dedicated device that swallows FIX messages on its front end and spits out those stock prices / volumes using a PUB socket on the back end. If I were to do this, I would probably use QuickFix to handle FIX connections, formats, etc.
Does this makes sense? Has anybody seen anything like this? Anybody knows of any code (hopefully C++) that could be used as the basis for this beast? I realize this idea could be part of a commercial / closed source package, but just knowing someone else has walked this path before would be a nudge in the right direction. Thanks in advance and best regards. -- Gonzalo Diethelm DCV Chile ----------------------------------------- Declaración de confidencialidad: Este Mensaje esta destinado para el uso de la o las personas o entidades a quien ha sido dirigido y puede contener información reservada y confidencial que no puede ser divulgada, difundida, ni aprovechada en forma alguna. El uso no autorizado de la información contenida en este correo podrá ser sancionado de conformidad con la ley chilena. Si usted ha recibido este correo electrónico por error, le pedimos eliminarlo junto con los archivos adjuntos y avisar inmediatamente al remitente, respondiendo este mensaje. "Before printing this e-mail think if is really necesary". Disclosure: This Message is to be used by the individual, individuals or entities that it is addressed to and may include private and confidential information that may not be disclosed, made public nor used in any way at all. Unauthorized use of the information in this electronic mail message may be subject to the penalties set forth by Chilean law. If you have received this electronic mail message in error, we ask you to destroy the message and its attached file(s) and to immediately notify the sender by answering this message.
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