logstash-filter-fix_protocol 0.1.1

data/spec/fixtures/FIXT11.xml

@@ -0,0 +1,383 @@
+<fix type="FIXT" major="1" minor="1">
+  <header>
+    <field name="BeginString" required="Y"/>
+    <field name="BodyLength" required="Y"/>
+    <field name="MsgType" required="Y"/>
+    <field name="ApplVerID" required="N"/>
+    <field name="ApplExtID" required="N"/>
+    <field name="CstmApplVerID" required="N"/>
+    <field name="SenderCompID" required="Y"/>
+    <field name="TargetCompID" required="Y"/>
+    <field name="OnBehalfOfCompID" required="N"/>
+    <field name="DeliverToCompID" required="N"/>
+    <field name="SecureDataLen" required="N"/>
+    <field name="SecureData" required="N"/>
+    <field name="MsgSeqNum" required="Y"/>
+    <field name="SenderSubID" required="N"/>
+    <field name="SenderLocationID" required="N"/>
+    <field name="TargetSubID" required="N"/>
+    <field name="TargetLocationID" required="N"/>
+    <field name="OnBehalfOfSubID" required="N"/>
+    <field name="OnBehalfOfLocationID" required="N"/>
+    <field name="DeliverToSubID" required="N"/>
+    <field name="DeliverToLocationID" required="N"/>
+    <field name="PossDupFlag" required="N"/>
+    <field name="PossResend" required="N"/>
+    <field name="SendingTime" required="Y"/>
+    <field name="OrigSendingTime" required="N"/>
+    <field name="XmlDataLen" required="N"/>
+    <field name="XmlData" required="N"/>
+    <field name="MessageEncoding" required="N"/>
+    <field name="LastMsgSeqNumProcessed" required="N"/>
+    <component name="HopGrp" required="N"/>
+  </header>
+  <trailer>
+    <field name="SignatureLength" required="N"/>
+    <field name="Signature" required="N"/>
+    <field name="CheckSum" required="Y"/>
+  </trailer>
+  <messages>
+    <message name="Heartbeat" msgtype="0" msgcat="admin">
+      <field name="TestReqID" required="N"/>
+    </message>
+    <message name="TestRequest" msgtype="1" msgcat="admin">
+      <field name="TestReqID" required="Y"/>
+    </message>
+    <message name="ResendRequest" msgtype="2" msgcat="admin">
+      <field name="BeginSeqNo" required="Y"/>
+      <field name="EndSeqNo" required="Y"/>
+    </message>
+    <message name="Reject" msgtype="3" msgcat="admin">
+      <field name="RefSeqNum" required="Y"/>
+      <field name="RefTagID" required="N"/>
+      <field name="RefMsgType" required="N"/>
+      <field name="RefApplVerID" required="N"/>
+      <field name="RefApplExtID" required="N"/>
+      <field name="RefCstmApplVerID" required="N"/>
+      <field name="SessionRejectReason" required="N"/>
+      <field name="Text" required="N"/>
+      <field name="EncodedTextLen" required="N"/>
+      <field name="EncodedText" required="N"/>
+    </message>
+    <message name="SequenceReset" msgtype="4" msgcat="admin">
+      <field name="GapFillFlag" required="N"/>
+      <field name="NewSeqNo" required="Y"/>
+    </message>
+    <message name="Logout" msgtype="5" msgcat="admin">
+      <field name="SessionStatus" required="N"/>
+      <field name="Text" required="N"/>
+      <field name="EncodedTextLen" required="N"/>
+      <field name="EncodedText" required="N"/>
+    </message>
+    <message name="Logon" msgtype="A" msgcat="admin">
+      <field name="EncryptMethod" required="Y"/>
+      <field name="HeartBtInt" required="Y"/>
+      <field name="RawDataLength" required="N"/>
+      <field name="RawData" required="N"/>
+      <field name="ResetSeqNumFlag" required="N"/>
+      <field name="NextExpectedMsgSeqNum" required="N"/>
+      <field name="MaxMessageSize" required="N"/>
+      <component name="MsgTypeGrp" required="N"/>
+      <field name="TestMessageIndicator" required="N"/>
+      <field name="Username" required="N"/>
+      <field name="Password" required="N"/>
+      <field name="NewPassword" required="N"/>
+      <field name="EncryptedPasswordMethod" required="N"/>
+      <field name="EncryptedPasswordLen" required="N"/>
+      <field name="EncryptedPassword" required="N"/>
+      <field name="EncryptedNewPasswordLen" required="N"/>
+      <field name="EncryptedNewPassword" required="N"/>
+      <field name="SessionStatus" required="N"/>
+      <field name="DefaultApplVerID" required="Y"/>
+      <field name="DefaultApplExtID" required="N"/>
+      <field name="DefaultCstmApplVerID" required="N"/>
+      <field name="Text" required="N"/>
+      <field name="EncodedTextLen" required="N"/>
+      <field name="EncodedText" required="N"/>
+    </message>
+    <!--
+    <message name="XMLnonFIX" msgtype="n" msgcat="admin">
+    </message>
+    -->
+  </messages>
+  <components>
+    <component name="HopGrp">
+      <group name="NoHops" required="N">
+        <field name="HopCompID" required="N"/>
+        <field name="HopSendingTime" required="N"/>
+        <field name="HopRefID" required="N"/>
+      </group>
+    </component>
+    <component name="MsgTypeGrp">
+      <group name="NoMsgTypes" required="N">
+        <field name="RefMsgType" required="N"/>
+        <field name="MsgDirection" required="N"/>
+        <field name="RefApplVerID" required="N"/>
+        <field name="RefApplExtID" required="N"/>
+        <field name="RefCstmApplVerID" required="N"/>
+        <field name="DefaultVerIndicator" required="N"/>
+      </group>
+    </component>
+  </components>
+  <fields>
+    <field number="7" name="BeginSeqNo" type="SEQNUM"/>
+    <field number="8" name="BeginString" type="STRING"/>
+    <field number="9" name="BodyLength" type="LENGTH"/>
+    <field number="10" name="CheckSum" type="STRING"/>
+    <field number="16" name="EndSeqNo" type="SEQNUM"/>
+    <field number="34" name="MsgSeqNum" type="SEQNUM"/>
+    <field number="35" name="MsgType" type="STRING">
+      <value enum="0" description="HEARTBEAT"/>
+      <value enum="1" description="TEST_REQUEST"/>
+      <value enum="2" description="RESEND_REQUEST"/>
+      <value enum="3" description="REJECT"/>
+      <value enum="4" description="SEQUENCE_RESET"/>
+      <value enum="5" description="LOGOUT"/>
+      <value enum="6" description="INDICATION_OF_INTEREST"/>
+      <value enum="7" description="ADVERTISEMENT"/>
+      <value enum="8" description="EXECUTION_REPORT"/>
+      <value enum="9" description="ORDER_CANCEL_REJECT"/>
+      <value enum="A" description="LOGON"/>
+      <value enum="B" description="NEWS"/>
+      <value enum="C" description="EMAIL"/>
+      <value enum="D" description="ORDER_SINGLE"/>
+      <value enum="E" description="ORDER_LIST"/>
+      <value enum="F" description="ORDER_CANCEL_REQUEST"/>
+      <value enum="G" description="ORDER_CANCEL_REPLACE_REQUEST"/>
+      <value enum="H" description="ORDER_STATUS_REQUEST"/>
+      <value enum="J" description="ALLOCATION_INSTRUCTION"/>
+      <value enum="K" description="LIST_CANCEL_REQUEST"/>
+      <value enum="L" description="LIST_EXECUTE"/>
+      <value enum="M" description="LIST_STATUS_REQUEST"/>
+      <value enum="N" description="LIST_STATUS"/>
+      <value enum="P" description="ALLOCATION_INSTRUCTION_ACK"/>
+      <value enum="Q" description="DONT_KNOW_TRADE"/>
+      <value enum="R" description="QUOTE_REQUEST"/>
+      <value enum="S" description="QUOTE"/>
+      <value enum="T" description="SETTLEMENT_INSTRUCTIONS"/>
+      <value enum="V" description="MARKET_DATA_REQUEST"/>
+      <value enum="W" description="MARKET_DATA_SNAPSHOT_FULL_REFRESH"/>
+      <value enum="X" description="MARKET_DATA_INCREMENTAL_REFRESH"/>
+      <value enum="Y" description="MARKET_DATA_REQUEST_REJECT"/>
+      <value enum="Z" description="QUOTE_CANCEL"/>
+      <value enum="a" description="QUOTE_STATUS_REQUEST"/>
+      <value enum="b" description="MASS_QUOTE_ACKNOWLEDGEMENT"/>
+      <value enum="c" description="SECURITY_DEFINITION_REQUEST"/>
+      <value enum="d" description="SECURITY_DEFINITION"/>
+      <value enum="e" description="SECURITY_STATUS_REQUEST"/>
+      <value enum="f" description="SECURITY_STATUS"/>
+      <value enum="g" description="TRADING_SESSION_STATUS_REQUEST"/>
+      <value enum="h" description="TRADING_SESSION_STATUS"/>
+      <value enum="i" description="MASS_QUOTE"/>
+      <value enum="j" description="BUSINESS_MESSAGE_REJECT"/>
+      <value enum="k" description="BID_REQUEST"/>
+      <value enum="l" description="BID_RESPONSE"/>
+      <value enum="m" description="LIST_STRIKE_PRICE"/>
+      <value enum="n" description="XML_MESSAGE"/>
+      <value enum="o" description="REGISTRATION_INSTRUCTIONS"/>
+      <value enum="p" description="REGISTRATION_INSTRUCTIONS_RESPONSE"/>
+      <value enum="q" description="ORDER_MASS_CANCEL_REQUEST"/>
+      <value enum="r" description="ORDER_MASS_CANCEL_REPORT"/>
+      <value enum="s" description="NEW_ORDER_CROSS"/>
+      <value enum="t" description="CROSS_ORDER_CANCEL_REPLACE_REQUEST"/>
+      <value enum="u" description="CROSS_ORDER_CANCEL_REQUEST"/>
+      <value enum="v" description="SECURITY_TYPE_REQUEST"/>
+      <value enum="w" description="SECURITY_TYPES"/>
+      <value enum="x" description="SECURITY_LIST_REQUEST"/>
+      <value enum="y" description="SECURITY_LIST"/>
+      <value enum="z" description="DERIVATIVE_SECURITY_LIST_REQUEST"/>
+      <value enum="AA" description="DERIVATIVE_SECURITY_LIST"/>
+      <value enum="AB" description="NEW_ORDER_MULTILEG"/>
+      <value enum="AC" description="MULTILEG_ORDER_CANCEL_REPLACE"/>
+      <value enum="AD" description="TRADE_CAPTURE_REPORT_REQUEST"/>
+      <value enum="AE" description="TRADE_CAPTURE_REPORT"/>
+      <value enum="AF" description="ORDER_MASS_STATUS_REQUEST"/>
+      <value enum="AG" description="QUOTE_REQUEST_REJECT"/>
+      <value enum="AH" description="RFQ_REQUEST"/>
+      <value enum="AI" description="QUOTE_STATUS_REPORT"/>
+      <value enum="AJ" description="QUOTE_RESPONSE"/>
+      <value enum="AK" description="CONFIRMATION"/>
+      <value enum="AL" description="POSITION_MAINTENANCE_REQUEST"/>
+      <value enum="AM" description="POSITION_MAINTENANCE_REPORT"/>
+      <value enum="AN" description="REQUEST_FOR_POSITIONS"/>
+      <value enum="AO" description="REQUEST_FOR_POSITIONS_ACK"/>
+      <value enum="AP" description="POSITION_REPORT"/>
+      <value enum="AQ" description="TRADE_CAPTURE_REPORT_REQUEST_ACK"/>
+      <value enum="AR" description="TRADE_CAPTURE_REPORT_ACK"/>
+      <value enum="AS" description="ALLOCATION_REPORT"/>
+      <value enum="AT" description="ALLOCATION_REPORT_ACK"/>
+      <value enum="AU" description="CONFIRMATION_ACK"/>
+      <value enum="AV" description="SETTLEMENT_INSTRUCTION_REQUEST"/>
+      <value enum="AW" description="ASSIGNMENT_REPORT"/>
+      <value enum="AX" description="COLLATERAL_REQUEST"/>
+      <value enum="AY" description="COLLATERAL_ASSIGNMENT"/>
+      <value enum="AZ" description="COLLATERAL_RESPONSE"/>
+      <value enum="CA" description="ORDER_MASS_ACTION_REQUEST"/>
+      <value enum="CB" description="USER_NOTIFICATION"/>
+      <value enum="CC" description="STREAM_ASSIGNMENT_REQUEST"/>
+      <value enum="CD" description="STREAM_ASSIGNMENT_REPORT"/>
+      <value enum="CE" description="STREAM_ASSIGNMENT_REPORT_ACK"/>
+      <value enum="BA" description="COLLATERAL_REPORT"/>
+      <value enum="BB" description="COLLATERAL_INQUIRY"/>
+      <value enum="BC" description="NETWORK_STATUS_REQUEST"/>
+      <value enum="BD" description="NETWORK_STATUS_RESPONSE"/>
+      <value enum="BE" description="USER_REQUEST"/>
+      <value enum="BF" description="USER_RESPONSE"/>
+      <value enum="BG" description="COLLATERAL_INQUIRY_ACK"/>
+      <value enum="BH" description="CONFIRMATION_REQUEST"/>
+      <value enum="BI" description="TRADING_SESSION_LIST_REQUEST"/>
+      <value enum="BJ" description="TRADING_SESSION_LIST"/>
+      <value enum="BK" description="SECURITY_LIST_UPDATE_REPORT"/>
+      <value enum="BL" description="ADJUSTED_POSITION_REPORT"/>
+      <value enum="BM" description="ALLOCATION_INSTRUCTION_ALERT"/>
+      <value enum="BN" description="EXECUTION_ACKNOWLEDGEMENT"/>
+      <value enum="BO" description="CONTRARY_INTENTION_REPORT"/>
+      <value enum="BP" description="SECURITY_DEFINITION_UPDATE_REPORT"/>
+      <value enum="BQ" description="SETTLEMENT_OBLIGATION_REPORT"/>
+      <value enum="BR" description="DERIVATIVE_SECURITY_LIST_UPDATE_REPORT"/>
+      <value enum="BS" description="TRADING_SESSION_LIST_UPDATER_EPORT"/>
+      <value enum="BT" description="MARKET_DEFINITION_REQUEST"/>
+      <value enum="BU" description="MARKET_DEFINITION"/>
+      <value enum="BV" description="MARKET_DEFINITION_UPDATE_REPORT"/>
+      <value enum="BW" description="APPLICATION_MESSAGE_REQUEST"/>
+      <value enum="BX" description="APPLICATION_MESSAGE_REQUEST_ACK"/>
+      <value enum="BY" description="APPLICATION_MESSAGE_REPORT"/>
+      <value enum="BZ" description="ORDER_MASS_ACTION_REPORT"/>
+    </field>
+    <field number="36" name="NewSeqNo" type="SEQNUM"/>
+    <field number="43" name="PossDupFlag" type="BOOLEAN">
+      <value enum="N" description="ORIGINAL_TRANSMISSION"/>
+      <value enum="Y" description="POSSIBLE_DUPLICATE"/>
+    </field>
+    <field number="45" name="RefSeqNum" type="SEQNUM"/>
+    <field number="49" name="SenderCompID" type="STRING"/>
+    <field number="50" name="SenderSubID" type="STRING"/>
+    <field number="52" name="SendingTime" type="UTCTIMESTAMP"/>
+    <field number="56" name="TargetCompID" type="STRING"/>
+    <field number="57" name="TargetSubID" type="STRING"/>
+    <field number="58" name="Text" type="STRING"/>
+    <field number="89" name="Signature" type="DATA"/>
+    <field number="90" name="SecureDataLen" type="LENGTH"/>
+    <field number="91" name="SecureData" type="DATA"/>
+    <field number="93" name="SignatureLength" type="LENGTH"/>
+    <field number="95" name="RawDataLength" type="LENGTH"/>
+    <field number="96" name="RawData" type="DATA"/>
+    <field number="97" name="PossResend" type="BOOLEAN">
+      <value enum="N" description="ORIGINAL_TRANSMISSION"/>
+      <value enum="Y" description="POSSIBLE_RESEND"/>
+    </field>
+    <field number="98" name="EncryptMethod" type="INT">
+      <value enum="0" description="NONE_OTHER"/>
+      <value enum="1" description="PKCS"/>
+      <value enum="2" description="DES"/>
+      <value enum="3" description="PKCS_DES"/>
+      <value enum="4" description="PGP_DES"/>
+      <value enum="5" description="PGP_DES_MD5"/>
+      <value enum="6" description="PEM_DES_MD5"/>
+    </field>
+    <field number="108" name="HeartBtInt" type="INT"/>
+    <field number="112" name="TestReqID" type="STRING"/>
+    <field number="115" name="OnBehalfOfCompID" type="STRING"/>
+    <field number="116" name="OnBehalfOfSubID" type="STRING"/>
+    <field number="122" name="OrigSendingTime" type="UTCTIMESTAMP"/>
+    <field number="123" name="GapFillFlag" type="BOOLEAN">
+      <value enum="N" description="SEQUENCE_RESET_IGNORE_MSG_SEQ_NUM"/>
+      <value enum="Y" description="GAP_FILL_MESSAGE_MSG_SEQ_NUM_FIELD_VALID"/>
+    </field>
+    <field number="128" name="DeliverToCompID" type="STRING"/>
+    <field number="129" name="DeliverToSubID" type="STRING"/>
+    <field number="141" name="ResetSeqNumFlag" type="BOOLEAN">
+      <value enum="N" description="NO"/>
+      <value enum="Y" description="YES_RESET_SEQUENCE_NUMBERS"/>
+    </field>
+    <field number="142" name="SenderLocationID" type="STRING"/>
+    <field number="143" name="TargetLocationID" type="STRING"/>
+    <field number="144" name="OnBehalfOfLocationID" type="STRING"/>
+    <field number="145" name="DeliverToLocationID" type="STRING"/>
+    <field number="212" name="XmlDataLen" type="LENGTH"/>
+    <field number="213" name="XmlData" type="DATA"/>
+    <field number="347" name="MessageEncoding" type="STRING"/>
+    <field number="354" name="EncodedTextLen" type="LENGTH"/>
+    <field number="355" name="EncodedText" type="DATA"/>
+    <field number="369" name="LastMsgSeqNumProcessed" type="SEQNUM"/>
+    <field number="371" name="RefTagID" type="INT"/>
+    <field number="372" name="RefMsgType" type="STRING"/>
+    <field number="373" name="SessionRejectReason" type="INT">
+      <value enum="0" description="INVALID_TAG_NUMBER"/>
+      <value enum="1" description="REQUIRED_TAG_MISSING"/>
+      <value enum="2" description="TAG_NOT_DEFINED_FOR_THIS_MESSAGE_TYPE"/>
+      <value enum="3" description="UNDEFINED_TAG"/>
+      <value enum="4" description="TAG_SPECIFIED_WITHOUT_A_VALUE"/>
+      <value enum="5" description="VALUE_IS_INCORRECT"/>
+      <value enum="6" description="INCORRECT_DATA_FORMAT_FOR_VALUE"/>
+      <value enum="7" description="DECRYPTION_PROBLEM"/>
+      <value enum="8" description="SIGNATURE_PROBLEM"/>
+      <value enum="9" description="COMPID_PROBLEM"/>
+      <value enum="10" description="SENDINGTIME_ACCURACY_PROBLEM"/>
+      <value enum="11" description="INVALID_MSGTYPE"/>
+      <value enum="12" description="XML_VALIDATION_ERROR"/>
+      <value enum="13" description="TAG_APPEARS_MORE_THAN_ONCE"/>
+      <value enum="14" description="TAG_SPECIFIED_OUT_OF_REQUIRED_ORDER"/>
+      <value enum="15" description="REPEATING_GROUP_FIELDS_OUT_OF_ORDER"/>
+      <value enum="16" description="INCORRECT_NUMINGROUP_COUNT_FOR_REPEATING_GROUP"/>
+      <value enum="17" description="NON_DATA_VALUE_INCLUDES_FIELD_DELIMITER"/>
+      <value enum="18" description="INVALID_UNSUPPORTED_APPLICATION_VERSION"/>
+      <value enum="99" description="OTHER"/>
+    </field>
+    <field number="383" name="MaxMessageSize" type="LENGTH"/>
+    <field number="384" name="NoMsgTypes" type="NUMINGROUP"/>
+    <field number="385" name="MsgDirection" type="CHAR">
+      <value enum="R" description="RECEIVE"/>
+      <value enum="S" description="SEND"/>
+    </field>
+    <field number="464" name="TestMessageIndicator" type="BOOLEAN">
+      <value enum="N" description="FALES"/>
+      <value enum="Y" description="TRUE"/>
+    </field>
+    <field number="553" name="Username" type="STRING"/>
+    <field number="554" name="Password" type="STRING"/>
+    <field number="627" name="NoHops" type="NUMINGROUP"/>
+    <field number="628" name="HopCompID" type="STRING"/>
+    <field number="629" name="HopSendingTime" type="UTCTIMESTAMP"/>
+    <field number="630" name="HopRefID" type="SEQNUM"/>
+    <field number="789" name="NextExpectedMsgSeqNum" type="SEQNUM"/>
+    <field number="925" name="NewPassword" type="STRING"/>
+    <field number="1128" name="ApplVerID" type="STRING">
+      <value enum="0" description="FIX27"/>
+      <value enum="1" description="FIX30"/>
+      <value enum="2" description="FIX40"/>
+      <value enum="3" description="FIX41"/>
+      <value enum="4" description="FIX42"/>
+      <value enum="5" description="FIX43"/>
+      <value enum="6" description="FIX44"/>
+      <value enum="7" description="FIX50"/>
+      <value enum="8" description="FIX50SP1"/>
+      <value enum="9" description="FIX50SP2"/>
+    </field>
+    <field number="1129" name="CstmApplVerID" type="STRING"/>
+    <field number="1130" name="RefApplVerID" type="STRING"/>
+    <field number="1131" name="RefCstmApplVerID" type="STRING"/>
+    <field number="1137" name="DefaultApplVerID" type="STRING"/>
+    <field number="1156" name="ApplExtID" type="INT"/>
+    <field number="1400" name="EncryptedPasswordMethod" type="INT"/>
+    <field number="1401" name="EncryptedPasswordLen" type="LENGTH"/>
+    <field number="1402" name="EncryptedPassword" type="DATA"/>
+    <field number="1403" name="EncryptedNewPasswordLen" type="LENGTH"/>
+    <field number="1404" name="EncryptedNewPassword" type="DATA"/>
+    <field number="1406" name="RefApplExtID" type="INT"/>
+    <field number="1407" name="DefaultApplExtID" type="INT"/>
+    <field number="1408" name="DefaultCstmApplVerID" type="STRING"/>
+    <field number="1409" name="SessionStatus" type="INT">
+      <value enum="0" description="SESSION_ACTIVE"/>
+      <value enum="1" description="SESSION_PASSWORD_CHANGED"/>
+      <value enum="2" description="SESSION_PASSWORD_DUE_TO_EXPIRE"/>
+      <value enum="3" description="NEW_SESSION_PASSWORD_DOES_NOT_COMPLY_WITH_POLICY"/>
+      <value enum="4" description="SESSION_LOGOUT_COMPLETE"/>
+      <value enum="5" description="INVALID_USERNAME_OR_PASSWORD"/>
+      <value enum="6" description="ACCOUNT_LOCKED"/>
+      <value enum="7" description="LOGONS_ARE_NOT_ALLOWED_AT_THIS_TIME"/>
+      <value enum="8" description="PASSWORD_EXPIRED"/>
+    </field>
+    <field number="1410" name="DefaultVerIndicator" type="BOOLEAN"/>
+  </fields>
+</fix>

data/spec/fixtures/fix-input.log

@@ -0,0 +1,11 @@
+2015-08-31 17:48:20,890 FIXT.1.1:DUMMY_INC->ANOTHER_INC: 8=FIXT.1.1
9=140
35=W
34=2
49=DUMMY_INC
52=20150831-17:48:20.890
56=ANOTHER_INC
22=99
48=.AQUA-W
262=golden_path_test
268=1
269=3
270=640754
272=20150831
273=17:48:20.882
10=070

+2015-08-26 23:10:17,748 FIX.4.2:DUMMY_INC->ANOTHER_INC: 8=FIX.4.2
9=240
35=8
34=6
49=DUMMY_INC
52=20150826-23:10:17.744
56=ANOTHER_INC
57=Firm_B
1=Inst_B
6=0
11=best_buy
14=5
17=ITRZ1201508261_24
20=0
22=8
31=1010
32=5
37=ITRZ1201508261_12
38=5
39=2
40=2
41=best_buy
44=1011
54=1
55=ITRZ1
60=20150826-23:10:15.547
150=2
151=0
10=227

+2015-08-31 20:48:26,536 FIXT.1.1:DUMMY_INC->ANOTHER_INC: 8=FIXT.1.1
9=189
35=W
34=5
49=DUMMY_INC
52=20150831-20:48:26.535
56=ANOTHER_INC
22=99
48=ITRZ21
262=req_A
268=2
269=0
270=0.01005
271=10
272=20150831
273=20:48:26.514
269=1
270=0.0101
271=2
272=20150831
273=20:48:26.514
10=123

+2015-08-26 23:08:38,096 FIX.4.2:DUMMY_INC->ANOTHER_INC: 8=FIX.4.2
9=184
35=F
34=2
49=ANOTHER_INC
50=DefaultSenderSubID
52=20150826-23:08:38.094
56=DUMMY_INC
1=DefaultAccount
11=clordid_of_cancel
41=part_fill_test_buy
54=1
55=ITER
60=20250407-13:14:15
167=FUT
200=201512
10=147

+2015-08-26 23:03:21,150 FIX.4.2:DUMMY_INC->ANOTHER_INC: 8=FIX.4.2
9=173
35=D
34=2
49=ANOTHER_INC
50=6833
52=20150826-23:03:21.146
56=DUMMY_INC
1=kkozel
11=15051230
21=1
22=8
38=2
40=2
44=22710
54=1
55=DUMMY_INC
59=1
60=20250407-13:14:15
100=XDMI
167=FUT
200=201506
10=138

+2015-08-26 23:03:21,150 FIX.4.2:DUMMY_INC->ANOTHER_INC: 8=FIX.4.2
9=173
35=D
34=2
49=ANOTHER_INC
50=6833
52=20150826-23:03:21.146
56=DUMMY_INC
1=kkozel
11=151012569
21=1
22=8
38=2
40=2
44=22710
54=1
55=DUMMY_INC
59=1
60=20250407-13:14:15
100=XDMI
167=FUT
200=201506
10=138

+2015-08-26 23:10:17,748 FIX.4.2:DUMMY_INC->ANOTHER_INC: 8=FIX.4.2
9=240
35=8
34=6
49=DUMMY_INC
52=20150826-23:10:17.744
56=ANOTHER_INC
57=Firm_B
1=Inst_B
6=0
11=151012569
17=ITRZ1201508261_24
20=0
22=8
31=1010
32=5
37=ITRZ1201508261_12
38=5
39=2
40=2
41=best_buy
44=1011
54=1
55=ITRZ1
60=20150826-23:10:15.547
150=2
151=0
10=227

+2015-08-26 23:08:38,096 FIX.4.2:DUMMY_INC->ANOTHER_INC: 8=FIX.4.2
9=184
35=F
34=2
49=ANOTHER_INC
50=DefaultSenderSubID
52=20150826-23:08:38.094
56=DUMMY_INC
1=DefaultAccount
11=clordid_of_cancel
41=151012569
54=1
55=ITER
60=20250407-13:14:15
167=FUT
200=201512
10=147

+2015-08-31 17:48:20,890 FIXT.1.1:DUMMY_INC->ANOTHER_INC: 8=FIXT.1.1
9=140
35=W
34=2
49=DUMMY_INC
52=20150831-17:48:20.890
56=ANOTHER_INC
22=99
48=.AQUA-W
262=golden_path_test
268=1
269=3
270=640754
272=20150831
273=17:48:20.882
10=070

+2015-08-31 20:48:26,536 FIXT.1.1:DUMMY_INC->ANOTHER_INC: 8=FIXT.1.1
9=189
35=W
34=5
49=DUMMY_INC
52=20150831-20:48:26.535
56=ANOTHER_INC
22=99
48=ITRZ21
262=req_A
268=2
269=0
270=0.01005
271=10
272=20150831
273=20:48:26.514
269=1
270=0.0101
271=2
272=20150831
273=20:48:26.514
10=123

+

data/spec/fixtures/message_types/execution_report.txt

@@ -0,0 +1,6 @@
+8=FIX.4.1
9=139
35=8
34=3
49=EXEC
52=20121105-23:24:42
56=BANZAI
6=0
11=1352157882577
14=0
17=1
20=0
31=0
32=0
37=1
38=10000
39=0
54=1
55=MSFT
150=2
151=0
10=059

+8=FIX.4.1
9=153
35=8
34=4
49=EXEC
52=20121105-23:24:42
56=BANZAI
6=12.3
11=1352157882577
14=10000
17=2
20=0
31=12.3
32=10000
37=2
38=10000
39=2
54=1
55=MSFT
150=2
151=0
10=230

+8=FIX.4.1
9=139
35=8
34=5
49=EXEC
52=20121105-23:24:55
56=BANZAI
6=0
11=1352157895032
14=0
17=3
20=0
31=0
32=0
37=3
38=10000
39=0
54=1
55=ORCL
150=2
151=0
10=049

+8=FIX.4.1
9=153
35=8
34=6
49=EXEC
52=20121105-23:24:55
56=BANZAI
6=12.3
11=1352157895032
14=10000
17=4
20=0
31=12.3
32=10000
37=4
38=10000
39=2
54=1
55=ORCL
150=2
151=0
10=220

+8=FIX.4.1
9=138
35=8
34=7
49=EXEC
52=20121105-23:25:12
56=BANZAI
6=0
11=1352157912357
14=0
17=5
20=0
31=0
32=0
37=5
38=10000
39=0
54=1
55=SPY
150=2
151=0
10=252

+8=FIX.4.2
9=240
35=8
34=6
49=DUMMY_INC
52=20150826-23:10:17.744
56=ANOTHER_INC
57=Firm_B
1=Inst_B
6=0
11=best_buy
14=5
17=ITRZ1201508261_24
20=0
22=8
31=1010
32=5
37=ITRZ1201508261_12
38=5
39=2
40=2
41=best_buy
44=1011
54=1
55=ITRZ1
60=20150826-23:10:15.547
150=2
151=0
10=227

data/spec/fixtures/message_types/heartbeat.txt

@@ -0,0 +1,2 @@
+8=FIX.4.1
9=49
35=0
34=2
49=BANZAI
52=20121105-23:24:37
56=EXEC
10=228

+8=FIX.4.1
9=49
35=0
34=2
49=EXEC
52=20121105-23:24:37
56=BANZAI
10=228

data/spec/fixtures/message_types/logon.txt

@@ -0,0 +1,2 @@
+8=FIX.4.1
9=61
35=A
34=1
49=EXEC
52=20121105-23:24:06
56=BANZAI
98=0
108=30
10=003

+8=FIX.4.1
9=61
35=A
34=1
49=BANZAI
52=20121105-23:24:06
56=EXEC
98=0
108=30
10=003

data/spec/fixtures/message_types/market_data_snapshot.txt

@@ -0,0 +1,2 @@
+8=FIXT.1.1
9=189
35=W
34=5
49=DUMMY_INC
52=20150831-20:48:26.535
56=ANOTHER_INC
22=99
48=ITRZ21
262=req_A
268=2
269=0
270=0.01005
271=10
272=20150831
273=20:48:26.514
269=1
270=0.0101
271=2
272=20150831
273=20:48:26.514
10=123

+8=FIXT.1.1
9=140
35=W
34=2
49=DUMMY_INC
52=20150831-17:48:20.890
56=ANOTHER_INC
22=99
48=.AQUA-W
262=golden_path_test
268=1
269=3
270=640754
272=20150831
273=17:48:20.882
10=070

data/spec/fixtures/message_types/new_order_single.txt

@@ -0,0 +1,4 @@
+8=FIX.4.1
9=103
35=D
34=3
49=BANZAI
52=20121105-23:24:42
56=EXEC
11=1352157882577
21=1
38=10000
40=1
54=1
55=MSFT
59=0
10=062

+8=FIX.4.1
9=103
35=D
34=4
49=BANZAI
52=20121105-23:24:55
56=EXEC
11=1352157895032
21=1
38=10000
40=1
54=1
55=ORCL
59=0
10=047

+8=FIX.4.1
9=108
35=D
34=5
49=BANZAI
52=20121105-23:25:12
56=EXEC
11=1352157912357
21=1
38=10000
40=2
44=10
54=1
55=SPY
59=0
10=003

+8=FIX.4.2
9=173
35=D
34=2
49=ANOTHER_INC
50=6833
52=20150826-23:03:21.146
56=DUMMY_INC
1=kkozel
11=15051230
21=1
22=8
38=2
40=2
44=22710
54=1
55=DUMMY_INC
59=1
60=20250407-13:14:15
100=XDMI
167=FUT
200=201506
10=138

data/spec/fixtures/message_types/order_cancel_request.txt

@@ -0,0 +1,3 @@
+8=FIX.4.1
9=104
35=F
34=6
49=BANZAI
52=20121105-23:25:16
56=EXEC
11=1352157916437
38=10000
41=1352157912357
54=1
55=SPY
10=198

+8=FIX.4.1
9=104
35=F
34=7
49=BANZAI
52=20121105-23:25:25
56=EXEC
11=1352157925309
38=10000
41=1352157912357
54=1
55=SPY
10=197

+8=FIX.4.2
9=184
35=F
34=2
49=ANOTHER_INC
50=DefaultSenderSubID
52=20150826-23:08:38094
56=DUMMY_INC
1=DefaultAccount
11=clordid_of_cancel
41=part_fill_test_buy
54=1
55=ITER
60=20250407-13:14:15
167=FUT
200=201512
10=147

data/spec/fixtures/message_types/reject.txt

@@ -0,0 +1,2 @@
+8=FIX.4.1
9=82
35=3
34=8
49=EXEC
52=20121105-23:25:16
56=BANZAI
45=6
58=Unsupported message type
10=000

+8=FIX.4.1
9=82
35=3
34=9
49=EXEC
52=20121105-23:25:25
56=BANZAI
45=7
58=Unsupported message type
10=002

data/spec/spec_helper.rb

@@ -0,0 +1,14 @@
+$LOAD_PATH.unshift File.expand_path('../../lib', __FILE__)
+require 'pry'
+
+Dir[("#{Dir.pwd}/spec/support/**/*.rb")].each { |f| require f }
+
+# Base config
+RSpec.configure do |config|
+  config.filter_run :focus
+  config.run_all_when_everything_filtered = true
+
+  config.order = :random
+end
+
+LF = LogStash::Filters

data/spec/support/data_dictionary_helper.rb

@@ -0,0 +1,45 @@
+require 'logstash/filters/data_dictionary'
+
+require 'rexml/document'
+
+module LogStash
+  module  Filters
+    class DataDictionary < quickfix.DataDictionary
+
+      # These are just helpers to visualize data dictionary as ruby hash
+      def get_reverse_value_name(tag, name)
+        if @reverse_lookup[tag].has_key?(name)
+          @reverse_lookup[tag][name]
+        else
+          name
+        end
+      end
+
+      def reverse_lookup
+        @reverse_lookup ||= parse_xml
+      end
+
+      private
+
+      def parse_xml
+        lookup = {}
+
+        doc = ::REXML::Document.new(@file)
+
+        doc.elements.each("fix/fields/field") do |f|
+          tag = f.attributes['number'].to_i
+          lookup[tag] ||= {}
+
+          f.elements.each("value") do |v|
+            lookup[ tag ][v.attributes['description']] = v.attributes['enum']
+          end
+        end
+
+        #also map pretty msg type names
+        doc.elements.each("fix/messages/message") do |m|
+          lookup[35][m.attributes['name']] = m.attributes['msgtype']
+        end
+      end
+    end
+  end
+end

data/spec/support/fix_configuration.rb

@@ -0,0 +1,33 @@
+require_relative 'fixture_helper'
+
+module FixConfiguration
+  include FixtureHelper
+
+  def fix_5_configuration
+    <<-CONFIG
+      filter {
+        fix_protocol {
+          message => fix_message
+          session_dictionary_path => "#{ load_fixture("FIXT11.xml") }"
+          data_dictionary_path => "#{ load_fixture("FIX50SP1.xml") }"
+        }
+      }
+    CONFIG
+  end
+
+  def fix_4_configuration
+    <<-CONFIG
+      filter {
+        fix_protocol {
+          message => fix_message
+          data_dictionary_path => "#{ load_fixture("FIX42.xml") }"
+        }
+      }
+    CONFIG
+  end
+end
+
+RSpec.configure do |config|
+  config.include FixConfiguration
+  config.extend FixConfiguration
+end

data/spec/support/fixture_helper.rb

@@ -0,0 +1,10 @@
+module FixtureHelper
+  def load_fixture(file_name)
+    File.expand_path("../../fixtures/#{file_name}", __FILE__)
+  end
+end
+
+RSpec.configure do |config|
+  config.include FixtureHelper
+  config.extend FixtureHelper
+end

data/spec/support/logstash_helper.rb

@@ -0,0 +1,3 @@
+require 'logstash/filters/fix_protocol'
+require "logstash/devutils/rspec/spec_helper"
+