Hi I have been asked by my employer to document how our FIX Spec will map to another venues FiX Spec. This will require hard work as it involves going through each message and seeing how it is different to ours. What is the best way of documenting this? Is there any software that will make this task easier?
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Are you a venue yourself? Just trying to figure out what you mean by "our FIX Spec". – Grant Birchmeier Mar 06 '13 at 20:50
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If you are using QuickFIX I would say to have your custom FIX dictionary in the XML format, you can use the default one for FIX 4.2, 4.4, etc and change accordingly to your needs http://sourceforge.net/p/quickfixj/code/1113/tree/trunk/core/src/main/resources/
Then you can generate Java code for example with QuickFIX/J Code Generation and write unit tests to check if you still comply with your FIX Spec http://www.quickfixj.org/quickfixj/usermanual/1.5.3/usage/codegen.html

André Ricardo
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