Question

I need to parse a logfiles that contains FIX protocol messages.

Each line contains header information (timestamp, logging level, endpoint), followed by a FIX payload.

I’ve used regex to parse the header information into named groups. E.g.:

 <?P<datetime>\d{2}/\d{2}/\d{2} \d{2}:\d{2}:\d{2}.\d{6}) (?<process_id>\d{4}/\d{1,2})\s*(?P<logging_level>\w*)\s*(?P<endpoint>\w*)\s*

I then come to the FIX payload itself (^A is the separator between each tag) e.g:

8=FIX.4.2^A9=61^A35=A...^A11=blahblah...

I need to extract specific tags from this (e.g. “A” from 35=, or “blahblah” from 11=), and ignore all the other stuff – basically I need to ignore anything before “35=A”, and anything after up to “11=blahblah”, then ignore anything after that etc.

I do know there a libraries that might be able to parse each and every tag (http://source.kentyde.com/fixlib/overview), however, I was hoping for a simple approach using regex here if possible, since I really only need a couple of tags.

Is there a good way in regex to extract the tags I require?

Cheers,
Victor

Answer 1

Use a regex tool like expresso or regexbuddy.
Why don’t you split on ^A and then match ([^=])+=(.*) for each one putting them into a hash? You could also filter with a switch that by default won’t add the tags you’re uninterested in and that has a fall through for all the tags you are interested in.