What is the best way to parse a Fix Protocol message in C#

[mottapd]

Hi, good morning.

I'm trying to find a best way(with the best performance) to parse a Fix Protocol message.
Then I made some functions that return a value if I give a Fix Message and a Fix field. They work pretty well but I don't know if is the best way to do this.
See below:

using System;
using System.Collections.Generic;
using System.Linq;
using System.Text;

namespace FixField
{
class Program
{
private const char cEql = (char)61;
private const char cFixSep = (char)1;
private const string cFixMsg = @"8=FIX.4.2
9=277
35=8
34=24891
49=ABCD
52=20100415-16:01:06.982
56=FIX099999
1=22222222
6=0
11=005000020000000978
14=0
17=01010697623901
20=0
31=0
32=0
37=20100415005783585875
38=1000
39=0
40=2
41=005000020000000977
44=000026.730
54=2
55=IBM
59=0
60=20100415-16:01:07
150=0
151=000000001000
10=148
";

static void Main(string[] args)
{
Console.WriteLine(FixField(cFixMsg,"9"));
Console.WriteLine(FixField2(cFixMsg, "9"));
}

static string FixField(string strFixMsg, string strField)
{
int intPos;
int intFieldLen;
int intEnd;
string strValue;

intFieldLen = strField.Length + 2;

intPos = strFixMsg.IndexOf(cFixSep + strField + cEql);

intEnd = strFixMsg.IndexOf(cFixSep, intPos + 1);

if (intPos == -1)
{
strValue = strFixMsg.Substring(2, intEnd - 2);
}
else
{
strValue = strFixMsg.Substring(intPos + intFieldLen, intEnd - intPos - intFieldLen);
}

return strValue;
}

static string FixField2(string strFixMsg, string strField)
{
string[] strValue = strFixMsg.Split(new char[] { cFixSep, cEql });

int i;

for (i = 0; strValue[I] != strField; i++)[/I]
 { }
 
return strValue[i + 1];
}

 }
}

best regards,

bruno

 

[marina]

http://fixprotocol.org/discuss/

 

[JKPappas]

Have you looked around for any open-source .NET libraries for working with FIX? E.g., http://www.codeproject.com/KB/cs/fixprotocol.aspx

If you're only parsing one kind of message (what you posted above) and your code already works, then I wouldn't over-engineer the problem. I'm not very familiar with the FIX message format, but you might be able to parse it with a Regex as well (though if you do, test the performance against your existing code to see which is faster).