Thursday, 12 April 2012

FIX Cube - Getting started.

FIX Cube has two input fields: the usual large textarea to enter the log and a second textfield.
This second textfield allows you to group the data by FIX tags.

Its rules are simple:
  1. Enter one or more comma separated FIX tags to define the data-slicing.
  2. Use square brackets to group together FIX tags into oneslice
  3. Use the word 'fix' to drill-down to the very FIX messages.

A few examples:
  • 1,207,fix
    Groups the items by account, then by security exchange before reaching the FIX messages 
  • 167, [55,200]
    Groups the items first by product type (options or futures) followed by the combined value of the ticker and maturity month year (aka contract)

  • 32
    Groups the items by volume (last shares). Sort them and you will know your largest transactions.

We hope you like it.

No comments:

Post a Comment