Re: [boost] Interest in a FIX Protocol Library?

Subject: Re: [boost] Interest in a FIX Protocol Library?
From: Niall Douglas (s_sourceforge_at_[hidden])
Date: 2015-01-13 08:35:50

On 12 Jan 2015 at 23:55, Marius Dobrea wrote:

> Firstly I would like to ask the community if there is interest in such a 
> library and if anyone is doing any work on it. It seems to me that 
> although there are a lot of firms and institutions in the world 
> providing software or using FIX there are too few open source C++ 
> libraries for that.

I did a lot of work with FIX during one of my Masters degrees.

To write a FIX library which significantly added value over other 
open source FIX libraries is a highly challenging technical 
endeavour. Sufficiently so I wouldn't recommend it, its cost benefit 
is lousy as if it were really good enough the hedge funds would 
simply lift your work and pay you nothing for it.

Instead I'd consider something newer like OUCH. Even implementing 
OUCH in a value adding way over other implementations is highly 
challenging. And again, where is the benefit to you or others over 
the very significant costs of implementation?

Our backup GSoC admin Boris works in this area as his day job, and 
there are people from the core Bloomberg C++ team watching this list. 
If there were an appetite for contributing financial trading 
libraries beyond the maths ones, I think it would have happened 
already.

Perhaps think more generically, something much more general and 
reusable? Even fast XML processing we lack in Boost, and that is very 
generic and reusable.

Niall

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