Simple FIX Protocol Implementation

Warnings

• breaking A checksum calculation bug was fixed in v1.0.17. If your application relies on SimpleFIX to calculate and set the checksum (tag 10), upgrading to v1.0.17 will result in different, correct checksums. Any systems validating checksums against messages produced by older SimpleFIX versions will break.
  Fix: Upgrade to v1.0.17. Ensure downstream systems expect correct FIX checksums. If you were intentionally generating incorrect checksums, you might need to manually set tag 10 or use `encode(raw=True)`.
• breaking Version 1.0.7 introduced major changes to string/bytes handling for Python 3.x. All received FIX values are now exported as bytes. Input string values are transformed to bytes using UTF-8 encoding (from strings) and ASCII for everything else. If you require a different encoding for input, you must convert your values to bytes manually before appending them.
  Fix: Review all string inputs and outputs. Ensure that string inputs are correctly converted to bytes (e.g., using `.encode('utf-8')`) and byte outputs are decoded (e.g., `.decode('ascii')`) if string representation is needed. Use `fix_type=simplefix.FIX_DATA` for fields meant to carry arbitrary binary data.
• gotcha While `FixMessage` generally retains the order in which fields are added, crucial FIX header and trailer fields (BeginString (8), BodyLength (9), MsgType (35), Checksum (10)) are always encoded in their mandated positions regardless of the order they were appended.
  Fix: Be aware of the FIX standard's ordering requirements. If specific header fields (e.g., MsgSeqNum (34), SendingTime (52)) need to appear after other header fields but before the body, use the `header=True` parameter with `append_pair` (or similar methods) to ensure correct placement during encoding.
• gotcha The FIX standard prohibits empty (zero-length) values. By default, `FixParser` will raise an `EmptyValueError` if it encounters such a field during parsing.
  Fix: If you need to parse messages that might contain empty values (e.g., from non-standard or malformed sources), instantiate `FixParser` with `allow_empty_values=True`. This will prevent the exception and return an empty string value instead. `parser = simplefix.FixParser(allow_empty_values=True)`
• gotcha Prior to v1.0.8, adding a field with a value of `None` could lead to unexpected behavior. Since v1.0.8, attempting to add a field with a `None` value will silently fail (the field will not be added to the message).
  Fix: Always provide a non-`None` value when appending fields. If a field should be absent, do not append it. If a field should represent a 'null' or 'empty' state, use an explicit empty string (e.g., `''`) or a specific FIX null value as appropriate for the tag's type, rather than `None`.

Install

• pip install simplefix Install stable version

Imports

• FixMessage

  import simplefix
  message = simplefix.FixMessage()

  While 'from simplefix import *' is supported, the documentation recommends importing the module and using the fully qualified name for clarity and to avoid namespace pollution.
• FixParser

  import simplefix
  parser = simplefix.FixParser()

Quickstart

This quickstart demonstrates how to create a FIX 'New Order Single' message, append various standard fields including a UTC timestamp, encode it into bytes, and then parse it back using the `FixParser`. Standard FIX header tags like BeginString (8), MsgType (35), SenderCompID (49), and TargetCompID (56) are included, along with common order fields.

import simplefix
import datetime

# Create a FIX message
message = simplefix.FixMessage()
message.append_pair(8, "FIX.4.2") # BeginString
message.append_pair(35, "D")    # MsgType - New Order Single
message.append_pair(49, "SENDER") # SenderCompID
message.append_pair(56, "TARGET") # TargetCompID
message.append_pair(11, "ORDER123") # ClOrdID
message.append_pair(21, 1)      # HandlInst
message.append_pair(55, "IBM")   # Symbol
message.append_pair(54, 1)      # Side - Buy
message.append_pair(60, datetime.datetime.utcnow(), fix_type=simplefix.FIX_UTC_TIMESTAMP) # TransactTime
message.append_pair(38, 100)    # OrderQty
message.append_pair(40, 1)      # OrdType - Market

# Encode the message
encoded_message = message.encode()
print(f"Encoded Message: {encoded_message.decode('ascii').replace(chr(1), '|')}")

# Parse a FIX message
parser = simplefix.FixParser()
parser.append_buffer(encoded_message)

parsed_message = parser.get_message()

if parsed_message:
    print(f"Parsed MsgType: {parsed_message.get(35).decode('ascii')}")
    print(f"Parsed Symbol: {parsed_message.get(55).decode('ascii')}")
else:
    print("No complete message found in buffer.")