Parsing Financial Information Exchange (FIX) files

I am trying to parse a FIX file, which I understand is a type of XML file in that each field within a record has its own header. So in the example below (which I have put into columns), the numbers in black (34, 52, etc) are field headers and those in blue are the actual data.

My problem is that a simple text to column parse as per below will not work as the nil value fields are not recorded and hence the records are multi length (see field headed '6' below as an example).

To parse this I guess I can spend some time writing lengthy IF-THEN statements, but I am just wondering if there is a quick way to parse this using a standard AlteryX tool(s)? I had a go with the XML parser, but did not get far. There are over 300 or so headers so I am hoping I can create the column names dynamically.

If anyone has an existing workflow or any tips, I would hugely appreciate...Newbie to AlteryX, so apologies if I am missing something obvious...

Many thanks!

34=198	52=20181106-08:01:25	50=XXX	57=SEIDNI2	128=SEIDNI	6=37.33	11=005820181105-DNI	14=29
34=199	52=20181106-08:01:29	50=YYY	57=SEIIWA3A	128=SEIIWA3	1=569_C11_TPAB	6=40.381	11=000420181105-IWA3

Parse

Preparation

Accepted answers

danilang

High praise indeed from @DavidP. You have to get up early to beat him. Here's an update to mine that starts with your raw data

Dan

FixParser v2.yxmd

All comments

DavidP

Could you post an example of the raw data?

Amohazab

Hi David

Here we go

The raw file is in three columns, with the XML data in column 3, separated with pipes instead of '<' and '>', so I am thinking of a way to replace the pipes to turn this into a more standard XML format?

@DavidP wrote:
Could you post an example of the raw data?

2018-11-06	08:00:23.289_396	8=FIX.4.2\|9=332\|35=8\|49=XXX\|56=SYS1\|34=190\|52=20181106-08:00:23\|128=802c88\|1=802c88_ISA\|6=1.2557\|11=7314956\|14=12\|15=GBP\|17=EAVVA18KA1117184\|20=0\|22=4\|30=XLON\|31=1.2557\|32=12\|37=OAVVA18KA8302522\|38=12\|39=2\|40=1\|48=JE00B6173J15\|54=2\|55=GCP\|59=1\|60=20181106-08:00:21\|63=6\|64=20181108\|76=CSTEGB21\|110=0\|119=15.0684\|120=GBP\|150=2\|151=0\|167=CS\|207=XLON\|10=105\|
2018-11-06	08:00:33.579_084	8=FIX.4.2\|9=393\|35=8\|49=XXX\|56=SYS1\|34=191\|52=20181106-08:00:33\|128=802c11\|1=569_C11_TPAB\|6=0.2366\|11=16669868\|14=6061\|15=GBP\|17=EBSTI18KA1117185\|20=0\|21=2\|22=4\|30=XOFF\|31=0.2366\|32=6061\|37=OBSTI18KA8302657\|38=6061\|39=2\|40=2\|44=0.2366\|48=GB00B0DG3H29\|54=1\|55=SXX\|59=6\|60=20181106-08:00:31\|63=3\|64=20181108\|76=WNTSGB2LBIC\|110=0\|119=1434.03\|120=GBP\|126=20181106-23:00:00\|150=2\|151=0\|152=1434.03\|167=CS\|207=XLON\|10=178\|

danilang

hi @Amohazab

Once you get the data into the format that you displayed, the attached workflow

1. Transposes

2. Splits the value into Key and data

3. Crosstabs to align all the data under the correct key. The Crosstab accounts for the missing key/data pairs in the records displaying those as empty.

Dan

FixParser.yxmd

DavidP

@danilang bet me to it.

fix parse.png

fix parse.yxmd

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