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ngrep currently doesn't search FIX msgs one by one but TCP packet by packet (one TCP packet can contain multiple FIX msgs). The resulting pcap file thus contains not only the filtered FIX msg, but also all the msgs that were in that TCP packet.
Example (filtering by FIX MsgType (e.g. we want only ticks msges (35=W)):
only_ticks.pcap will contain also quotes messages (35=X). Note that in FIX protocol the MsgType field (in the protocol serialized as "35=[char]") is unique per FIX msg i.e. there is only one instance per FIX msg. So expected result of the ngrep command above would be a pcap file containing only FIX messages with "35=X".
$ ngrep -V
ngrep: V1.47.1-git, libpcap version 1.8.1
The text was updated successfully, but these errors were encountered:
ngrep currently doesn't search FIX msgs one by one but TCP packet by packet (one TCP packet can contain multiple FIX msgs). The resulting pcap file thus contains not only the filtered FIX msg, but also all the msgs that were in that TCP packet.
Example (filtering by FIX MsgType (e.g. we want only ticks msges (35=W)):
only_ticks.pcap
will contain also quotes messages (35=X). Note that in FIX protocol the MsgType field (in the protocol serialized as "35=[char]") is unique per FIX msg i.e. there is only one instance per FIX msg. So expected result of the ngrep command above would be a pcap file containing only FIX messages with "35=X".$ ngrep -V
ngrep: V1.47.1-git, libpcap version 1.8.1
The text was updated successfully, but these errors were encountered: