I have a network dump of market data in the FIX/FAST format (transported over UDP). Are there standard pieces of software (similar to Wireshark) that will parse and allow for inspection of the key-value pairs of the payload?
2 Answers
I am using a native C++ implementation based on QuickFAST, you can use the sample FileToMulticast to implement what you need. But if you are looking for a way do decode UMDF ( BM&FBOVESPA FIX/FAST) you must first take care with the UDP packages itself and re assembly the messages, before the decodification
Try the FAST Antenna Codec for Windows. You need a little wrapper app that reads the UDP data from your dump and feeds the payload (i.e. sans IP/UDP headers) to the codec.