Ray Have you looked around for an existing FIX to Solr conduit? If FIX is a common standard then I would expect that someone has done some work on this and github'd it.
Even just FIX to JSON. Cheers -- Rick On April 2, 2018 12:34:44 AM EDT, Raymond Xie <xie3208...@gmail.com> wrote: >Thank you, Shawn, Rick and other readers, > >To Shawn: > >For *8=FIX.4.4 9=653 35=RIO* as an example, in the FIX standard: 8 >means BeginString, in this example, its value is FIX.4.4.9, and 9 >means >body length, it is 653 for this message, 35 is RIO, meaning the message >type is RIO, 122 stands for OrigSendingTime and has a format of >UTCTimestamp > >You can refer to this page for details: https://www.onixs.biz >/fix-dictionary/4.2/fields_by_tag.html > >All the values are explained as string type. > >All the tag numbers are from FIX standard so it doesn't change (in my >case) > >I expect a python program might be needed to parse the message and >extract >each tag's value, index is to be made on those extracted value as long >as >their field (tag) name. > >With index in place, ideally and naturally user will search for any >keyword, however, in this case, most queries would be based on tag 37 >(Order ID) and 75 (Trade Date), there is another customized tag (not in >the >standard) Order Version to be queried on. > >I understand the parser creation would be a manual process, as long as >I >know or have a small sample program, I will do it myself and maybe >adjust >it as per need. > >To Rick: > >You mentioned creating JSON document, my understanding is a parser >would be >needed to generate that JSON document, do you have any existing example >code? > > > > >Thank you guys very much. > > > > > > > > > >*------------------------------------------------* >*Sincerely yours,* > > >*Raymond* > >On Sun, Apr 1, 2018 at 2:16 PM, Shawn Heisey <apa...@elyograg.org> >wrote: > >> On 4/1/2018 10:12 AM, Raymond Xie wrote: >> >>> FIX is a format standard of financial data. It contains lots of tags >in >>> number with value for the tag, like 8=asdf, where 8 is the tag and >asdf is >>> the tag's value. Each tag has its definition. >>> >>> The sample msg in FIX format was in the original question. >>> >>> All I need to do is to know how to paste the msg and get all tag's >value. >>> >>> I found so far a parser is what I need to start with., But I am more >>> concerning about how to create index in Solr on the extracted tag's >value, >>> that is the first step, the next would be to customize the dashboard >for >>> users to search with a value to find out which msg contains that >value in >>> which tag and present users the whole msg as proof. >>> >> >> Most of Solr's functionality is provided by Lucene. Lucene is a java >API >> that implements search functionality. Solr bolts on some >functionality on >> top of Lucene, but doesn't really do anything to fundamentally change >the >> fact that you're dealing with a Lucene index. So I'm going to mostly >talk >> about Lucene below. >> >> Lucene organizes data in a unit that we call a "document." An easy >analogy >> for this is that it is a lot like a row in a single database table. >It has >> fields, each field has a type. Unless custom software is used, there >is >> really no support for data other than basic primitive types -- >numbers and >> strings. The only complex type that I can think of that Solr >supports out >> of the box is geospatial coordinates, and it might even support >> multi-dimensional coordinates, but I'm not sure. It's not all that >complex >> -- the field just stores and manipulates multiple numbers instead of >one. >> The Lucene API does support a FEW things that Solr doesn't implement. > I >> don't think those are applicable to what you're trying to do. >> >> Let's look at the first part of the data that you included in the >first >> message: >> >> 8=FIX.4.4 9=653 35=RIO >> >> Is "8" always a mixture of letters and numbers and periods? Is "9" >always >> a number, and is it always a WHOLE number? Is "35" always letters? >> Looking deeper to data that I didn't quote ... is "122" always a >date/time >> value? Are the tag numbers always picked from a well-defined set, or >do >> they change? >> >> Assuming that the answers in the previous paragraph are found and a >> configuration is created to deal with all of it ... how are you >planning to >> search it? What kind of queries would you expect somebody to make? >That's >> going to have a huge influence on how you configure things. >> >> Writing the schema is usually where people spend the most time when >> they're setting up Solr. >> >> Thanks, >> Shawn >> >> -- Sorry for being brief. Alternate email is rickleir at yahoo dot com
