refix-fix44

Typed FIX 4.4 messages for ReFIX, generated from QuickFIX's FIX44.xml.

>>> from refix import Tokenizer
>>> from refix_fix44 import NewOrderSingle
>>> frame = (
...     "8=FIX.4.4|9=118|35=D|49=SENDER|56=TARGET|34=1|52=20261008-09:30:00|"
...     "11=ORDER-1|55=ACME|54=1|60=20261008-09:30:00|40=2|44=101.25|38=100|10=194|"
... )
>>> order = NewOrderSingle(Tokenizer().tokenize(frame.replace("|", "\x01").encode()))
>>> order.header.sender_comp_id
'SENDER'
>>> order.header.msg_seq_num
1
>>> order.cl_ord_id
'ORDER-1'
>>> order.side
<Side.BUY: '1'>
>>> order.ord_type
<OrdType.LIMIT: '2'>
>>> order.price
Decimal('101.25')
>>> order.transact_time
datetime.datetime(2026, 10, 8, 9, 30, tzinfo=datetime.timezone.utc)
>>> order.transact_time_ns
1791451800000000000

Strings, integers, decimals, booleans, dates, times, timestamps, enums and repeating groups are typed, and every message reaches its header and trailer. Each time and timestamp also reads as exact nanoseconds, as transact_time_ns does.

License

Licensed under either of

• Apache License, Version 2.0 (LICENSE-APACHE or https://www.apache.org/licenses/LICENSE-2.0)
• MIT license (LICENSE-MIT or https://opensource.org/licenses/MIT)

at your option.

The code is generated from QuickFIX's FIX44.xml, under the QuickFIX Software License (LICENSE-QUICKFIX). This product includes software developed by quickfixengine.org (http://www.quickfixengine.org/).