From: Thomas Munro
Subject: FIX protocol in Common Lisp?
Date: Sat, 04 Jul 2009 22:08:29 +0000
Message-ID: <f0717949-0105-4871-88bd-b8fa617a3fa9@b15g2000yqd.googlegroups.com>

Hi

Is there a free/open implementation of the FIX protocol in pure Common
Lisp?  I've found references to a commercial implementation done in
Norway, and it seems that some people were working on something back
in 2003 for a virtual trading contest ("the Lisp-NYC RoboTrader SIG",
announced in this group).  Does anyone know what came of that?

Thanks,
Thomas

• Re: FIX protocol in Common Lisp? Kenneth Tilton
• Re: FIX protocol in Common Lisp? Peder O. Klingenberg

From: Kenneth Tilton
Subject: Re: FIX protocol in Common Lisp?
Date: Sat, 04 Jul 2009 23:03:45 +0000
Message-ID: <4a4fdfd2$0$31285$607ed4bc@cv.net>

Thomas Munro wrote:
> Hi
> 
> Is there a free/open implementation of the FIX protocol in pure Common
> Lisp?  I've found references to a commercial implementation done in
> Norway, and it seems that some people were working on something back
> in 2003 for a virtual trading contest ("the Lisp-NYC RoboTrader SIG",
> announced in this group).  Does anyone know what came of that?
> 

never went anywhere. I have some somewhere, but apparently not on my 
current development system. I think I just got as far as parsing the data.

kt

From: Peder O. Klingenberg
Subject: Re: FIX protocol in Common Lisp?
Date: Mon, 06 Jul 2009 08:03:03 +0000
Message-ID: <ks1vounsqw.fsf@netfonds.no>

Thomas Munro <············@gmail.com> writes:

> Is there a free/open implementation of the FIX protocol in pure Common
> Lisp?  I've found references to a commercial implementation done in
> Norway,

Netfonds Bank, my employer, has a FIX implementation written in pure
CL.  I don't know if that's what you're referring to, but we are in
Norway.  If it is, I just wanted to point out that it's not commercial
as in "for sale", but rather written in-house and unreleased.

Releasing it as open source has not been discussed in depth, afaik.
Technically, it would be a bit of work to separate it from other
internal dependencies.  Legally, I'm unsure about what encumbrances
exist (IANAL), but parts of it were automatically generated from the
electronic versions of the FIX specification.  If I understand
correctly, this is a for-money service from www.fixprotocol.org, and
may impose restrictions on the resulting product.

And from a business/operational standpoint, the benefits of releasing
it to the public would need to be balanced against the risk of
exposing the internals of one of our trading systems to the bad guys
and/or competitors.

In short, I wouldn't get my hopes up.

...Peder...
-- 
I wish a new life awaited _me_ in some off-world colony.