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reimai/tcp_to_fix.sh

Created April 13, 2016 08:16
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parse fix quote events messages out of tcp dump to compare receiving and sending time
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tcp_to_fix.sh
#!/bin/bash
#turn tcp dump into a text file:
# receiving_time -> fix_msg_sending_time
tcpdump -A -r - | strings | sed 's/\.\([[:digit:]]\+=\)/|\1/g' | sed 's/\.*$//g' | sed 's/^[^|]*|/|/g' | grep 'length\|8=FIX' | grep -B 1 '35=X' | grep -v '^--$' | cut -d ' ' -f 1 | sed 's/.*52=\([^|]*\).*/-> \1/g' | paste - -
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