Analysing FIX Logs With ClickHouse

Benjamin Wootton

Benjamin Wootton

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Analysing FIX Logs With ClickHouse

ClickHouse is gaining more and more market share in the capital markets industries. It's combination of high speed.

We have previously discussed how it can be used for purposes.

As you may know, much of the electronic trading industry runs on FIX, or the Financial Information eXchange (FIX) protocol. This is a messaging format that is used to share price and trade information between investment banks and broker-dealers.

For instance, to register a new order to buy a product:

Companies exchange vast quantities of FIX messages.


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