Parsing is an important problem in computer science and yet surprisingly little attention has been devoted to its formal verification. In this paper, we present TRX: a parser interpreter formally developed in the proof assistant Coq, capable of producing formally correct parsers. We are using parsing expression grammars (PEGs), a formalism essentially representing recursive descent parsing, which we consider an attractive alternative to context-free grammars (CFGs). From this formalization we can extract a parser for an arbitrary PEG grammar with the warranty of total correctness, i.e., the resulting parser is terminating and correct with respect to its grammar and the semantics of PEGs; both properties formally proven in Coq.