High Performance Technology for Trading

High performance C++ FIXForge FIX Engine with easy and flexible API

FIXForgeC ++ FIX Engine

can be used with any ANSI C++ compliant compiler and provides unparalleled performance for mission-critical software systems.

Supported platforms:

  • Windows NT 4.0, Windows 2000, Windows XP, Windows Server 2003, and an ongoing support program for new windows versions
  • UNIX Solaris, HP-UX, AIX and Linux including most major distributions and kernel versions.

A single source code tree is used for all these platforms.

Main features of FIXForge C++ FIX Engine:

  • Easy-to-use API
  • High throughput, low latency performance for Direct Market Access, High Frequency Trading or Algorithmic Trading applications
  • Built-in SSL encryption
  • Can support up to 700 FIX sessions simultaneously
  • Pure ANSI C++ (properties, events, delegates, etc)
  • C++ FIX Engine is supplied as a C++ dynamic library (DLL)
  • Support for current and future FIX Protocol versions (FIX 4.0, FIX 4.1, FIX 4.2, FIX 4.3, FIX 4.4, FIXML)
  • Supports all tags of each FIX Protocol version
  • Supports all message types of each FIX Protocol version (equities, fixed income, derivatives, FX etc)
  • Flexible support of user-defined tags and user-defined message types
  • Can support more than one FIX Protocol version at once
  • Can perform validation of required fields
  • Persistence (the ability to log data to a flat file and restore the state after fail-over)
  • Supports FIX dialects (different interpretations of FIX)
  • Versatile diagnostic
  • Source-code Licence is available

C++ FIX Engine provides the following services:

  • manages a network connection
  • performs SSL encryption and decryption
  • manages the session layer (for the delivery of application messages)
  • creates (outgoing) messages
  • parses (incoming) messages
  • validates messages
  • persists messages
  • session recovery in accordance with the FIX state events

Onix Solutions' Next Generation FIX Engines are based on the latest achievements of Software Engineering:

  • Advanced threading architecture — only two threads are used per each FIX Session.
  • The Adaptive Communication Environment (ACE) object-oriented framework is used to implement core patterns for concurrent communication software.
  • Parsing, validation and assembling of FIX messages is extremely flexible, since it dynamically uses information provided in FIX XML Specifications, thus end-user may easily tune the FIX Parser for any FIX Dialect.
  • Design Patterns are used extensively to provide elegant, efficient and reusable solutions.

The C++ FIX Engine set includes the C++ FIX Engine, documentation, and open-source C++ samples (SellSide, BuySide, FIX Engine benchmark tests) for evaluation, education and testing. C++ FIX Engine Programmer’s Guide is available on-line.

A 30 day evaluation of C++ FIX Engine can be obtained at Downloads. An extended evaluation can be obtained upon request.

To facilitate rapid integration of C++ FIX Engine into our clients software infrastructure, Onix Solutions provides licenses for the FIX Analyser and FIX Dictionary within the distribution.

For more information on FIXForge FIX Engines please e-mail info@onixs.biz or call +44 20 7117 0111.

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