The OnixS C++ FIX Engine SDK includes the Engine library, documentation, and quick start samples:
- Sell Side
- Buy Side
- FAST decoding
- FIX Engine benchmark tests
- FAST benchmark tests
- Linux (RedHat, CentOS, Fedora, SUSE, Gentoo, Ubuntu, Debian, etc.)
OnixS C++ FIX Engine
The OnixS ultra low latency C++ FIX Engine is a high speed implementation of the FIX Protocol in C++ FIX Engine to provide superior performance for mission-critical trading software systems.
Main features include:
- Ultra low latency performance for Direct Market Access (DMA), High Frequency Trading (HFT) and Algorithmic Trading applications.
- Easy-to-use and flexible API
- Comprehensive documentation
- Venue-specific quick-start samples
- FAST 1.1 and FAST 1.2 decoding and encoding (pre-certified with CME and ICAP, fully compatible with Eurex EBS, NYSE Liffe XDP, NGM, etc.)
- Supplied as a C++ dynamic library (DLL)
- SSL encryption
- Supports multiple FIX Protocol versions simultaneously
- Supports multiple FIX sessions simultaneously
- Support all current FIX Protocol versions (4.0, 4.1, 4.2, 4.3, 4.4, 5.0, 5.0 SP1, 5.0 SP2, FIXML)
- Supports all tag and message types of each FIX Protocol version (equities, fixed income, derivatives, FX etc)
- Flexible support for user-defined tags and user-defined message types
- Supports FIX Dialects (venue-specific interpretations of the FIX Protocol) on a per-session bases
- Configurable validation of required fields
- Persistence (the ability to log data to a flat file and restore the state after fail-over)
- Session scheduler
- Versatile diagnostic
The OnixS high speed C++ FIX Engine provides the following services:
- manages network connections
- performs SSL encryption and decryption
- manages the session layer of the FIX Protocol
- creates (outgoing) messages
- parses (incoming) messages
- validates messages
- persists messages
- session recovery
Onix Solutions' Next Generation FIX Engine is based on the latest achievements of Software Engineering:
- Advanced threading architecture
- 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.