OnixS C++ FIX Engine
can be used with any ANSI C++ compliant compiler and provides unparalleled performance for mission-critical software systems.
Supported platforms:
- Windows 32-bit and 64-bit
- Linux (Fedora 9, Fedora 10, Mandriva 2007, Mandriva 2008, Red Hat Enterprise Linux 5, CentOS 5, SUSE Linux Enterprise 10, SUSE Linux Enterprise 11, OpenSuSE 10.3, OpenSuSE 11.0, OpenSuSE 11.1, OpenSuSE Factory, Gentoo, Ubuntu) 32-bit and 64-bit
- Sun Solaris x86 32-bit and 64-bit
A single source code tree is used for all these platforms.
High performance C++ OnixS FIX Engine with easy and flexible API
Main features of OnixS 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 FAST encoding/decoding (pre-certified with CME and ICAP, fully compatible with Eurex)
- Built-in SSL encryption
- Pure ANSI C++
- C++ FIX Engine is supplied as a C++ dynamic library (DLL)
- Supports FIX dialects (different interpretations of FIX)
- Can support up to 700 FIX sessions simultaneously
- 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)
- Versatile diagnostic
- Support for current and future FIX Protocol versions (FIX 4.0, FIX 4.1, FIX 4.2, FIX 4.3, FIX 4.4, FIX 5.0, FAST 1.1 and FIXML)
- Supports all tags of each FIX Protocol version
- Supports all message types of each FIX Protocol version (equities, fixed income, derivatives, FX etc)
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-sourceC++ samples:
- Sell Side
- FAST decoding
- FIX Engine benchmark tests
- CME FAST Market Data client
- CME FAST Tcp Replay client
- ICAP EBS FAST Market Data Client
- Eurex EBS FAST Market Data Client
- FAST 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.
The following destination-specific samples are available upon request:
- ICE Trade Capture
- CME Trading Client
- MF Global FX Clear Trading Client
- MF Global FX Clear Market Data Client
- Eurex EBS FAST Market Data Handler
- Barclays Capital Market Data Client
- FXall Trading Client
- FXall Market Data Client
- Goldman Trading Client
- HotSpot Trading Client
- HotSpot Market Data Client
- Interactive Brokers (IB) Trading Client
For more information on OnixS FIX Engines please e-mail info@onixs.biz .