Ultra low latency .NET FIX Engine with easy and flexible API

Main features of Onixs C# FIX Engine:

• Easy-to-use API
• High speed, low latency performance for Direct Market Access (DMA), High Frequency Trading (HFT) and Algorithmic Trading applications
• Built-in FAST 1.1 and FAST 1.2 encoding and decoding (pre-certified with CME and ICAP, fully compatible with Eurex EBS, NYSE Liffe XDP, NGM)
• Built-in SSL encryption
• Built-in Session Scheduler
• FIX Engine is supplied as a .NET class library (assembly) that offers complete flexibility over the implementation
• Native .NET conventions and idioms (properties, events, delegates, etc)
• Supports up to 700 FIX sessions simultaneously
• Configurable validation of required fields
• Supports multiple FIX Protocol versions simultaneously
• Supports FIX dialects (different interpretations of FIX for specific destinations)
• Flexible support for user-defined tags and user-defined message types
• Persistence (the ability to log data to a flat file and restore the state after fail-over)
• Versatile diagnostics
• 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, FIX 5.0 SP1, FIX 5.0 SP2, 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 all messages
• persists all messages
• session recovery in accordance with the FIX state events model
• fully FIX expected behaviours and state matrix compliant

Onix Solutions' Next Generation Low Latency .NET FIX Engine is 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 SDK includes the .NET FIX Engine library (assembly), documentation, and open-source C# and Visual Basic (VB.NET) samples:

• Exchange Emulator
• Trading Client
• Sell Side
• Buy Side
• Repeating Groups handling
• FIX and FAST benchmark tests

for evaluation, education and testing.

.NET FIX Engine API Guide is available on-line.

An evaluation package of .C# FIX Engine can be obtained at Downloads.

To facilitate a rapid integration of the ultra low latency .NET 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:

• Barclays Capital Market Data Client
• CME Trading Client
• Eurex EBS FAST Market Data Handler
• FXall Trading Client
• FXall Market Data Client
• Goldman Trading Client
• HotSpot Trading Client
• HotSpot Market Data Client
• Interactive Brokers (IB) Trading Client
• ICE Trade Capture
• MF Global FX Clear Trading Client
• MF Global FX Clear Market Data Client

For more information on Onixs C# FIX Engine please e-mail info@onixs.biz .