High performance low latency .NET OnixS FIX Engine with easy and flexible API

Main features of Onixs .NET 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 1.1 encoding/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 .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, 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)

.NET 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 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 .NET FIX Engine set 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 Programmer's Guide is available on-line.

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

To facilitate a rapid integration of the .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 .NET FIX Engine please e-mail info@onixs.biz .