OnixS C++ FIX Engine Fix Protocol

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
  • Supplied as a static or dynamic library
  • C++98, C++03, C++11, and C++14 editions are available
  • Built-in 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 basis
  • Configurable validation of required fields
  • Synchronous and asynchronous persistence (the ability to log data to a flat file and restore the state after fail-over)
  • Flexible multi-threaded architecture
  • Session scheduler
  • Versatile diagnostic
  • Supports Solarflare Onload Kernel Bypass Extensions APIs to ensure the lowest possible latency and minimal jitter.

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
  • 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.