Supported FIX Venues and FIX Engine Dialects
The OnixS directConnect range of products are bundles of exchange specific Market Data Handlers, Order Routing Handlers and post trade DropCopy, Trade Capture and Trade Reporting solutions. They include application level logic for market data static, recovery, logging, replay and venue specific application level logic, and are designed and implemented against the lowest latency API's offered by the associated venues. In some cases those API's are FIX/FAST based although many others use lower latency venue proprietary API's.
For users of OnixS FIX Engine for .NET / C#, C++ and Java - OnixS also have a comprehensive library of FIX Dialect implementations that are FIX venue specific calibrated, tested and certified fast-start reference implementations. These are designed to reduce the integration burden in customizing the FIX Dialect for specific venues.
It is a common feature of the FIX Protocol to support customizations of appliction-level FIX messages. This primarily consists of the ability to add user-defined tags. However in real world use many firms, venues or vendors prefer to make significant changes to the FIX messaging specifications. To satisfy these requirements, the OnixS FIX Engine implementations expose the concept of FIX dialects that are common between the various platform implementations.
A FIX Dialect represents a customized dictionary of a single FIX messaging specification (or put simply, a FIX variant version). OnixS FIX Engines support dialect descriptions as part of its configuration settings.
A FIX Dialect will vary in scope dependent on the target venue specifics. But generally they include a FIX Dialect that has been created by OnixS based on the "FIX Rules of Engagement" specification published by the specific venues. The process of creation, usage and maintenance of FIX Dialects is documented in the respective OnixS FIX Engine Programmering Guide for .NET / C#, C++ and Java platforms.
It is also worth noting that the OnixS FIX Engine standard distribution packages include a range of reference implementation samples and documentation for benchmarking, dealing with custom repeating groups, client application code samples, pluggable storage persistence, FAST Encoding/Decoding etc. So the FIX Dialect packages are designed to provide useful extensions to these base distributions.
To request an evaluation, simply register to download and indicate your specific venue of interest. We will then provide the specific package(s) and associated FIX Dialect implementation.