Low latency .NET / C# FIX Engine Fix Protocol

The OnixS ultra low latency .NET FIX Engine is a high performance implementation of the FIX Protocol that FIX-enables .NET applications (C#, VB.NET, Managed C++, F#, etc.) in a simple, reliable and cost effective manner.

Main features include:

  • Easy-to-use API
  • Native .NET conventions and idioms (properties, events, delegates, etc)
  • Ultra low latency performance for Direct Market Access (DMA), High Frequency Trading (HFT) and Algorithmic Trading applications
  • Comprehensive documentation
  • Quick start venue-specific samples in C# and VB.NET
  • FIX Engine is supplied as a .NET class library (assembly) that offers complete flexibility over the implementation
  • FAST 1.1 and FAST 1.2 encoding and decoding
  • Session Scheduler
  • SSL encryption
  • FIX <-> FIXML converter
  • 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 bases
  • Configurable validation of required fields
  • Persistence (the ability to log data to a flat file and restore the state after fail-over)
  • High-availability
  • Versatile diagnostics

The OnixS high-speed C# FIX Engine provides the following services:

  • Manages network connections
  • Manages the session layer of the FIX Protocol
  • Recovers sessions state in accordance with the FIX Session state matrix
  • Creates (outgoing) messages
  • Parses (incoming) messages
  • Decodes FAST binary chunks
  • FAST encodes FIX messages
  • Converts from FIX to FIXML
  • Converts from FIXML to FIX
  • Validates messages
  • Session recovery

The OnixS Next Generation .NET 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 the FIX Dialect description, thus end-user may easily tune the FIX Parser for any FIX Venue.
  • Design Patterns are used extensively to provide elegant, efficient and reusable solutions.