OnixS

FIX Engine

Low latency .NET Framework / C# FIX Engine

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

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Main Features

  • GC free: zero memory allocation on the critical path
  • Ultra-low latency: less than 1 microsecond is added in the roundtrip scenario on commodity hardware
  • Easy-to-use yet powerful and flexible API
  • High throughput
  • Low jitter
  • Comprehensive documentation
  • Rich set of sample applications and quick start venue-specific reference implementations
  • Multiple FIX sessions are supported simultaneously (up to a few hundred), each session can be configured independently
  • Supports all current FIX Protocol Versions (including latest service packs), multiple versions can be used simultaneously
  • Messages, fields, and tags are easily customisable via the XML-based or API-based FIX Protocol Dictionaries to match non-standard extensions
  • Configurable message validation (required/optional fields, data types, repeating groups)
  • High-precision timestamps - down to picoseсonds
  • Session Scheduler

API and Reference

The OnixS .NET Framework FIX Engine SDK includes the following reference implementation source code quick-start samples:

  • Buy-Side
  • Custom Field Generator
  • Custom Repeating Group
  • Database Session Storage
  • Dictionary Validator
  • Exchange Emulator
  • FAST Decoding Encoding
  • FIXML Converter
  • Flat Group Reader
  • Flat Message
  • Latency Benchmark
  • Message Fields Iteration
  • Parsing Benchmark
  • Pluggable Session Storage
  • Re-sending Messages
  • Sell-Side
  • Session Scheduler
  • Throughput Benchmark
  • Trading Client
  • Typed Messages
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OnixS
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