FIX Engine — FIX Antenna C++

The highest performing FIX engine in existence.

Delivers over 60,000 messages per second.

Benchmarked at 30,000 messages per second across 200 sessions.

Adds up to 16 microseconds' latency on 100 Mbps network with persistence and 6 microseconds' latency on 100 Mbps network without persistence.

Allows configuring sending/receiving prioritization for session.

In transient mode it can deliver over 115,000 messages per second. Please refer to the latest benchmarks of FIX Antenna C++, Windows- and Linux-based.

• 100% FIX standard compliance:
  • FIX 4.0, 4.1, 4.2, 4.3, 4.4, 5.0, 5.0 SP1, 5.0 SP2
  • FAST 1.1
• Supports all FIX message types (pre-trade, trade, post-trade, market data, etc.)
• Supports user-defined tags
• Message validation (wellformness, required and conditionally required fields, fields order, types, etc.)
• Customizable FIX protocol. Create your own FIX dialect e.g. defined extra field for a message, change "required" attribute, etc. in a friendly XML format
• Multiple session management
  • Supports up to 200 concurrent sessions on a single instance on recommended hardware. Number of concurrent sessions can be increased if more CPUs are added
  • Each session can be configured separately. FIX Dialect can be configured for session
• Guaranteed delivery
  • Relies on the store and forward technique
  • Flat files are used for persistence to achieve maximum performance
• Standard FIX routing based on DeliverTo and OnBehalfOf fields

• Later delivery mode allows unsent messages to be stored in queue and delivered later when connection is re-established. Recommended configuration for a session, where execution reports are to be delivered e.g. session with traders
• Rejecting mode allows messages, which cannot be sent during some reasonable time (customizable), to be rejected. Recommended configuration for a session, where orders are to be delivered e.g. session with exchanges

• Different modes of handling sequence number during logon and reconnect
• Intraday logout tolerance
• Custom logon message
• Force sequence number reset on logon

• Standard FIX authorization utilizing username and password fields in FIX Logon message
• FIX encryption to work in non-private networks: DES and PGP-DES-MD5 schemes
• SSL
• Auto-accept incoming sessions (to simplify development and testing) and auto-decline non pre-configured sessions

• Supports transient sessions, which do not use any persistence. This significantly increases performance giving up recovery. Applicable when recovery is not required (e.g. for market data) or when persistence is done by the application, which uses the FIX Antenna engine

• Ability to enable or disable Nagle's algorithm to minimize latency or maximize throughput
• Ability to configure (or turn off) the number of messages to be joined in a bunch before sending
• Ability to dedicate threads for session for sending and receiving data, to minimize overhead on context switching

• Built-in remote monitoring and administrative interface for sessions monitoring and management
• Utilizing FIX session and the same FIX listen port for administrative session
• Friendly XML-based DSL for administrative instructions: easy to read, easy to extend
• Public API to override and/or extend existing administrative instructions
• Rich monitoring and administration GUI out of the box

• Provides the following functionality:
  • Creating a message singleton by FIX protocol version and message type
  • Creating a message from a raw FIX string (parse)
  • Serializing a FIX object message to raw FIX string
  • Adding, removing, modifying FIX fields and repeating groups
  • Validating message
• FIX flat message model - generic model to work with the abstract FIXMessage class via fields and groups getters and setters, which gives the highest performance
• FIX object model - each FIX message type is a class with FIX fields as members, using intellisense to make working with FIX business object more pleasant

• User-friendly intuitive pure ANSI C++ public interface
• Is supplied as a dynamic library (.dll) for Windows or a shared object dynamic library(.so) for Linux

The package includes:

• Library
• Header files
• Programmer's Guide
• API Guide
• Quick start sample
• Echo Server sample
• Simple Client sample
• Benchmarks
• CME Globex client sample
• Other samples
• Monitoring and Administration GUI is available for free by request
• Software escrow is avaiable on demand