FIX Engine — FIX Antenna Java

• Delivers over 50,000 messages per second with persistence and over 150,000 messages per second without persistence. .
• Adds 11 microseconds to latency in average for sending messages and up to 4 microseconds to latency in average for reading with persistence.
• Adds up to1microsecond to latency in average for sending messages and up to 3.5 microseconds to latency in average for reading without persistence.

Please refer to the latest benchmarks of FIX Antenna Java, 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 (compatible with FIX Antenna C++ and .NET)
• 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
• 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

• FIX to FIXML converter
• FIXML to FIX converter
• Support FIX 4.0, 4.1, 4.2, 4.3, 4.4, 5.0, 5.0 SP1, 5.0 SP2

• 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

• Highly customizable logic of messages processing
  • Ability to create custom handler for any type of message
  • Ability to add custom pre-processing of messages before they will be handled by FIX Antenna

• 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.
• Supports memory-mapped file storage which is faster than storage based on RandomAccessFile in most cases. The weak point of MMF storage is that it can have an additional penalty for remapping space.

• Ability to enable or disable Nagle's algorithm to minimize latency or maximize throughput
• Ability to manipulate the internal queue size to get maximum throughput (process messages in butch) or lower latency (minimal time in queue)
• Ability to use different levels of message validation to balance between reasonable correctness and good performance:
  • Wellformness validation
  • Validation of allowed message fields
  • Validation of required message fields
  • Validation of message fields order
  • Validation of duplicated message fields
  • Validation of field values according to defined data types
  • Validation of repeating group fields
  • Conditionally required fields
• Ability to build template message and send it many times with different values. Sending of such prepared messages will be faster in most cases.
• Ability to choose sending mode. Synchronous sending gives lower latency, but asynchronous is preferable for getting a better throughput.

• Supports configuration in XML and properties file format.
• Ability to configure default behavior and custom sessions in the same configuration file.

• Built-in remote monitoring and administrative interface for sessions monitoring and management
• 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
  • Ability of internal pooling to reduce memory allocations
• 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
• Prepared messages - message template for faster sending messages with the same structure but with different values

• Has customizable adapter for communicating with JMS servers. It provides API for easy sending/receiving FIX messages from/to JMS
• Included standalone FIX-to-JMS server for routing messages between FIX and JMS environments

• SSL tunneling for transport
• Standard FIX authorization utilizing username and password fields in FIX Logon message
• Strategies for accepting incoming sessions:
  • Auto-accept incoming sessions (to simplify development and testing)
  • Auto-decline non pre-configured sessions

• The minimal FIX application size could be about 200K and it will not include 3^rd parties libraries

Each package consists of:

• Binary libraries
• Programmer's Guide
• API Guide
• Set of primitive "quick start" samples
• Benchmark tools with sources
• Monitoring and Administration GUI is available for free by request
• Software escrow is avaiable on demand

See the full list of packages available for FIX Antenna Java. 

Supported OS:

• Windows, Linux, Solaris

Supported compilers:

• JDK 1.5 and above