FIX Engine — FIX Antenna .NET

FIX Antenna™ .NET has been designed to provide native support of Microsoft .NET technologies enabling quick and easy integration into any custom .NET application. While enabling all the benefits of Microsoft's .NET framework it retains all the benefits of B2BITS class leading FIX engines. The .NET engine delivers performance of over 35,000 messages per second on a single CPU.

The .NET benefits include the ability to manipulate messages with the use of class hierarchies, properties and namespaces, XML based documentation for all messages, and the ability to generate structured messages. FIX Antenna .NET provides an extremely easy way to integrate support of the FIX protocol into any .NET application. It is specifically designed to improve the productivity of .NET programmers even if they are novice FIX users. Furthermore, FIX Antenna .NET comes with a rich UI for monitoring session statuses and parameters in real time.

FIX Antenna™ .NET supports FIX 4.0, 4.1, 4.2, 4.3, 4.4, 5.0, 5.0 SP1, 5.0 SP2, FIXML and FAST. Support for FIX Antenna .NET FIX engine includes upgrades to the latest FIX and FAST protocols versions.

All libraries/servers are pre-configured for and certified with multiple exchanges, including CME, ICE, INET and many others.

Our products come with a 24x7 support provided worldwide and availability of "on-demand" software escrow

Feature Description
High throughput/low latency

Although FIX Antenna .NET is specifically designed to provide native support of Microsoft. NET technologies, the performance is still high.

Delivers over 35,000 messages per second.

Adds up to 28 microseconds' latency on 100 Mbps network with persistence and 14 microseconds' latency on 100 Mbps network without persistence.

Allows configuring sending/receiving prioritization for session.

Supports standard FIX
  • 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
  • Supports user-defined messages
  • 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 the 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
    • Reliable store and forward technique
    • Flat files are used for persistence to achieve maximum performance
  • Standard FIX routing based on DeliverTo and OnBehalfOf fields
Delivery modes
  • Later delivery mode allows unsent messages to be stored in a 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 FIX session level
  • Different modes of handling sequence number during logon and reconnect
  • Intraday logout tolerance
  • Custom logon message
  • Possibility to force sequence number reset on logon
Reliability and redundancy
  • Ability to switch to back-up connection manually or automatically
  • Ability to fully restore its state after failure
  • Designed to work as a part of highly available solutions in a cluster
Security
  • 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 tunneling
  • Auto-accept incoming sessions (to simplify development and testing) and auto-decline non pre-configured sessions
Reliability vs. performance
  • 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.
Performance tuning
  • 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
Monitoring and administration
  • 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
Message composition API
  • 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
Integration
  • User-friendly standard pure .NET public interface
  • Supplied as an assembly (.dll) for Windows
Packaging The package includes:
  • Library
  • 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

FIX engine is built using real time design patterns proven over 10 years of practice.

FIX Antenna .NET is not a pure .NET implementation. It uses FIX Antenna C++ as a core, which makes the code more reliable (the core has been proven on multiple platforms) and fast. As a result, FIX Antenna .NET provides reliability and speed of C++ and friendliness of public API from .NET.

The transport layer is implemented based on Boost.Asio. The design of FIX Antenna .NET allows supporting various modes to maximize high throughput, achieve low latency, or operate in a custom mode with balanced throughput and latency. The internal design allows also to control the number of threads by fixing it in case of multiple FIX sessions to share time between them or by dedicating threads for individual FIX sessions (2 threads per session).

Access to low level parameters is provided to tune TCP/IP performance (Nagel's algorithm), choose the type of storage for the state recovery, collect run time statistics, measure time taken by a particular operation, as well as turn on and turn off a particular feature, and many others.

FIX Antenna .NET is a .NET assembly built on top of FIX Antenna C++. It provides the following main APIs for trading applications to:

  • Create multiple FIX sessions (initiators and acceptors)
  • Open and close FIX session
  • Form FIX and FIXML message
  • Parse FIX and FIXML message
  • Validate FIX message
  • Send and receive FIX messages
  • Set sequence numbers
  • Encrypt FIX messages

See the full list of FIX Antenna .NET APIs.

FIX Antenna .NET is tested on a wide variety of compilers and platforms. The binary package is available right away for the platforms below.

Operating System .NET Frameworks 32-bit 64-bit
Windows 2.0 + +
Windows 3.0 + +
Windows 3.5 + +
Windows 4.0 + +

If you cannot find your platform in the table, please contact sales@btobits.com for more information.

FIX Antenna .NET can be used in the following .NET languages and environments:

  • C#
  • VB.NET
  • C++/CLI
  • MC++
  • Delphi.NET
  • MS Excel (MS Office 2003/2007)

FIX Antenna .NET depends on the following libraries:

Library Version Comments
Boost 1.42 Supplied with the package
FIX Antenna C++ 2.3 Built-in
Operating System .NET 2.0 - 4.0 x32-x64 Version Download Link
Windows .NET 2.0 x32 2.9.1.0 Download
Windows .NET 4.0 x32 2.9.1.0 Download
Windows .NET 2.0 x64 2.9.1.0 Download
Windows .NET 4.0 x64 2.9.1.0 Download

We offer cost effective licensing models. They are based on application process concurrency limits, level of support (business hours only, 24x5/7), etc. Also Site licenses, OEM licensing models, as well as discounts based on number of purchased licenses are available. Development, test and back-up licenses are licensed separately. Cost of such licenses is 50% from listed price of production license.