FIXEdge is an application server providing FIX connectivity to multiple clients. Client applications communicate with FIXEdge through one of multiple transport protocols (e.g. Simple Sockets, TIBCO, CORBA, HTTPs) employing transport adaptors. It is designed to be as easy as possible to install, configure, administrate and monitor trading information flows. It is written in C++ and has a performance profile suitable for the needs of all clients up to and including large sell-side institutions and large volume traders. Furthermore, FIXEdge comes with a rich UI for monitoring session statuses and parameters in real time.
The FIXEdge project was started with Sun Microsystems to be marketed as a package that included two Sun servers configured in a HA cluster with the FIX Antenna C++ Sun edition pre-installed and configured (refer to Sun B2BITS FIXEdge data sheet). Eventually, the project grew into an autonomous selling product with a wide range of features that were not included in the original package. The FIXEdge product has been endorsed by companies such as Autex, Thomson Reuters and OMGEO as a preferred connection mechanism.
All libraries/servers are pre-configured for and certified with multiple exchanges, including CME, ICE, INET and many others.
Throughput:
- FIX Edge leverages FIX Antenna C++ Engine performance
- The engine has been benchmarked at 30,000 messages per second across 200 sessions
- FIX Antenna C++ allows configuring sending/receiving prioritization for session
- In transient mode FIX Antenna C++ can deliver over 115,000 messages per second
Latency:
- FIX Antenna C++ adds up to 25 microseconds’ latency on 100 Mbps network
In addition to all features provided by FIX Antenna C++, FIXEdge includes such features as
- The system is ready to be deployed immediately after installation
- A diverse set of supported transports (SXS, COM, CMS, NPipe, HTTPs)
- Ability to use custom transports
- Simple and clear documentation
- Business Logic support (e.g. rule-based routing and transformation)
- Well-defined Extension API
- Libraries in .Net, C++ and Java to parse/validate/assemble application-level FIX messages
- Transaction simulator
- Built-in FIXopaedia (FIX dictionaries for inline support)
- Web-based interface for configuration, administration and monitoring
- The automation of scheduled tasks (e.g. Start of Day, End of Day)
- Simple error detection and recovery (Notification API, Configurable Logging)
- On-line support subject to market hours and client location
