A leading global investment management firm providing investment advisory and asset management services to institutional and individual investors worldwide.
Customer
Challenge
The goal of the project was to develop File Transport Adapter which maps FIX messages to CSV format according to configured mapping, and to prepare solution which will connect to Spectrum market data FIX session, request Security List and Market Data, convert received FIX messages to CSV using FileTA:
- aggregate and sort millions of market data messages received from Spectrum venue during session (125 mln messages per trading session)
- implement duplicate check for instrument data
- save different types of records in different files based on client requirements
- implement replay mechanism to generate files from session logs
Solution
B2BITS implemented a solution based on FIXEdge C++ with a custom-developed CSV File Transport Adapter.
The adapter was designed to automate file ingestion, validation, transformation, and delivery processes while leveraging FIXEdge's proven business-layer framework, monitoring capabilities, and operational tooling.
B2BITS provided a multidisciplinary delivery team consisting of:
- C++ Developer
- DevOps Engineer
- QA Engineer
- Business Analyst
Technologies and Tools
Results
The solution is based on EPAM FIXEdge C++ with custom developed CSV File transport adapter.
B2BITS team has contributed to the project the following way:
- Development of custom FIX dictionary
- Creation of business rules for Spectrum subscription management
- Development of custom CSV File transport adapter with configurable parameters for fields mapping, file size, file names, fields format
- Configuring routing mechanism between Spectrum session and CSV File TA
- Addressing replay mechanism for session logs
- Configuring the web-monitoring of FIX Edge, FIX sessions using FIXICC H2
