FIX Engine — FIX Antenna HFT

• The highest performing FIX engine in existence, targeted at routing from multiple sessions to multiple sessions. See details on the  Benchmarks page.
• Ability to process FIX message in parallel from a single FIX session in the user pool
• Ability to auto-merge multiple outgoing FIX messages into a single TCP packet for a very intensive out stream

FIX standard compliance: FIX 4.0, 4.1, 4.2, 4.3, 4.4

• Supports all FIX message types (pre-trade, trade, post-trade, market data, etc.)
• Message validation for standard FIX Antenna C++ FIX message type (well-formedness, required and conditionally required fields, fields order, types, etc.)
• Customizable FIX protocol with user-defined tags and message types. Create your own FIX dialect (e.g. defined extra field for a message), change "required" attribute, etc. in a friendly XML format
• Guaranteed delivery
  • Relies on the store and forward technique
  • Flat files are used for persistence to achieve maximum performance

• Supports hundreds of 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 a session
• Fair wire order delivery for incoming messages 

• 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
• Auto-accept incoming sessions (to simplify development and testing) and auto-decline non pre-configured sessions

• Uses a low latency dispatcher optimized for Solarflare OpenOnload
• Supports the following storage types that guarantee that a session can recover its state after connection failure:
  • Persistent - stores data to the flat files
  • Memory Cached Message Storage - tracks the last processed SeqNum from IN and OUT index files
• Supports transient sessions that do not use any persistence. This significantly increases performance while forgoing 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
• Provides ability to enable async logging for threads: message is written to memory and then stored to the log by dedicated logger thread.
• Provides API for persistence management - user can choose whether to save incoming message
• Provides API for message "cookie" - storage can store user information attached to the FIX message.
• Globalmsg counter assigns unique ids to each message and restores message order. This facilitates the event sourcing design of user applications.

• Ability to enable or disable Nagle's algorithm to minimize latency or maximize throughput
• Ability to configure (or turn off) the number of messages that are joined in a bunch before sending
• Ability to configure CPU affinity to enable the binding and unbinding of a thread to a CPU or a range of CPUs, so that the thread will execute only on the designated CPUs rather than any CPU
• Ability to pause the reading of incoming messages from a selected session to control speed
• Message Batch Sending Functionality ensures that related messages, such as those for orders belonging to a specific strategy, are delivered to an exchange with minimal delay between the messages, essentially simultaneously.

• Built-in support of command console (telnet and local)
• 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 UI for monitoring session statuses and parameters in real time on desktop app or web browser

• Supports new message type - LiteFixMessage:
  • LiteFixMessage API is similar to FIX Antenna Java message API as both share the same design principles of the new FIX message
  • LiteFixMessage objects can be stored in the message pool
  • LiteFixMessage allows iteration through FIX message tags
• Provides TagVisitor interface that can be invoked during FIX message parsing and helps collect message tags in a side structure used by user application
• Provides ability to use standard FIX Antenna C++ FIX message type (albeit with less performance)
• Dictionary agnostic LiteFixMessage object with a fast, low-level API

Is supplied as a shared object dynamic library(.so) for Linux

The package includes:

• Binaries
• Header files
• Programmer's Guide
• API Guide
• Samples and benchmarks
• Software escrow is available on demand