FIX Antenna QF Adaptor (QF Adaptor) was developed in response to high demand from the open source QuickFIX©* community users to achieve substantial improvement of the latency characteristics of their trading applications. It provides means for smooth migration to high performance FIX Antenna C++ engine with no or minimal effort. Users can get economical advantage of continuing using the open source interface where performance of QuickFIX is sufficient and leverage FIX Antenna C++ on latency/ throughput critical connections. QF Adaptor outperforms QuickFIX by over 7 times in throughput, while delivering 4 times lower latency.

QF Adaptor is an add-on package for FIX Antenna C++ library which helps migrate a program from QuickFIX/C++ to FIX Antenna. The package includes C++ classes which implement the QuickFIX interface. The migration to FIX Antenna engine essentially becomes a replacement of the library.

QF Adaptor supports import of customized dictionaries from QuickFIX. This is done by using an XML conversion tool which is part of the migration package. The user migrating to FIX Antenna can leverage Certified FIX Connections to major exchanges and ECNs, while still using the QuickFIX business object model. This is achieved by utilizing the C++ code generator, a part of the migration package, that can convert FIX custom protocol definitions provided by B2BITS, EPAM Systems company into the typed C++ business messages in QuickFIX style.

Supported QuickFIX features:

  • Typed C++ message objects and MessageCracker interface
  • Transient and persistent FIX session storage
  • FIX session management (schedules)
  • 4x and 5x FIX protocol versions
  • FIX protocol customization

The following features are not part of the QF Adaptor package. You may consider using the QuickFIX classes instead:

  • Database persistence
  • Built-in HTTP remote administration. Alternatively, you can use a rich GUI tool for administration - FIXICC
  • Programmable setting of QuickFIX session properties. The static configuration files are supported (through a conversion tool)
  • A number of configuration properties currently not supported: StartDay, EndDay, MillisecondsInTimeStamps, CheckCompID, CheckLatency, MaxLatency
  • Software escrow is available on demand

For supported platforms see the FIX Antenna C++ section.

Contact us to learn more and/or to obtain the beta version of the product.