FIX Antenna QF Adaptor (QF Adaptor) was developed in response to
high demand from the open source QuickFIX©* community to achieve
substantial improvement of the latency characteristics of their
trading applications. It provides means for smooth migration to
the high
performance FIX Antenna C++ engine with minimal to zero
effort. Users can continue using the open source interface where
the performance of QuickFIX is sufficient and leverage FIX Antenna
C++ on latency/ throughput critical connections. The QF
Adaptor outperforms QuickFIX
by over 7 times in throughput, while delivering 4 times lower
latency.
The QF Adaptor is an add-on package for the FIX Antenna C++
library that helps migrate a program from QuickFIX/C++ to FIX
Antenna. The package includes C++ classes that implement the
QuickFIX interface. The program's migration to the FIX Antenna
engine essentially becomes a replacement of the library.
The QF Adaptor supports the import of customized dictionaries
from QuickFIX. This is done by using an XML conversion tool that is
part of the migration package. A 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 these QuickFIX classes instead:
Database persistence
Built-in HTTP remote administration. Alternatively, you can use
a rich GUI tools for administration - FIXICC and FIXICC H2
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.
*Copyright © 2001-2010 quickfixengine.org . All
rights reserved.