FIX Engine — FIX Antenna C++

The highest performing FIX engine.

Delivers over 100,000 messages per second.

FIX Engine can handle more than 500 sessions.

FIX Antenna C++ adds about 9 microseconds latency (with 99 percentile) and the maximal total steady throughput is about 500000 msg/sec

Allows configuring sending/receiving prioritization for a session.

Ready for use with OS kernel bypass NIC card Solarflare™ OpenOnload 

See details on the  Benchmarks page.

• 100% FIX standard compliance:
  • FIX 4.0, 4.1, 4.2, 4.3, 4.4, 5.0, 5.0 SP1, 5.0 SP2, FIX Latest
  • FAST 1.1
• Supports all FIX message types (pre-trade, trade, post-trade, market data)
• Supports high-precision timestamps in accordance with MiFID II requirements
• Support of the popular FIX dictionary format used by QuickFIX
• Message validation (well-formedness, required and conditionally required fields and their values , fields order, types). 
• 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 in a friendly XML format and QuickFIX compatible format
• Multiple session management
  • Supports up to several hundred concurrent sessions on a single instance on recommended hardware
  • Each session can be configured separately. FIX Dialect can be configured for a session
• Guaranteed delivery
  • Relies on the store and forward technique
  • Flat files are used for persistence to achieve maximum performance
• Standard FIX routing based on DeliverTo and OnBehalfOf fields
• Session Qualifier support for identifying different sessions with the same SenderCompId and TargetCompId

• Later delivery mode allows unsent messages to be stored in a queue and delivered later when connection is re-established. Recommended configuration for a session, where execution reports are to be delivered, e.g. a session with traders
• Rejecting mode allows messages that cannot be sent during a set time (customizable) to be rejected. Recommended configuration for a session where orders are to be delivered, e.g. a session with exchanges
• Configurable Throttling

• Different modes of handling sequence numbers during logon and reconnect
• Intraday logout tolerance
• Custom logon message
• Force sequence number reset on logon
• Configurable behavior in case of unexpected Logouts during the Logon procedure

• Ability to switch to back-up connection manually or automatically
• Ability to fully restore its state after failure
  
• Designed to work as a part of highly available solutions in a cluster
• FIX Engine detects unfinished transactions in persistent storage in case of failure and prevents work with inconsistent data
• Limits the maximum number of connections waiting for logon
• Time limit for sending logon messages before closing the socket
• Denial of Service protection from buffer overflow attack.  Ability to limit a memory buffer for incoming messages    

More details

• Standard FIX authorization utilizing username and password fields in a FIX Logon message
• FIX encryption for non-private networks: DES and PGP-DES-MD5 schemes
• SSL/TLS
• Auto-accept incoming sessions (to simplify development and testing) and auto-decline non pre-configured sessions
• FIX acceptor sessions can have dedicated port
• Encrypting user's credentials and hide passwords in the log
• Protection from abnormal user behavior
• CME Secure Logon support. (See How to connect to CME Globex using Secure Logon for details)
• Ability to configure ciphers for SSL connections (See How to use SSL with FIX Antenna C++ and FIX Antenna .NET for details)
• DNS  Spoofing detection

• Ability to enable or disable Nagle's algorithm to minimize latency or maximize throughput
• Ability to configure (or turn off) the number of messages to be joined in a bunch before sending
• Ability to dedicate threads for session for sending and receiving data, to minimize overhead on context switching
• Ability to configure CPU affinity to enable the binding and unbinding 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 use transient sessions which do not use any persistence. This significantly increases performance giving up recovery. Applicable when recovery is not required (e.g. for market data) or when persistence is done by the application that uses the FIX Antenna engine

• Built-in remote monitoring and administrative interface for sessions monitoring and management
• 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
• Logging to plaintext files
• logging with Log4cplus as system backend for writing logs to a log collector via TCP (See Log4Cplus Usage for details). e.g:  option for logging to  Splunk
• Ability to  log important lifecycle events (e.g. application starting, application complete) in CEF format, e.g for  ArcSight
• Rich monitoring and administration GUI out of the box

• Provides the following functionality:
  • Creating a message singleton by FIX protocol version and message type
  • Creating a message from a raw FIX string (parse)
  • Serializing a FIX object message to raw FIX string
  • Adding, removing, modifying FIX fields and repeating groups
  • Validating messages
• FIX flat message model - generic model to work with the abstract FIXMessage class via fields and groups getters and setters, which gives the highest performance
• Support a custom symbol instead of SOH
• FIX object model - each FIX message type is a class with FIX fields as members, using intelligence to make working with the FIX business object more pleasant

• Is supplied as a dynamic library (.dll) for Windows or a shared object dynamic library(.so) for Linux

The package includes:

• Binaries
• Header files
• FIX Protocol with actual expansion packs dictionaries
• Programmer's Guide
• API Guide
• Samples and benchmarks
• Monitoring and Administration GUI is available for free by request
• Software escrow is available on demand