FIX Engine — FIX Antenna Java

• Delivers over 50,000 messages per second with persistence and over 150,000 messages per second without persistence. 
• Adds 11 microseconds to latency for sending messages and up to 4 microseconds to latency for reading with persistence
• Adds up to 1 microsecond to latency in average for sending messages and up to 3.5 microseconds to latency in average for reading without persistence.

Please refer to the latest benchmarks of FIX Antenna Java, Windows- and Linux-based.

• 100% FIX standard compliance:
  • FIX 4.0, 4.1, 4.2, 4.3, 4.4, 5.0, 5.0 SP1, 5.0 SP2
  • FAST 1.1
• Supports all FIX message types (pre-trade, trade, post-trade, market data, etc.)
• Message validation (well formedness, required and conditionally required fields, fields order, types, etc.)
• Support of the popular FIX dictionary format used by QuickFIX
• Customizable FIX protocol with user-defined tags and message types. Create your own FIX dialect, e.g. define an extra field, change "required" attribute, etc., in a friendly XML format (compatible with FIX Antenna C++ and .NET.)
• Multiple session management
  • Supports up to 200 concurrent sessions in a single instance on recommended hardware. Number of concurrent sessions can be increased if more CPUs are added
  • Each session can be configured separately
• Guaranteed delivery
  • Relies on the store and forward technique
  • Memory-mapped files are used for persistence to achieve maximum performance
• Standard FIX routing based on DeliverTo and OnBehalfOf fields

• CME FIX/FAST, MDP 3.0
• BOVESPA FAST
• EBS FAST

• FIX to FIXML converter
• FIXML to FIX converter
• Support FIX 4.0, 4.1, 4.2, 4.3, 4.4, 5.0, 5.0 SP1, 5.0 SP2

• Later delivery mode allows unsent messages to be stored in a queue and delivered later when connection is re-established. This is recommended for configuring sessions where execution reports are to be delivered, e.g. a session with traders.
• Rejection mode allows messages that cannot be sent during a given, customizable time to be rejected. This is recommended for configuring sessions where orders are to be delivered, e.g. a session with exchanges.

• Highly customizable logic of message processing
• • Ability to create custom handler for any type of message
  • Ability to add custom pre-processing of messages before they are handled by FIX Antenna
  • Ability to add custom post-processing of system-level messages before they are sent to a counterparty

• Supports transient sessions that do not use any persistence. This significantly improves performance while forgoing the possibility recovery. Applicable when recovery is not required (e.g. for market data) or when persistence is done by an application using the FIX Antenna engine.

• Supports memory-mapped file storage, which is faster than RandomAccessFile based storage in most cases. A drawback of MMF storage is a potential additional penalty for remapping space

• Enable or disable Nagle's algorithm to minimize latency or maximize throughput
• Manipulate the internal queue size to get maximum throughput (process messages in a bunch) or lower latency (minimal time in queue)
• Use different levels of message validation to balance reasonable correctness and good performance:
  • Well formedness validation
  • Validation of allowed message fields
  • Validation of required message fields
  • Validation of message fields order
  • Validation of duplicated message fields
  • Validation of field values according to defined data types
  • Validation of repeating group fields
  • Conditionally required fields

• Build a template message and send it many times with different values. Sending of such prepared messages will be faster in most cases.

• Choose sending mode. Synchronous sending gives lower latency, but asynchronous sending is preferable for a better throughput.
• Configure CPU affinity to enable the binding and unbinding of a thread to a CPU, so that the thread will execute only on a designated CPU rather than any arbitrary CPU

• Implement effective fan-out solutions
• Average round-trip time is about 200 uses for a fan-out of an incoming message to 200 outgoing sessions
• Includes examples of fan-out implementation

Can work in a cluster, replicating a FIX session's state to backup nodes. FIX Antenna Java supports 2 modes:

• Replication to central storage from primary nodes for later use by backup nodes to recover states
• Direct copy from primary nodes to backup nodes
• • asynchronous replication to backup nodes
  • synchronous replication (primary node will wait for acknowledgement from backup)

• Supports configuration in XML and properties file format.
• Ability to configure default behavior and custom sessions in the same configuration file.

• Proprietary built-in remote monitoring and administrative interface for sessions monitoring and management
• JMX interface for sessions monitoring and management
• Public API to override and/or extend existing administrative instructions
• Rich monitoring and administration GUI out of the box

• Allows:
• • 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 a raw FIX string
  • Adding, removing, and modifying FIX fields and repeating groups
  • Message validation
  • Reducing memory allocations via internal pooling
• FIX flat message model - a generic model for working with the abstract FIXMessage class via fields, groups getters, and groups setters, resulting in the highest performance
• RG API - an API for working with repeating groups, similar to the FIX flat message model, that allows working with structures
• FIX object model - a model where each FIX message type is a class with FIX fields as members, using intelligence to simplify working with the FIX business object
• Prepared messages - a message template for faster message sending with identical structures but different values
• Efficient getters and setters for working with primitive type values to reduce garbage production

• Has customizable adapters for communicating with JMS and Kafka servers. Provides an API for easy sending/receiving of FIX messages from/to middleware
• Included standalone FIX-to-JMS and FIX-to-Kafka servers for routing messages between FIX and middleware environments

• Provides native built-in SSL support and SSL tunneling
• CME Secure Logon support (See How to connect to CME Globex using Secure Logon for details)
• Standard FIX authorization utilizing username and password fields in the FIX Logon message
• Strategies for accepting incoming sessions:
  • Auto-accept incoming sessions (to simplify development and testing)
  • Auto-decline non pre-configured sessions

• The minimal FIX application size could be about 200K and it will not include 3^rd party libraries

Each package consists of:

• Binaries
• Programmer's Guide
• API Guide
• Samples and benchmarks tools 
• Monitoring and Administration GUI is available for free by request
• Software escrow is available on demand

See the full list of packages available for FIX Antenna Java. 

Supported OS:

• Windows, Linux, Solaris

Supported compilers:

• JDK 1.5 and above