FIX Engine — FIX Antenna .NET

Although FIX Antenna .NET is specifically designed to provide native support of Microsoft. NET technologies, performance is still high.

Delivers over 35,000  messages per second.

Adds up to 28  microseconds' latency on 100 Mbps network with persistence and 14  microseconds' latency on 100 Mbps network without persistence.

Allows configuring sending/receiving prioritization for session.

• 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)
• Support of high-precision timestamps in accordance with MiFID II requirements
• Message validation (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
• Multiple session management
  • Supports up to 200 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 session
• Guaranteed delivery
  • Reliable 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. session with traders.
• Rejecting mode allows messages, which cannot be sent during some reasonable time (customizable), to be rejected. Recommended configuration for a session where orders are to be delivered e.g. session with exchanges.

• Different modes of handling sequence number during logon and reconnect
• Intraday logout tolerance
• Custom logon message
• Possibility to force sequence number reset on logon

• Ability to switch to back-up connection manually or automatically
• Ability to fully restore its state after failure
• Designed to work as 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 a logon message before closing the socket
• Denial of Service protection from buffer overflow attack.  Ability to limit a memory buffer for incoming messages       

• Standard FIX authorization utilizing username and password fields in FIX Logon message
• FIX encryption to work in non-private networks: DES and PGP-DES-MD5 schemes
• SSL/TLS
• Ability to configure ciphers for SSL connections (See How to use SSL with FIX Antenna C++ and FIX Antenna .NET for details)
• Auto-accept incoming sessions (to simplify development and testing) and auto-decline non pre-configured sessions
• Protection from abnormal user behavior
• 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 sending and receiving data to a session to minimize overhead on context switching
• 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
• Supports transient sessions that 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, which uses the FIX Antenna engine.

• Built-in remote monitoring and administrative interface for session monitoring and management
• Utilizing FIX session and the same FIX listen port for administrative sessions
• 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 a 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 (i.e. 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 a raw FIX string
  • Adding, removing, and 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
• 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
• Support a custom symbol instead of SOH

• User-friendly standard pure .NET public interface
• Supports NET Framework 4.0/4.7
• Supplied as an assembly (.dll) for Windows

• Binaries
• FIX Protocol with actual expansion pack 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