FIX-related products and services

OnixS selfConnect C++ FIX Engine

Onix Solutions [OnixS] FPL
Alpha House
London SE1 1LB GB

The OnixS selfConnect C++ FIX Engine FIX-enables any ANSI C++ application an in a simple, reliable and cost effective manner.

Main features:

• High throughput (more than 120,000 msg/sec), low latency (less than 16 microseconds) performance for Direct Market Access or Algorithmic Trading applications


• FAST 1.1 encoding and decoding (CME compatible)
  
• Can support up to 700 FIX sessions simultaneously
  
• Support for current and future FIX versions (FIX 4.0, FIX 4.1, FIX 4.2, FIX 4.3, FIX 4.4, FIX 5.0)
  
• Supports all tags of each FIX version
  
• Supports all message types of each FIX version (equities, fixed income, derivatives, FX etc)
  
• Flexible support of user-defined tags and user-defined message types
  
• Can support more than one FIX version at once
  
• Can perform validation of required fields
  
• Persistence (the ability to log data to a flat file and restore the state after fail-over)
  
• Supports FIX dialects (different interpretations of FIX)
• advanced threading architecture - only two threads are used per each FIX Session
  
• the Adaptive Communication Environment (ACE) object-oriented framework is used to implement core patterns for concurrent communication software
  
• parsing, validation and assembling of FIX messages is extremely flexible, since it dynamically use information provided in FIX XML Specifications, so end-user can easily tune FIX Parser for any FIX Dialect
  

The FIX Engine provides the following services:

• manages a network connection
  
• manages the session layer (for the delivery of application messages)
  
• manages the application layer (defines business related data content)
  
• creates (outgoing) messages
  
• parses (incoming) messages
  
• validates messages
  
• persists messages
  
• session recovery in accordance with the FIX state events
  

For more information on OnixS selfConnect C++ FIX Engine or any of our products please email or visit our web-site www.onixs.biz.

Architecture

Stand alone executable / library

Asset Class

Equities, Fixed Income, FX, Listed Derivatives, OTC Derivatives

Coverage

Africa, Australia, Central America, Europe, Japan, Middle-East, North America-Canada, North America-USA, South America

Domain

Back office, Front Office, Middle Office, Order Routing, Proprietary Trading

FAST Version

1.1

FIX Version

4.0, 4.1, 4.2, 4.3, 4.4, 5.0

Functionality

Allocations and Settlement Instructions, E-mail, Indications of Interest, News, Orders and Execution Reports

Language

C++

Licensing

License + Maintenance, License Only, Maintenance Only

Platform

Linux, Solaris, Windows 2k/XP/Vista, Windows NT/2k/XP

Topic

FIX 4.1, FIX 4.2, FIX 4.3, FIX 4.4

Web site

http://www.onixs.biz/selfConnect/cpp/

Contact

+44 20 7117 0111