FIX Engine — FIX Antenna C++

The engine has been benchmarked on  this hardware with the following results:

• FIX Engine is able to handle more than 500 sessions on a single instance
• The maximal total steady throughput is about 500,000 msg/sec
• FIX Antenna C++ is the highest performing FIX engine

Latest performance testing results for FIX Antenna C++ can be found here.

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

• 100% FIX standard compliance:
  • FIX 4.0 - FIXT 1.1 session-level FIX versions
  • FIX 4.0 - FIX Latest application-level FIX versions, EPs included
  • FAST 1.1
• Customizable FIX dictionaries with user-defined tags and message types
• QuickFIX-formatted dictionaries
• All FIX message types (pre-trade, trade, post-trade and market data)
• FIX messages validation (well-formedness, required and conditionally required fields and their values, fields order)
• Custom Logon messages
• 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

• High-precision timestamps support

• Configure and run acceptor and initiator sessions separately or/and by groups
• Session Qualifier support for identifying different sessions with the same SenderCompId and TargetCompId
• Authorize using username and password fields in Logon message
• Incoming and outgoing sequence numbers management
• Intraday logout tolerance
• Force sequence number reset on logon
• Unexpected Logout and invalid Logon handling

• CRON expressions for sessions schedule accurate to the second
• Support of different time zones
• Ability to assign one schedule to multiple sessions or configure it per session

• Undelivered messages are provided to the counterparty on connection via FIX standard resend request mechanism
• Later delivery mode allows unsent messages to be stored in the queue and delivered later by schedule or when connection is re-established
• Rejecting mode allows rejecting messages that cannot be sent during some reasonable and customizable time period
• Configurable throttling of incoming and outgoing messages

• Switch to backup connection manually or automatically
• Can be configured to work in a cluster as a part of HA solution
• FIX Engine prevents work with inconsistent data by detecting unfinished transactions in persistent storage in case of failure
• Limit 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
• Friendly XML-based DSL for administrative instructions: easy to read, easy to extend
• Public API to override and/or extend existing administrative instructions
• Built-in WebUI
• 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