FIX Antenna QF Adaptor (QF Adaptor) was developed in response to high demand from the open source QuickFIX©* community to achieve substantial improvement of the latency characteristics of their trading applications. It provides means for smooth migration to the high performance FIX Antenna C++ engine with minimal to zero effort. Users can continue using the open source interface where the performance of QuickFIX is sufficient and leverage FIX Antenna C++ on latency/ throughput critical connections. The QF Adaptor outperforms QuickFIX by over 7 times in throughput, while delivering 4 times lower latency.
The QF Adaptor is an add-on package for the FIX Antenna C++ library that helps migrate a program from QuickFIX/C++ to FIX Antenna. The package includes C++ classes that implement the QuickFIX interface. The program's migration to the FIX Antenna engine essentially becomes a replacement of the library.
The QF Adaptor supports the import of customized dictionaries from QuickFIX. This is done by using an XML conversion tool that is part of the migration package. A user migrating to FIX Antenna can leverage Certified FIX Connections to major exchanges and ECNs, while still using the QuickFIX business object model. This is achieved by utilizing the C++ code generator, a part of the migration package that can convert FIX custom protocol definitions provided by B2BITS, EPAM Systems company, into the typed C++ business messages in QuickFIX style.
Supported QuickFIX features:
- Typed C++ message objects and MessageCracker interface
- Transient and persistent FIX session storage
- FIX session management (schedules)
- 4x and 5x FIX protocol versions
- FIX protocol customization
The following features are not part of the QF Adaptor package. You may consider using these QuickFIX classes instead:
- Database persistence
- Built-in HTTP remote administration. Alternatively, you can use a rich GUI tools for administration - FIXICC and FIXICC H2
- Programmable setting of QuickFIX session properties. The static configuration files are supported (through a conversion tool)
- A number of configuration properties currently not supported: StartDay, EndDay, MillisecondsInTimeStamps, CheckCompID, CheckLatency, MaxLatency
- Software escrow is available on demand
For supported platforms see the FIX Antenna C++ section.
Contact us to learn more and/or to obtain the beta version of the product.
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