Useful FIX protocol links

Contents

• Resources
  • FIX Trading Community
• Software
  • QuickFIX
  • ValidFIX

Resources

FIX Trading Community

The golden reference source of the FIX protocol information — specifications, online documentation, community updates, and industry news.

• Standards - a mindmap page for the FIX protocol body of knowledge.
• Formal specifications for session and application FIX protocol levels:
  • Version 4.4 - the most widely adopted version of the FIX protocol.
  • Version 4.2 - another widely adopted (mostly for Equities, FX, and ETFs trading) FIX protocol version.
• FIX Orchestra - a Rules-of-Engagement (application-level state machines and messages) specification framework.
• Repository - machine-readable specifications suitable for automatic code and documentation generation.
• FIXimate - an online FIX protocol reference (generated from the FIX repository.
• FIXwiki - useful information about all aspects of the FIX protocol, may help digesting relatively dry formal specs.

Software

QuickFIX

Reference FIX engine implementations in multiple languages.

Should be the first option to consider — has a very simple integration API, and a large market of specialists capable of maintaining the original product or an in-house derivative. Dictionaries, messages, and codecs are generated directly from the FIX repository.

Is not the fastest or best architected implementation of FIX in the industry, but is so straightfoward, that maintenance and minor adjustments should not be a problem even for an amateur software engineer.

Performance bottlenecks are well known and can be addressed in-house without full rewrite — excessive dynamic memory allocation, suboptimal codecs, message representation, and data containers.

• QuickFIX - C++ implementation with Python wrappers on github, runs on Linux, Windows, and Mac OS X.
• QuickFIX/J - Java implementation on github.
• quickFIX/n - .NET implementation on github by Connamara Systems.
• QuickFIX/Go - Go implementation on github.

ValidFIX

An interactive web-based FIX traffic analyzer. Has enterprise-friendly commercial offering.

• FIX Analyzer - use to inspect a single FIX message.
• FIX Log Analyzer - use to inspect any section of a log file.