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Table of Contents

Feature overview

FIX Edge is a server application that provides FIX connectivity for standalone client applications. Client applications (hereinafter Clients) communicate with FIX Edge via FIX or via one of the supported transport protocols (e.g. Simple Sockets, TIBCO, CORBA).

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Clients can use FIX protocol versions 4.0 - 4.4 inclusive and 5.0 over FIXT1.1.

Supporting standard FIX protocol

FIXEdge uses FIX Antenna C++ on a FIX layer and thus inherits all FIX Antenna's functionality.

  • 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, etc.)
  • Supports user-defined tags
  • Message validation
  • Customizable FIX protocol. User can create his own FIX dialect e.g. define 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
    • 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

Transport protocols supported by FIXEdge

Additional non-FIX transports are available via pluggable transport adaptors:

Object message middleware
IBM MQSession is a set of queues: for incoming messages, for outgoing messages and for errors. Raw FIX message is packed into MQ message as blob. In case of conversion to FIXML, a corresponding XML is packed into MQ message as blob.  See IBM MQ Series Adaptor for details.
TIB RV

Session is a TIBRV session, raw FIX message is packed into TIB message as blob. See TIB RV Adaptor for details.

JMSTopic and queue modes are supported, raw FIX messages is packed into JMS message. See JMS Adaptor for details.
COM/DCOM

FIX engine, FIX session and FIX message are COM objects. See COM/DCOM Adaptor for details.

CORBA

FIX engine, FIX session and FIX message are CORBA objects. See CORBA Adaptor for details.

Raw message middleware
Domain Socket  Raw FIX messages are sent via domain sockets.
UDPRaw FIX messages are sent via UDP. See UDP Adaptor for details.
Named Pipes Raw FIX messages are sent via named pipes.
HTTPSRaw FIX messages are sent via HTTP. See HTTPs Adaptor for details.
Simple Sockets Raw FIX message are sent via TCP sockets; several XML messages form light-weight session level protocol for identification and heart-beating.
SMTPRaw FIX messages are sent via SMTP (to email); FIX email message can be automatically converted to a standard email message.
Non-FIX protocols
OTCH, ITCH 

 

Platforms

FIXEdge could be deployed on the following platforms:

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The sequence and peculiarity of installation are described in part FIXEdge Installation Guide.

 

 

Deployment schemas

Simple installation

The easiest way of using FIXEdge is running just one instance on a single machine. Instance listens to incoming connection on a specified TCP port and can initiate connections as configured. The whole functionality is available, including all Transport Adaptors and FIXICC monitoring tools. FIXICC GUI can be ran either on the same workstation (the first picture) or on a separate workstation (the second picture). In both cases FIXICC GUI can be connected to FIXEdge either directly or through FIXICC Agent. But to access all the functionality of monitoring and configuration the connection through FIXICC Agent is required.


 

Multiple instances

It is possible to install more than one instance of FIX Edge on a single machine. All instances work independently (i.e. have separate list of sessions, independent configuration and log files), however they can be managed using common FIXICC control application. Of course, several instances of FIXEdge can be started on different machines.

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