FIX API Engine: Quickfix

QuickFIX is a full featured messaging engine for the FIX protocol. It is a 100% Java open source implementation of the popular C++ QuickFIX engine.

Details

  • FIX API Engine(Java) : QuickFIX/J
  • FIX API Engine(C++) : QuickFIX
  • Tools Used : JDK, Java NIO, JMX
  • Version : 4.0 - 4.4, 5.0
  • Official Website : quickfixj.org
  • Client : Financial Institutions

FIX API Engine: QuickFIX

The Financial Information eXchange (FIX) protocol is a messaging standard developed specifically for the real-time electronic exchange of securities transactions. FIX is a public-domain specification owned and maintained by FIX Protocol, Ltd (FPL).

QuickFIX is a full featured messaging engine for the FIX protocol. QuickFIX/J is a 100% Java open source implementation of the popular C++ QuickFIX engine.

Features:

  • Free! It costs nothing and has a very liberal open source licence.
  • Full source code available (also at no cost).
  • Supports FIX versions 4.0 - 4.4, 5.0/FIXT1.1.
  • Runs on any hardware and operating system supported by 1.4+ Java SE or compatible VM.
  • Compatibility with QuickFIX C++ Java Native Wrapper API (easy to upgrade)
  • Java NIO asynchronous network communications for scalability (using Apache MINA)
  • Supports embedded SSL with Java 5+
  • Provides standard JMX MBeans for FIX engine management
  • Easy to embed in existing Java applications.
  • Choice of message processing threading strategies
  • Communication transports for TCP sockets and VM pipes.
  • Metadata-driven parsing and validation.
  • Metadata-driven code generation of type-safe FIX message-related classes.
  • Metadata API for use at application level (for example, FIX messaging UI).
  • Support for protocol customizations (new messages, fields, constraints).
  • Session state storage plugins: JDBC, File, SleepyCat/JE, In memory
  • Logging plugins: JDBC, File, SFL4J (supports JDK1.4 logging, Log4J, Commons Logging), Console, Composite
  • Failover and High Availability.
  • Scheduling of session connections.
  • Many automated unit and acceptance tests.
  • Example applications: Simple Swing order entry UI and a console-based order execution simulator.
  • Commercial support available from multiple sources.