QuickFIX/J100% Java Open Source FIX Engine

http://www.quickfixj.org/

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/J is a full featured messaging engine for the FIX protocol. It 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.

 

About QuickFIX/J...

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). The FPL mission is to improve the global trading process by defining, managing, and promoting an open protocol for real-time, electronic communication between industry participants, while complementing industry standards.

QuickFIX/J is a full featured messaging engine for the FIX protocol. It is a 100% Java open source implementation of the popular C++ QuickFIX engine. For more information see the QuickFIX/J web site.

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.
• 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)
• 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
• Failover and High Availability.
• Scheduling of session connections.
• Many automated unit and acceptance tests.
• Integrated SSL communications
• Example applications: Simple Swing order entry UI and a console-based order execution simulator.
• Commercial support available from multiple sources.

Building and Testing QuickFIX/J

• Dependencies
• Building QuickFIX/J
• Generating the database for JDBC based store and log
• Testing QuickFIX/J

Using QuickFIX/J

• Creating Your Application
• Configuration
• Acceptor Failover Support
• Dynamic Acceptor Session Definition
• Receiving Messages
• Sending Messages
• Repeating Groups
• User Defined Fields
• Validation
• Secure communications using SSL
• Managing QFJ Applications With JMX
• Configuring character sets.
• Customizing Message Code Generation.
• Example Applications
• Determining your QFJ version.