FIX

Discussions about custom-built testing platforms written in C, C++, or Java.
Post Reply
shakyamuni
Roundtable Knight
Roundtable Knight
Posts: 113
Joined: Wed Jun 04, 2003 9:44 am
Location: Somewhere, Hyperspace

FIX

Post by shakyamuni » Mon Feb 09, 2004 11:50 pm

I have a hard time to find learning materials for FIX.

Any suggestions?
Last edited by shakyamuni on Sat Jan 08, 2005 4:36 pm, edited 2 times in total.

ksberg
Roundtable Knight
Roundtable Knight
Posts: 208
Joined: Fri Jan 23, 2004 1:39 am
Location: San Diego

FIX resources

Post by ksberg » Tue Feb 10, 2004 4:20 am

Shakyamuni,

I assume you're familiar with www.fixprotocol.org? They have a listserve mailing list where you can contact other people working fix implementations directly.

Unfortunately, I searched the archives and best I could come up were the following ...
One day there'll be ISO XML - the result of the effort to converge FIX & ISO 15022 onto a single internally-consistent set of messages - complete with UML-style documentation.

But it's not complete or signed-off just yet!
The working docs are at http://www.fixprotocol.org/cgi-bin/Work ... =994459967
[...] there will be a FIX / 15022 "universal" set of message specs - one day, it has to be said - which day that will be is open to question. It's certainly some way off, so while FIX / 15022 will be an all singing, all dancing specification, I would suggest that just to "keep your eyes on the prize" you investigate FIXML 4.3 as a way to get started right now.

With regard to other standards beyond FIX I suggest that this depends on the business requirements. For "straight" cash equity front office business then FIX is great, and a lot of people are adopting FIX for fixed income, f/x and other instruments. If you are involved with derivatives in a big way then FpML is something to look at.

If you are more involved in mid/back office then there is a growing amount of FIX coverage with allocations and so on.
And of course, current standards are found here: http://www.fixprotocol.org/cgi-bin/Spec.cgi?menu=4

Good luck. If you do find anything useful, please post it back. I'm interested in good FIX documentation as well.

Cheers,

Kevin

Forum Mgmnt
Roundtable Knight
Roundtable Knight
Posts: 1842
Joined: Tue Apr 15, 2003 11:02 am
Contact:

Post by Forum Mgmnt » Tue Feb 10, 2004 7:27 am

You might also check out:

http://quickfix.thoughtworks.com/

This is an open source FIX implementation that has a Java API.

I haven't used it but it's probably a decent starting point.

ksberg
Roundtable Knight
Roundtable Knight
Posts: 208
Joined: Fri Jan 23, 2004 1:39 am
Location: San Diego

QuickFix

Post by ksberg » Tue Mar 02, 2004 11:58 pm

Thanks c.f.! This looks to be just the ticket. I really appreciate the reference.

Cheers,

Kevin

Post Reply