FIX and Binary Adapters

Discussion in 'App Development' started by kmiklas, Feb 20, 2017.

  1. kmiklas

    kmiklas

    Heya Peeps,

    I'm looking for resources relating to how to write gateway adapters for FIX and binary transmissions to/from the various exchanges throughout the world. C++ work.

    Do they each have their own interface specs? I found this for the nyse, but wonder if there's something better out there.
    https://www.nyse.com/connectivity/specs

    I'm also looking for information related to binary message transmission, and email-like systems/protocols (generally used for fixed income).

    Any guidance is much appreciated.

    Tyvm,
    Keith :^)
     
    Last edited: Feb 20, 2017
  2. Zzzz1

    Zzzz1

    Need more specifics. What are you exactly looking to accomplish? There are multiple commercial fix engines and then there is QuickFIX in open source space. You still need to custom tailor the message specifics to each data feed and/or order handler. What do you mean with message transmission in fixed income space? Are you asking how orders in OTC space are communicated/forwarded? That would mostly still be handled in trading chats such as Bloomberg's IB chat or Reuters messenger, though many market participants use automated solutions to disseminate quotes and pick up quotes to/from those chats.



     
  3. kmiklas

    kmiklas

    I am coding a C++ system that interfaces between many connections, each speaking a different FIX dialect--or even a different protocol altogether (REST, JSON, binary, and SMTP/POP3 email-like messaging systems).

    What am I trying to accomplish? I'm doing a deep, technical dive into how to do exactly what you said: "tailor the message specifics to each data feed and/or order handler."

    I've checked out both Quickfix and fix8 from Github, and am now working with them:
    https://github.com/quickfix/quickfix
    https://github.com/fix8/fix8

    Any advice is welcome.

    Thank you.

    Sincerely,
    Keith
     
  4. Zzzz1

    Zzzz1

    What issues are you running into? I still don't understand what it is you are asking. My recommendation is, start with one service and test it all out to see how it works. Fix8 and QuickFIX are not the easiest to configure.

     
  5. 2rosy

    2rosy

    Adapter is a design pattern. It can be used for more than gateways or fix. You basically are providing an internal message schema through an adapter that translates it to the external schema and vice versa. so all internal messaging is common
     
    kmiklas likes this.
  6. kmiklas

    kmiklas

    Ah! Thank you!! This is what I was looking for... I just pulled out my old copy of "Design Patterns," and there it is. :)
     
    Last edited: Feb 23, 2017