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Support for fix 5.0 and other questions

TechVsLife
2009-02-18
2013-04-15
  • TechVsLife

    TechVsLife - 2009-02-18

    Before I evaluate the software, I had a few basic questions I'd appreciate help with:
    1. do you have any plans for adding fix 5.0 support? 
    2. is the software ready for production use, or is it still considered to be at an experimental/testing phase?
    3. does it support both sending orders to and receiving fill messages back from a broker or exchange who uses FIX.

    Thank you.

     
    • Charles

      Charles - 2009-02-19

      1. do you have any plans for adding fix 5.0 support?

      I have not created message classes that match the 5.0 specs but the base FIX layer is generic enough to speak any very that complies to the basic rules.

      In the sample I create the message factory in a way that supports any version of FIX.
      MessageFactoryFIX factory = new MessageFactoryFIX(ConfigurationManager.AppSettings["BeginString"]);

      To populate messages you must deal with your own fields by calling like in the sample:
      IMessage.Fields.Add

      2. is the software ready for production use, or is it still considered to be at an experimental/testing phase?

      The current release can be used in production.  I have used this and older releases in production on my past 2 jobs.  Developers sometimes contact me and describe how they plan to use it but I rarely hear back with any problems.

      3. does it support both sending orders to and receiving fill messages back from a broker or exchange who uses FIX.

      It will support both buy and sell side broker.  The engine lets you send any message which could NewOrderSingle or ExecutionReport.  The IEngine interface has a Received event that fires when it receives, validates, and caches a message.  The samples are a great place to learn some features.

       
    • TechVsLife

      TechVsLife - 2009-02-19

      Thank you very much for your reply here and the discussion by email, and it's use in production is important. I will do some testing, and see whether I can add 5.0 support, though unfortunately I have limited time now.  Also, one snag is the "transport layer" is also new in 5.0 (FIXT1.1), about which I know nothing.    

      p.s. The changes described here to quickfixjava to support Fix 5.0 did seem minor.
      http://n2.nabble.com/FIX-5.0-td471240.html#a474640

       

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