FIXEdge

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Imported from previous forum

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[ original email was from Alexander Mologoko - avm@btobits.com ]
B2B ITS has completed development of a new integrated platform to connect to financial markets.

The server product line FIXEdge provides the highest level of extensibility.

FIXEdge is a total connectivity solution whereby all interfaces to markets and clearing organizations are fully integrated.

We have implemented additional pluggable adapters:

  • NYSE and AMEX
  • NASDAQ CTCI and TRACE reporting system
  • BOX (Boston Options Exchange)
  • CME
  • ISE Options Exchange
  • BondDesk ECN
  • SuperMontage Market Data Feeds (UQDF, OMDF, PRIME, NTDS)
  • NASD Market Data Feeds (BTDS)

The Business layer extends to handle all sophisticated routing rules based on the message originator or content via XML rules within FIXEdge. Data transformation functions enable the user to change values of the fields.

All adaptors are pluggable and are controlled and analyzed within administration and Monitoring interfaces.

Trading systems interact with FIXEdge via a variety of transport protocols such as (ACE, sockets, .Net, etc.).

We added to the list of transport adapters the following ones:

  • SXS (Simple XML Socket adaptor);
    includes middleware library (java) for client side.
  • COM/DCOM;
    includes middleware library (.Net remoting) for client side
  • TIB
  • MQ

The FIXEdge architecture is open. There is a simple interface for writing user adaptors/plugins.

B2BITS has focused on both the robustness and portability of the FIXEdge platform.
Linux, NT and Solaris platforms are supported

In windows OS environment FIXEdge is deployed via Windows 2003 cluster technology.

Our products are still the most performant and thus may be deployed in the most demanding environments including the distribution and processing of market data.

The FIXEdge benchmark results are outlined below

(1 CPU Athlon 2200+ with several applications running in parallel):

  • Standard Order processing.
    parsing: 64102 (msg/sec).
    accessing field: 2.66667e+006 (fields/sec).
    assembling: 90909 (msg/sec).

  • Standard Order with User defined fields.
    parsing: 58139 (msg/sec).
    accessing field: 2.5e+006 (fields/sec).
    assembling: 80000 (msg/sec).

  • Mass Quote with 2-level repeating groups.
    parsing: 37735 (msg/sec).
    accessing field: 2.5e+006 (fields/sec).
    assembling: 64102 (msg/sec).

  • Creating/Releasing performance.
    creating: 106382 (msg/sec)
    releasing: 322580 (msg/sec)

  • Full engine cycle performance.
    receiver: 10240 (msg/sec)

  • Throughput (on receiver’s side).
    Message size (Order): 178 (bytes)
    Volume: 100000 (messages)
    Performance: 15607 (msg/sec)

For more information please contact sales@b2bits.com or call Alexander Mologoko 201 641 5377