How to develop FIX API

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Imported from previous forum

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Hello,
Forgive me for asking some very basic questions. I work in a trade and risk management software company and a client is asking us to comply with fix 4.4. Actually the client is planning to import in our system trades coming from fix engines connected to ECNs.

I’ve been looking for documentation/specification on the web site to develop such API but unfortunately I haven’t found the right source.
What I would like to know is the list of messages, fields, format… we should develop.

Thanks in advance for your help

3

Hello, Forgive me for asking some very basic questions. I work in a
trade and risk management software company and a client is asking us to
comply with fix 4.4. Actually the client is planning to import in our
system trades coming from fix engines connected to ECNs.

I’ve been looking for documentation/specification on the web site to
develop such API but unfortunately I haven’t found the right source.
What I would like to know is the list of messages, fields, format… we
should develop.

Please take a look at http://fixprotocol.org/specifications/fix4.4spec .

http://fixprotocol.org/implementation-guide could be helpful too.

Regards,
Onix Solutions,
www.onixs.biz

4

[ original email was from John Unwin - john@unwin.co.uk ]
You may want to look at the various vendors in addition to the FIX specifications - since that will give you some idea of API’s and development environments available to access FIX.

Hello, Forgive me for asking some very basic questions. I work in a
trade and risk management software company and a client is asking us to
comply with fix 4.4. Actually the client is planning to import in our
system trades coming from fix engines connected to ECNs.

I’ve been looking for documentation/specification on the web site to
develop such API but unfortunately I haven’t found the right source.
What I would like to know is the list of messages, fields, format… we
should develop.

Thanks in advance for your help

5

Hi Patrick,

I work in a trade and risk management software company and a client is
asking us to comply with fix 4.4. Actually the client is planning to
import in our system trades coming from fix engines connected to ECNs.

So you are connecting as a FIX client (Initiator) to different ECNs and retrieve trades from these exchanges.

For normal trades, you would receive an ExecutionReport(ExecType=TRADE). Sometimes also Allocation messages may contain trade and settlement specific information. Basically you have to look at the FIX interface descriptions of all ECNs you want to connect to. Also look whether you will receive all trade unsolicited or whether you to request them.
For off-exchange trades, TradeReport related messages are of interest.

The QuickFIX site, section Download / External Tools contains some links to some nice tools for FIX message type browsing:

http://www.quickfixengine.org/download.html

Please do not hesitate to ask if you need further information about FIX message types.

Cheers, Jörg

6

Hi Patrick,

I work in a trade and risk management software company and a client is
asking us to comply with fix 4.4. Actually the client is planning to
import in our system trades coming from fix engines connected to ECNs.

So you are connecting as a FIX client (Initiator) to different ECNs and
retrieve trades from these exchanges.

For normal trades, you would receive an ExecutionReport(ExecType=TRADE).
Sometimes also Allocation messages may contain trade and settlement
specific information. Basically you have to look at the FIX interface
descriptions of all ECNs you want to connect to. Also look whether you
will receive all trade unsolicited or whether you to request them. For
off-exchange trades, TradeReport related messages are of interest.

The QuickFIX site, section Download / External Tools contains some links
to some nice tools for FIX message type browsing:

http://www.quickfixengine.org/download.html

Please do not hesitate to ask if you need further information about FIX
message types.

Cheers, Jörg

Hello Jörg,

I heard you have samples, can you please send them to me !!??
Thanx in advance!!

KK