WANTED: FIX API for use with .NET

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Imported from previous forum

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I am looking for products that allow easy integration of the FIX API into a proprietary application. The application is being written in C# and .NET. Products that can easily be accessed from this environment (such as ActiveX or COM objects, or .NET Classes) should implement FIX 4.0+ (4.3 desirable) for electronic communications primarily of trade data (orders/fills) with third party products. I don’t want to reinvent the wheel by implementing the FIX protocol if I can find a good stable product out there that already does it.
Thanks in advance.

Luther Miller
MCSD
Softagon Corporation

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[ original email was from Charles Easton - upchuk@optonline.net ]
I wrote a .NET FIX 4.2 engine for one of my clients.

Below is a list of the basic functionality:
-FIX 4.2
-Connects to Sell side FIX engine.
-Works as Buy Side FIX engine.
-Local Incomming/Outgoing Message recovery
-Remote Incomming Message recovery
-Supports the following Messages
Logon Out/In
Heartbeat Out/In
TestRequest Out/In
Resend Request Out/In
Reject Out/In
Sequence Reset Out/In
Logout Out/In
Advertisement Out/In
Indication of Interest Out/In
Trading Session Status Request Out
Trading Session Status In
New Order Single Out/In
Execution Report In
Don’t Know Trade In
Order Cancel Replace Request Out/In
Order Cancel Request Out/In
Order Cancel Reject In
Order Status Request Out
-Multi-Threaded
-OO Design
-Pop-Up Logon Screen

Send me a email if interested in a evaluation copy.

> I am looking for products that allow easy integration of the FIX API into a proprietary application. The application is being written in C# and .NET. Products that can easily be accessed from this environment (such as ActiveX or COM objects, or .NET Classes) should implement FIX 4.0+ (4.3 desirable) for electronic communications primarily of trade data (orders/fills) with third party products. I don’t want to reinvent the wheel by implementing the FIX protocol if I can find a good stable product out there that already does it.
> Thanks in advance.
>
> Luther Miller
> MCSD
> Softagon Corporation
>

4

I wrote a .NET FIX 4.2 engine for one of my clients.

Below is a list of the basic functionality:
-FIX 4.2
-Connects to Sell side FIX engine.
-Works as Buy Side FIX engine.
-Local Incomming/Outgoing Message recovery
-Remote Incomming Message recovery
-Supports the following Messages
Logon Out/In
Heartbeat Out/In
TestRequest Out/In
Resend Request Out/In
Reject Out/In
Sequence Reset Out/In
Logout Out/In
Advertisement Out/In
Indication of Interest Out/In
Trading Session Status Request Out
Trading Session Status In
New Order Single Out/In
Execution Report In
Don’t Know Trade In
Order Cancel Replace Request Out/In
Order Cancel Request Out/In
Order Cancel Reject In
Order Status Request Out
-Multi-Threaded
-OO Design
-Pop-Up Logon Screen

Send me a email if interested in a evaluation copy.

Hi Charles,
Could you tell me your email please? I’m looking for this type of tool as a FIX Protocol Simulator. If we can see a evaluation copy and if it fits with my requirement we can go ahead with your solution.

Thanks.

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> I am looking for products that allow easy integration of the FIX API into a proprietary application. The application is being written in C# and .NET. Products that can easily be accessed from this environment (such as ActiveX or COM objects, or .NET Classes) should implement FIX 4.0+ (4.3 desirable) for electronic communications primarily of trade data (orders/fills) with third party products. I don’t want to reinvent the wheel by implementing the FIX protocol if I can find a good stable product out there that already does it.
> Thanks in advance.
>
> Luther Miller
> MCSD
> Softagon Corporation
>

I have seen some stuff from a company called iWay at the following address:

http://www.iwaysoftware.com/products/adapters/fix.html

I came across them in market research for when we developed our C# framework for FpML.

James Battle
Ironbark Limited

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> I am looking for products that allow easy >integration of the FIX API into a proprietary >application.

Check out QuickFIX:
http://quickfix.sourceforge.net

It is an open source, cross-platform C++ fix engine that easily integrates into any application. It supports 4.0 – 4.2. 4.3 is in development. It does not currently have a .NET interface, but one is in the works. COM support is in beta.

You can ask on the quickfix user list for details:
http://lists.sourceforge.net/lists/listinfo/quickfix-users

It is in production and being used by several firms. Lists of references are available.

I am one of the project’s maintainers.

Best,
Bill