[This message was posted by Changpeng Yu of FT Computer Solutions <[email protected]> to the "Algorithmic Trading" discussion forum at http://fixprotocol.org/discuss/31. You can reply to it on-line at http://fixprotocol.org/discuss/read/2abc636f - PLEASE DO NOT REPLY BY MAIL.]
> http://www.onixs.biz/img/HighLevelArchitecture.gif > > the above link gives the basic architecture of a FIX engine. > > FIX Parser FIX session-level logic > > FIX parser ok, it's codeable by me. FIX session-level logic, can anyone > kindly explain what should be put in it. > > also, I have chosen a "FIX Engine" as my final semester project. Will it > be a good project? > > Thank you in advance > > http://hariadya.co.nr I have a chart on the page of http://www.eptop.com/FIX/FixExpress.htm The implementation is the Fix Engine acts as a gateway. It is responsible for transfer Financial messages back-forth. Application will not need to care about the message delivery. For a existing application product like an Order Management System in a brokerage firm or a investment group, FixEngine will be just a separate part of communication processing part. Not database access need to slowdown the performance, and throughput. For example, an OMS using FixExpress. Message flows: Order, Cancel, Replace request in OMS -> FixExpress -->|-> FixEngine ->Exchange. Execution, Reject reports in Exchange -> FixEngine ->|--> FixExpress -> OMS. Good luck, peng [You can unsubscribe from this discussion group by sending a message to mailto:[email protected]] --~--~---------~--~----~------------~-------~--~----~ You received this message because you are subscribed to the Google Groups "Financial Information eXchange" group. To post to this group, send email to [email protected] To unsubscribe from this group, send email to [email protected] For more options, visit this group at http://groups.google.com/group/FIX-Protocol?hl=en -~----------~----~----~----~------~----~------~--~---
