System Specification
Key features in QWFIX suite 1.5
- Built with pure .Net 2.0 technology, single set of binary optimized for both 32 bit and
64 bit platforms.
- Pure Java version is going to be released soon.
- High performance, highly availability, enterprise level FIX engine
- High performance, highly availability, enterprise level FAST engine for market
data
- Object-oriented database with aggressive in-memory cache based on FIX messages
- GUI based real-time business rule management that handles most sophisticated
business rules
- Well designed programming interface and well defined documentation for developers
- Remote FIX message synchronization API
- GUI based configuration tools for distributed or centralized configuration management
- Advanced version control system that keeps track of changes in configuration
- Advanced order management component that manages all types of orders defined
from FIX 4.0 to 5.0+.
- GUI based real time connectivity management and order management tools
Performance
- 10,000-100,000+ FIX messages per second on a single machine
- over 2 million FAST fields per second on a 2.4GHz dual core machine
- Over 100 million intra day FIX messages per server on 64 bit machine
- Over 10 million intra day FIX messages per server on 32 bit machine
- Distributed environment with linear performance scalability
Reliability
- Recovery and hot-standby features built in FIX engine
- Full recovery capability with a new process from state 0 at the rate of 100,000+
FIX messages per second
- High availability without sacrificing performance
FIX Engine
- Supports FIX 4.0 - 5.0+
- Encryption and SSL security
FAST Engine
- Full support for latest FAST specification (currently 1.x.1)
- Full support for latest FAST session control protocol (SCP) (currently 1.1)
Order Management
- Manages all types of orders defined in FIX 4.0 through 5.0, including single, cross, list, and multileg securities.
- Supports GT order handling
- Innovative, developer friendly event model that greatly simplified the development process
QWFIX Gateway (Order Routing)
- Released with full source code
- Based on QWFIX Order management framework. Order routing, ID conversion, FIX message normalization and translation are all performed on order level instead of message level.
- Configuration managed by QWFIX Enterprise GUI tool
- Programming interface allows third party customization (ID conversion etc)
Tools and Components
- Enterprise Manager provide visual tools to customize FIX schema, configure FIX sessions,
and rules
- Visual Lambda™ generates flexible, verifiable rules with a user-friendly GUI tool.
Rules are dynamically compiled into machine code and executed at full speed in runtime
- Real time analyzer manages all intraday FIX communication and alerts in real time,
in a distributed environment
- GUI based order entry and order management tool (QWFIX Trader) for QA and testing that cover complete
order management logic for all FIX versions and all asset classes
- Process Manager monitors and manages distributed processes, allows user dynamically
migrate processes across machines in a cluster
- Automated test suite allows user customize complicated testing script with GUI tool
Programming Interface (SDK)
- Well designed, programmer-friendly libraries including FIX engine and FAST
engine
- Standard Order Management components
- Full documentation with library references, system manuals, tutorials, code
snippets and white
papers
- Automatically generates constants from FIX schema
- Visual Lambda™ integration
- Comprehensive samples with source code