FIXHistoricalApplication allows application "replay" entire historical FIX communication of one or more FIX engines from the historical persistence log.
FIXHistoricalApplication is extremely easy to use. Application needs to supply the Uri of the repository server (IP, Port, User and password) in order to initialize the instance. There are only another two methods, addFIXEngine() and replay(). addFIXEngine() method adds a new FIX engine (identified by the persistence name and location) to the system. replay() replays the message in exactly the same order they are sent and received in order to reconstruct the business logic in that day.
Different flavors of QWFIX system have 100 interoperability. The generated log files are in exactly the same format.
The "HistoryReplay" sample demonstrates how easy it is to use FIXHistoricalApplication to reconstruct the historical business logic. The entire program is less than 100 lines of code. It uses the historical persistence log of the FIX engines to reconstruct the entire intra-day order flow in that engine.
With "HistoryReplay" program user is able to enumerate every order, every FIX message associated with any order (order modifications, execution reports) through collections, at the speed of over 1 million FIX messages per minute.
For more information, please read "HistoryReplay Sample".