[This message was posted by Srihari Adya of Siemens <[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/5e99e429 - PLEASE DO NOT REPLY BY MAIL.]
Thank you very much. > > 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 -~----------~----~----~----~------~----~------~--~---
