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Introduction

OnixS low-latency .NET Framework FIX Engine is a .NET class library that will FIX-enable applications written in .NET supported languages (C#, Visual Basic (VB.NET), Managed C++, Delphi .NET, etc).

The .NET Framework FIX Engine provides the following services:

  • Manages a network connection.
  • Manages the FIX session layer (for the delivery of application messages), automatically handles Sequence Reset, Resend Request, Test Request, Logon and Logout session-level messages.
  • Manages the FIX application layer (defines business-related data content).
  • Creates (outgoing) FIX messages.
  • Parses (incoming) FIX messages.
  • Validates FIX messages.
  • Persists messages and FIX session state.
  • Recovers the FIX session state after a restart in accordance with the FIX state model.
  • Detects the telecommunication link failures and reconnects the FIX session automatically.
  • TLS/SSL-based encryption.
  • FAST compression and decompression.

The following image is a high-level overview of the .NET Framework FIX Engine architecture:

High-level architecture of FIX Engine