Programming Guide

Welcome to the OnixS ultra-low latency [C++ FIX Engine](https://www.onixs.biz/cpp-fix-engine.html").

The documentation for the FIX Engine includes extensive class library reference, conceptual overviews, step-by-step procedures, and information about samples.

Table of Contents

• Introduction contains basic information about C++ FIX Engine.
• System Requirements tells about supported platforms and development environments.
• Getting Started describes key concepts.
  • Error Reporting
  • Licensing
  • Engine Initialization and Shutdown
  • Selecting FIX Protocol Version
  • FIX Message
    • Manipulating FIX Message Fields
    • FIX Repeating Groups
  • FIX Session
    • Establishing FIX Connection
    • Exchanging Messages
    • Message Sequence Numbers
• Configuring the Engine explains the configuration options.
  • Complete Reference of Configuration Settings
  • Specifying Multiple Listen Ports
  • Example of Configuration File
• Venue Specific Settings describes venue specific settings.
  • CME Specific Settings
• Logging Services
  • File-based Logs Structure
  • Selecting Storage for Session Messages Logging
  • Restoring Session State from Log Files
  • Customizing Logging
• FIX Engine Threading Models
• FIX Engine Thread Safety
• FIX Repeating Groups
• FIX Sessions
  • Understanding Session States
  • Listening to Session Events
  • Accepting FIX Session Without a Prior Creation of Session Object
  • Connecting using Custom Logon Message
  • Logon Password Authentication
  • Establishing FIX Connection via Proxy
  • Asynchronous Logon/Logout
  • Resetting Message Sequence Numbers
  • Resetting Message Sequence Numbers via ResetSeqNumFlag Field
  • Resending Messages
  • Memory-based Session Storage
  • File-Based Session Storage
  • Asynchronous File-Based Session Storage
  • Pluggable Session Storage
  • Scheduling Sessions for Automatic Connection
    • Session Schedule
    • Session Connection Settings
    • Predefined Schedules and Connection Settings
    • Scheduler Threading Models
  • Failover
  • Understanding Send Latency
  • Understanding Receive Latency
  • Asynchronous Processing of Incoming Messages
  • Message Throttling
  • FlatMessage Mode
  • ExternalThread Mode
  • Controlling Outgoing Message Flow
  • Memory Consumption
  • Taking Timestamps of the Received Data
• FIX Messaging
  • Manipulating Real Numbers
  • Message Validation
  • Flat FIX Message
  • Typed FIX Messages
• FIX Dictionary
  • Editing Dictionaries Descriptions
  • Session-level Dictionaries
  • Dictionary Exploration
  • Using QuickFIX Data Dictionary
• TLS/SSL Encryption
  • Using TLS/SSL Encryption in Session Connections
  • Supported Certificates
  • Per-session TLS/SSL Settings
  • Troubleshooting
• FIX/FAST Decoding and Encoding
  • FAST Protocol Decoding and Encoding using Message object
  • Decoding Data using FAST Event-based decoder
  • Dictionary-independent mode usage
  • FAST Decoding Templates
  • Dictionary-independent FAST coding and decoding
• SBE Decoding and Encoding
  • SBE Main Features
  • SBE Protocol Decoding and Encoding using Message object
  • Decoding Data using SBE Event-based decoder
  • Dictionary-independent mode usage
  • SBE Decoding Templates
  • SBE Customization
• Linux Signals
• Solarflare Specific Features
• Best Practices summarize our findings and recommend best practices to tune the different layers of C++ FIX Engine
  • Low Latency Best Practices
  • High Throughput Best Practices
• Frequently Asked Questions contains answers to the most commonly asked questions.
• Glossary
• Support provides links to support resources.
• Samples