Contents

Browse the table of contents to find necessary information.

[detail level 123]

Introduction
System Requirements
▼Getting Started
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
Complete Reference of Configuration Settings
Specifying Multiple Listen Ports
Example of Configuration File
▼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 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
Failover
Understanding Send Latency
Understanding Receive Latency
Asynchronous Processing of Incoming Messages
Message Throttling
Controlling Outgoing Message Flow
Memory Consumption
FlatMessage Mode
Scheduler Threading Models
FIX Engine Threading Models
FIX Engine Thread Safety
ExternalThread Mode
▼FIX Messaging
Typed FIX Messages
Manipulating Real Numbers
Message Validation
Flat FIX Message
▼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
SBE custom coders ownership
SBE custom decoders
SBE custom encoders
Control of SBE Coding Process
Linux Signals
Solarflare Specific Features
▼Best Practices
Low Latency Best Practices
High Throughput Best Practices
Frequently Asked Questions
Glossary
Support
▼Samples
►Getting Started Samples
Buy Side Sample
Sell Side Sample
►Benchmark Samples
Latency Sample
Parser Sample
TCPDirect Latency Sample
Throughput Sample
►Advanced Samples
Async Processing Sample
External Thread Sample
Fix Dictionary Validator Sample
Message Fields Iteration Sample
Pluggable Storage Sample
Pretty Print Sample
Repeating Group Sample
Resending Messages Sample
Session Scheduler Sample
TCPDirect Buy Side Sample
TCPDirect Sell Side Sample
Thread Pool Sample
Throttling BuySide Sample
Throttling SellSide Sample
►FAST Samples
Fast Benchmark Sample
►Sbe Samples
SBE B3 Sample
SBE Benchmark Sample
SBE Customization Sample
Common Sample Files