Introduction

FIX (Financial Information eXchange) Protocol is a widely-used, text-based protocol for interaction between parties in financial trading. Banks, brokers, clearing firms, exchanges, and other general market participants use FIX protocol for all phases of electronic trading.

Typically, a FIX implementation exists as a FIX Engine: a standalone service that acts as a gateway for other applications (matching engines, trading algos, etc) and implements the FIX protocol. The most popular Open Source FIX engine is probably one of the versions of QuickFIX.

This package provides a simple implementation of the FIX application-layer protocol. It does no socket handling, and does not implement FIX recovery or any message persistence. It supports the creation, encoding, and decoding of FIX messages.