dbNet devises Perl - FIX bridge for realtime trading
8 October 2009
dbNet builds innovative trade analysis software for local trading firm Freedo Investments Pty Ltd. As part of this work, we developed a direct trade capability with brokerage houses utilising FIX, the global standard for exchanging trade-related messages. Today this functionality was certified valid by London trading house MF Global Ltd for trading against the London Stock Exchange.
This functionality was achieved by interfacing our own systems with QuickFIX, an open-source FIX engine with API's available for several languages. On examination we were only satisfied with that product's core C++ implementation, so we had to build a QuickFIX C++ -to- Perl bridge. This gave the capability to write high-level programming constructs to deal directly with the market over the FIX protocol; which from our research appears to be something of a holy grail in the FIX world.. well, in London and New York anyway.
Find out more about the FIX Protocol here and the open-source "QuickFix" Engine here.
To learn more about our work with the FIX Protocol and real-time trade support systems, contact us.