Release for Fix8Pro 22.03

Introduction

This release builds on previous releases and provides a detailed implementation demonstrating the main features of Fix8Pro.

Features

• All the features of 20.12, 20.03 Beta
• In Market Data mode
  • maintains full tick history
  • implements custom FIX messages to request and receive market data history
  • market data history can be requested from client interface
  • implements tick generator using configurable Brownian filter
  • allows user to save individual tick histories to disk

Operation

The user can select Order mode or Market Data mode from the command line.

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Release for Fix8Pro 22.03 beta

Introduction

This release offers a more detailed example using Fix8Pro.

Features

• All the features of 20.12
• Supports two modes - Order mode (default) or Market Data mode
• In Market Data mode
  • implements a simple aggregated order book
  • allows client to subscribe to incremental or full refreshes
  • implements simple matching and trade reporting
  • includes VWAP calculation, orderbook imbalance
  • demonstrates delta updates
• Provides message summary mode

Operation

The user can select Order mode or Market Data mode from the command line.

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Release for Fix8Pro 21.12

Introduction

This release provides the simplest example using Fix8Pro. It is the most basic version of this project.

Features

• Creating a listening server
• Creating an auto-login client
• Use of the Fix8Pro ReliableClientSession
• Creating and sending FIX business messages
• Receiving and responding to FIX business messages
• Built-in logging, message printer, session state notifications

Operation

The client will generate NewOrderSingle messages and the server will respond with ExecutionReport messages.

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