What is FIX The Financial Information Exchange Protocol is defined on the homepage of the protocol standards web site as “The Financial Information eXchange (FIX) Protocol is a messaging standard developed specifically for the real-time electronic exchange of securities transactions.” However, I think this definition is very limited. The protocol does not just define a messaging standard [...]
Archive for January, 2012
Building a FIX engine in .NET
Posted in 1. Financial, FIX Engine, Problems and Solutions, Traders Tools, tagged .NET, Automated trading, Broker, c#, FIX on January 15, 2012 | 1 Comment »
Simple Producer – Consumer Queue in .NET 4 part 2
Posted in 2. Application Development, Design Patterns, Threading, tagged .NET4, c#, producer consumer, threading on January 8, 2012 | Leave a Comment »
Please first read Part one of the simple producer – consumer queue in .net4. In part 1 we defined a standard producer – consumer queue, however, there was nothing that particularly made this stand out from a queue written in a previous version of .Net. In this post, I am going to upgrade the queue [...]