Delta FIX
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The Financial Information Exchange (FIX) protocol, and associated derivatives is the defacto standard for electronic execution
and order management in real time across many of the leading institutions on both the buy and sell side and also within brokerage
firms. Ability to communicate via FIX is a must for any trading application and the ability to incorporate the latest updates to
the protocol (e.g. new FAST specification) is of paramount importance. Delta FIX satisfies all these requirements, while also
providing a mechanism whereby order messages can be logged and queried via a kdb+ data base for future analysis
in order to diagnose possible issues arising from either the trading application itself or at the network level and beyond.
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Key Features
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- Low latency messaging interface. Highly optimized code
- Design allows for both High availability and scalability.
- Easy counterparty connectivity
- Support for FAST connectivity.
- Direct integration with Delta Algo
- Direct integration with Delta Stream/kdb+ tick
- Support for non standard FIX connections/syntax and client specific messages
- Retrospective FIX version support for legacy systems.
Delta FIX exchanges connects to:
- NYSE
- NASDAQ
- ARCA
- FIX
- BATS
- DIRECT EDGE
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First Derivatives provides a POC for quality prospects. Our approach goes beyond the conference room
staged demonstrations with the following aspects covered:
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- Market Connectivity/ Feedhandlers
- Data Loading
- Application Integration
- Integration of external code Incorporate external DLLs and libraries
- Real-P/L and Risk Management
- Full suite of reporting goods
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PRODUCTS
Products Overview
Delta Algo
Delta Stream
Delta Data Factory
Delta Flow
News & Publications
E-Forex Broker Study
Managing Your Hedge Fund IT Spend to Achieve Differentiation
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