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FIX protocol
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FIX protocol document FIXimulator is a Java implementation of a trading application used to communicate transactions with trading partners through a widely used protocol called FIX. When running in an automated mode, the application generates random trading responses thereby simulating actions of trading partners. When used in a manual mode FIXimulator serves as a regular trading tool. FIXimulator is very flexible in the formation of FIX messages and supports the actions in many different sell-side trading situations. The target audience for this application is anyone interested in the development and testing of trading applications that make use of the FIX protocol.
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FIXimulator: A Financial Information eXchange Protocol Compliant Sell Side Trading
Application
Zoltan Feledy
A Thesis in the Field of Information Technology
for the Degree of Master of Liberal Arts in Extension Studies
Harvard University
February 2009
© 2009 Zoltan Feledy
Abstract
FIXimulator is a Java implementation of a trading application used to
communicate transactions with trading partners through a widely used protocol called
FIX. When running in an automated mode, the application generates random trading
responses thereby simulating actions of trading partners. When used in a manual mode
FIXimulator serves as a regular trading tool. FIXimulator is very flexible in the formation
of FIX messages and supports the actions in many different sell-side trading situations.
The target audience for this application is anyone interested in the development and
testing of trading applications that make use of the FIX protocol. This work
demonstrates the feasibility of Java implementations of trading systems using the FIX
protocol.
iv
Acknowledgments
I would like to thank my thesis director, Dr. Zoran Djordjevic, for his guidance
throughout this project.
I would also like to thank Dr. Bill Robinson for all his help during the proposal
stage of this project and for all his efforts and patience during the process of finding a
director for this thesis.
I want to extend special thanks to Dr. Jeff Parker for his thorough review of the
text and for the many clarifications.
Special thanks to Amy Timney for generously volunteering her time for
proofreading and editing this document.
Many thanks to my wife, Yulia, and to my family for their understanding, support
and encouragement without which this project would not have come to fruition.
v
Table of Contents
Table of Contents ............................................................................................................v
List of Figures ............................................................................................................. viii
Chapter 1 Introduction.....................................................................................................1
Chapter 2 FIX Protocol and QuickFIX/J Engine ..............................................................8
FIX Protocol................................................................................................................8
QuickFIX/J FIX Engine.............................................................................................15
Chapter 3 Design and Architecture ................................................................................17
Model-View-Controller Design Pattern......................................................................22
The Data Model .....................................................................................................23
The Application .....................................................................................................24
The Graphical User Interface .................................................................................26
Utilities......................................................................................................................28
The QuickFIX/J API..................................................................................................28
The MySQL Database ...............................................................................................30
Configuration and Logging........................................................................................30
Chapter 4 Installation.....................................................................................................32
Chapter 5 User Guide ....................................................................................................35
Configuration ............................................................................................................35
Starting the Application .............................................................................................36
FIXimulator Overview...............................................................................................36
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- xiangagou2019-03-06FIX protocol document FIXimulator is a Java implementation of a trading application used to communicate transactions with trading partners through a widely used protocol called FIX. When running in an automated mode, the application generates random trading responses thereby simulating actions of t
- qchen872013-09-23一个论文,fiximulator的
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