Releases: fix8mt/fix8pro_example
Releases · fix8mt/fix8pro_example
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.
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.
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.