Introduction to FIX and QuickFIX for Java Developers

Goals

The Financial Information Exchange (FIX) protocol is an industry supported message standard addressing the specific needs of parties conducting electronic securities transactions. QuickFIX/J is an open source FIX engine developed in the Java programming language. This class provides Java developers with an introduction to the FIX protocol and quickly moves into a thorough discussion and hands-on experience with the QuickFIX/J engine's implementation and use.

To provide a general introduction of the FIX protocol, suitable fordevelopers, business analysts, and managers.
To prepare developers to fully utilize the functionality of the QuickFIX engine in their own environment.

Audience

Software architects and designers, application developers, and systems integrators fluent with the Java programming language. Those evaluating FIX and its open source implementation, QuickFIX, to obtain a more complete (hands-on) understanding of the range of features available and how to use them correctly.

Duration

3 days

Prerequisites

Intermediate Java programming knowledge and experience. Attendees should have an understanding of the techniques necessary to write exception-safe and thread-safe code. No prior experience with FIX or financial markets is required.

Day One - Overview of the FIX protocol

Capabilities and typical uses of the protocol
Versions of the protocol - which version is appropriate for a particular type of exchange
Description of the Administrative and Application layers of the protocol
Message-by-message presentation and analysis of typical scenarios handled by the protocol
Detailed anatomy of FIX messages at a level that will allow attendees to read and understand activity logs from FIX sessions
Techniques for extending and specializing the protocol via custom fields and custom messages

Days Two & Three - QuickFIX for Java

Overview of the QuickFIX organization including licensing issues, resources for developers, etc.
Acquiring, installing, and building QuickFIX
Configuring QuickFIX
Running the example programs that are included with the QuickFIX distribution
Hands-on exercises in developing both trader-side and exchange-side applications
Testing and certifying QuickFIX-based applications
Typical issues encountered while establishing a new FIX-based connection between a trader and an exchange

Format

Lecture and programming exercises

Schedule

There are no open enrollment classes currently scheduled.