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Instead of using the quickfix engine and its ways of send/receive fix messages, if i were to implement fix protocol over dds how would you recommend i go over it?

I am new to dds. I understand that i might have to configure topics but what would the topics be for fix?

Reinier Torenbeek
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Fanatic23
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  • Tibco is a proprietary product, so anybody who used it with FIX cannot share it because of legal constraints. If you want to use it you have to do it for yourself. – DumbCoder Jun 17 '12 at 12:31
  • I need this for dds, using quickfix and is part of my course work. We have tibco too but is not necessary at this point. – Fanatic23 Jun 17 '12 at 13:57

1 Answers1

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You should consider using TargetCompID (tag 49) and/or other header tags (DeliverToCompID tag 128) to contrive the topic. Either the values of those tags are the topic, or you use them to look up the topic on which to publish (i.e. lookup in a routing table / in-memory map). This is the common approach for building a buyside/sellside hub.

Alternatively, you can use Symbol (tag 55), Account (tag 1), ExDest (tag 207) or any other tags in a similar manner. It all depends on the use case.

FIX over RV is pretty common - there are entire large-scale applications in production which use FIX to receive data and RV to route to other "outbound" FIX sessions. You're on the right track.

noahlz
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  • Thanks. Do you know of any open source projects that use dds for something similar or any papers/docs? surprisingly neither tibco nor dds seems to have any documentation on this subject! – Fanatic23 Jun 16 '12 at 18:56
  • May ESB (enterprise service bus) projects, such as Mule, have support for FIX protocol. You might check that these also have DDS support and you can perhaps find what you need. – noahlz Jun 16 '12 at 18:58