Apama FIX adapter
The Apama FIX adapter is a set of components based upon the open source QuickFIX library that allows Apama applications to connect to and communicate with FIX compliant systems. The Apama FIX adapter is compatible with the FIX 4.2-4.4, FIX 5.0, FIX 5.0 SP1, FIX 5.0 SP2 specifications.
The adapter includes the following components:
The FIX Transport which links with the QuickFIX library to provide a means of establishing a connections to and exchanging messages with FIX systems
The FIX Service monitors which provide a set of business services to Apama applications wishing to use FIX
These components can be composed and configured to act as a FIX client, a FIX order server, or a FIX market data server or a FIX Provider. When used as a FIX client, the FIX adapter provides a means for an Apama application to connect to a FIX compliant exchange and request market data and/or execute trades against its available markets. This allows the creation of event based trading applications using the Apama platform.
Figure shows a high level diagram of this process:
FIX adapter as a client
When used as a FIX order server, the FIX adapter allows FIX compliant systems to connect to and execute trades against Apama applications. This allows, for example an existing FIX client application to send orders to a scenario which could in turn break those orders up into smaller pieces based on some algorithm and submit them to another completely different exchange. When used as a FIX market data server, the FIX adapter allows FIX compliant systems to connect to and issue requests for market data such as Tick and Depth requests against Apama applications, When used as a FIX provider, the FIX adapter provides a means for a liquidity provider to connect to a FIX compliant exchange.
FIX adapter as a server
