Implementation of FIX engine and order management systems using ASP.NET C#

Shweta Swarnkar, John Jenq

Research output: Chapter in Book/Report/Conference proceedingConference contributionpeer-review

Abstract

Financial Information Exchange ("FIX") protocol, a public domain protocol, is a series of messaging specifications for the electronic communication of trade-related messages. FIX allows independently developed systems to communicate seamlessly and without licensing issues. It has been developed through the collaboration of banks, exchanges, broker-dealers, industry utilities and associations, institutional investors, and information technology providers from around the world. The vision of market participants is to standardize a common, global language for the automated trading of financial instruments. The objective of this project is to develop and implement a prototype FIX Engine and an Order Management System using Microsoft ASP.NET platform using C# programming language.

Original languageEnglish
Title of host publicationIMETI 2011 - 4th International Multi-Conference on Engineering and Technological Innovation, Proceedings
Pages103-107
Number of pages5
StatePublished - 1 Dec 2011
Event4th International Multi-Conference on Engineering and Technological Innovation, IMETI 2011 - Orlando, FL, United States
Duration: 19 Jul 201122 Jul 2011

Publication series

NameIMETI 2011 - 4th International Multi-Conference on Engineering and Technological Innovation, Proceedings
Volume2

Other

Other4th International Multi-Conference on Engineering and Technological Innovation, IMETI 2011
Country/TerritoryUnited States
CityOrlando, FL
Period19/07/1122/07/11

Keywords

  • ASP.NET
  • FIX engine
  • Online trading

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