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.