trading and mobile computing based on fix protocol

1

Deepak Singhvi

Trading and mobile computing based on FIX Protocol

M.Phil (CS) Thesis

Collaboration of technology and platforms

FIX

Protocol

Mobile

Application

Trading

Platform

Bridging with the web and ESB.

The Bridge

FIX Protocol

Protocols are processes that help groups achieve deep

understanding through dialogue.

Structured language protocol.

FIX defines message format.

FIX defines message format.

FIX is Open Protocol brings all players together

FIX is a public domain specification owned and

maintained by FIX Protocol Ltd.

Trading Platform

Trading activity involves

exchange of goods either for goods or cash.

Equity, Commodity, Forex trading, etc

Order Management System (OMS) enable to connect to electronic trading systems,

access real-time market data, apply trading strategies.

.Stream live market prices on which users can trade and may provide additional trading tools, such as charting packages, etc.

They may also be designed to automatically trade specific

strategies based on technical analysis or to do high-frequency

trading/Algo trading.

Mobile Trends

.

Mobile Trading Application

QuickFix/J based Interactive

Mobile Message Manager. It is a Java based messaging FIX

engine.

Jabber communication as the transport communicator.

Translation of mobile data packets using ESB from Mobile

to OMS.

Bridging the gap with the web

XMPP protocol based

communication with the buy side firm. ActiveMQ queue

(based on XMPP) and topic for ESB.

.

(XMPP Protocol)

Client ==> JMS Queue

JMS Queue ==> Fix Client (Buy Side Firm)

Fix Client (Buy Side Firm) (Fix Message on TCP/IP To Exchange )

==>

Fix based Server (Exchange)

Fix based Server (Broadcast-Unicast/ TCP-IP Message)

==>

Fix Client

==>

Mobile Client

Customer (i.e. Investment Mgr) Supplier (Broker/Dealer)

FIX System FIX System

Order Management System

Trader Trader Trader

Trader in Foreign Office

Order Management System

Trader Trader Trader

Trader in Foreign Office

FIX EngineBusiness Msg Processing

Business Msg Processing

FIX Engine Business Msg Processing

Business Msg Processing

Wide Area Network

TCP/IP

(TCP Socket opened by customer, persists during

life of FIX session)

FIX System Connectivity

Supplier (Broker/Dealer)

FIX Sys t em

(HTTP/TCP Socket opened by customer)

FIX Mobile System Connectivity

Leased Line/

ISDN Line

FIX System

Order Management System

Trader Trader Trader

Trader in Foreign Office

FIX Engine Business Msg Processing

Business Msg Processing

Speed Trade Mobile Client

Questions

.

Android Architecture Overview

Thank You

Deepak Singhvi

.

deepak.singhvi@gmail.com

www.deepaksinghviblog.blogspot.inwww.linkedin.com/in/deepaksinghvi