IBM InfoSphere Streams Version 4.1.1

Namespace com.ibm.streams.financial.adapters.fix

SPL standard and specialized toolkits > com.ibm.streams.financial 2.0.0 > com.ibm.streams.financial.adapters.fix

The Financial Services Toolkit provides a collection of four operators to support the FIX protocol. These operators are also referred to as the financial information exchange (FIX) adapters.

The Financial Information eXchange (FIX) protocol is a messaging standard to support real-time electronic exchange of security (option and stock) transactions. The protocol is driven through the concept of a session between an Initiator and an Acceptor. The Initiator establishes the telecommunications link and initiates the session via transmission of an initial logon message. The Acceptor is on the receiving end of the FIX session. The receiving end has responsibility to perform a first-level authentication and decide whether to accept or reject the connection. This is done by acknowledgment of the initial logon message. When a successful logon occurs, FIX messages can be sent between the two end points. After the session is established, either the Initiator or the Acceptor can send and receive messages; the roles of Initiator and Acceptor apply only to the phase where the session is first being established.

Establishing a FIX connection involves three distinct operations: creation of a telecommunications-level link, authentication, and acceptance of the initiator by the acceptor, and message synchronization (initialization). IBM InfoSphere Streams supports the FIX protocol through an external package called QuickFIX.

QuickFIX supports the Initiator/Acceptor session establishment protocol through the use of callback classes. A callback class implements a set of methods whereby messages can be received and sent. Different callback methods are provided for administration messages versus application messages. The FIX adapter operators provide implementations of these callback classes to handle the procedure of establishing the FIX session and exchanging FIX messages.

The FIX adapter operators are in the com.ibm.streams.financial.adapters.fix SPL namespace.

Operators

  • FIXAcceptor: The FixAcceptor operator functions as the Financial Information eXchange (FIX) Acceptor.
  • FIXInitiator: The FIXInitiator operator functions as the Financial Information Exchange (FIX) Initiator.
  • FIXMessageToStream: The FIXMessageToStream operator takes a valid Financial Information eXchange (FIX) Message and converts it to a stream for processing.
  • StreamToFIXMessage: The StreamToFixMessage operator takes a stream of attributes and converts it to a valid Financial Information eXchange (FIX) message.