FIXatdl
FPL has released FIX Algorithmic Trading Definition Language (FIXatdl) 1.1 Release Candidate 1. This emerging new FIX standard allows the simple, free XML expression of electronic trading capability that empowers automatic generation of rich and dynamic trader GUI’s.
FIXatdl is built on top of the widely adopted FIX Protocol and allows firms receiving orders to specify exactly how their electronic orders should be expressed. Orders built using FIXatdl can then be transmitted from traders' systems via the FIX Protocol. All versions of the underlying FIX Protocol are fully supported and zero changes to underlying FIX infrastructure are required.
FIXatdl 1.0 became a fully approved FIX standard in March 2008. This upgrade to version 1.1, adds new capabilities for advanced validation rules and dynamic trader GUI workflow. Rules may now be named and expressed once, then reused and cascaded to allow maximum control over virtually all aspects of workflow and final order validation. Validation was identified as the number one problem area for OMS providers, consuming considerable technical resources and custom coding FIXatdl 1.1 enables this validation process to be extremely comprehensive, and nearly fully automated.
Support for FIXatdl may be found in several key areas:
Free Support
FIX Standard including the XSD files themselves, and the extensive in-line documentation contained therein
Documentation (regrettably stale at the moment) available at the Work Group site
Open source FIXatdl parsers and screen renderers (see below)
FIXatdl standard XML files distributed by algo execution providers. These are often available upon request directly to the algo suppliers.
Open source OMS systems supporting FIXatdl
Commercial Support
FIXatdl authoring tools
Commercial OMS systems supporting FIXatdl
FIXatdl consulting services
If you are a FIX member and have a FIXatdl related product or service offering please email the description to algobiz@fixprotocol.org and you will be included in the FIXatdl directory resources listings.
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Website Registration
You must be logged in to the FPL website in order to access the FIXatdl schema files. Registration is easy, immediate and free; it only requires your name, entity and email address. Click on the above "Website Registration" link to be taken directly to the FPL Registration Page. Be sure to log in, and when you return to this page, be sure to "refresh" to ensure you gain unlimited access.
[5 June 2008] | |
Raw Work Group Documents
The most current public FIXatdl information is posted on the page you are currently on. The above Working Group link takes you to the Working Group document page where you can access additional, more raw information including historical documents and work-in-process. Caution, material posted on the Work Group pages may be partially or even fully out of date.
[5 June 2008] | |
FIXatdl C# Open Source Project
An open source project in C# distributed under the Mozilla Public Lincense 1.0 on Source Forge. To access the code go to "more", then to SVN browse. In addition to a FIXatdl parser there is an AtdlTestApplication that will render a FIXatdl strategy screen order ticket and produce an actual FIX message from that form.
[8 February 2008] | |
FIXatdl XML Beans Open Source Project
An open source project in XmlBeans distributed under the MIT open license on Google. This project provides two alternative parsers, one in XmlBeans and a second in JAXB. It also has a standard Widget Toolkit (SWT) based UI renderer. XmlBeans is a Java-to-XML binding framework available free under the Apache License 2.0 and SWT is also free under the Eclipse Public License.
[26 September 2008] | |
Special Thanks
Special thanks to Altova who donated several copies of XMLSpy to the all volunteer technical team that developed FIXatdl.
[11 February 2008] |
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