FIX-related products and services

Indication of Interest Injector

Cohesive FT FPL
200 South Wacker, Suite 1500
Chicago, IL 60606 US

The Indication of Interest Injector (IOII) appliance facilitates a common FIX use case; collation of a series of IOI or Advertisement messages (most likely from trading/sales workstations) onto a low-latency queue which are routed to trading counterparties (private counterparties, crossing desks, customer networks to name a few). The default implementation provides a simple use-case for determining the message destination; messages are either broadcast to all sessions connected to the appliance or are sent to discrete sessions using the DeliverToCompID of the message. It requires that the destination session speaks the same version of the FIX protocol that the message was encoded in. The appliance is a one-way device assuming that response to IOSs will be sent through a different FIX pathway. It uses a Java Message Queue as its "input" device, taking FIX messages deposited there and then forwarding to all or a subset of the connected FIX sessions. If your "pre-queue" logic is not able to be modified to use the built-in appliance routing logic, the appliance allows a java-based customization class to be uploaded implementing your specific logic for determining IOI or Advertisement destination.

FIX Version

4.0, 4.1, 4.2, 4.3, 4.4

Functionality

Indications of Interest

Language

Java

Platform

Linux

Web site

http://www.cohesiveft.com/Pages/FIX_MicroSite/EGR/

Contact

3129241054