How to place Order via FIX message?

Purpose The purpose of this post is to walk-through implementation to “Place an Order on via FIX message channel”. In my previous posts, I have shown basic implementation of FIX messages like Establish connection with broker/exchange Fix End points, Consume Market Feeds etc. You can read my previous posts about topics mentioned above: Fix Message Implementation... Continue Reading →

Nice Article for quick catch up on OOPS concepts

I found really nice article on OOPS. I believe, this is good for brushing up OOPS concepts in quick time. Thanks to its author. I have also extracted as PDF which can be downloaded here. Link: Download link: OOPS-ReadyReckoner  

Default Application Domains in CLR

  When CLR loads first to execute managed code, it creates 3 application domains.  System and Shared domains are singleton for each CLR.   Application Domains   System Domain It creates and Shared and default application Domains. It Loads Mscorlib.dll (class library for system namespace) into shared domain. Creation of default Exception instances (OutOfMemoryException, StackOverFlowException... Continue Reading →

Implementation of FIX messages for Fix 5.0 sp2 and FIXT1.1 specification

  This post will demonstrate how to connect with FIX5.0 server and FIXT1.1 specification and uses of QuickFix/n (native .net FIX engine). Introduction With this release of FIX protocol version 5.0, a new Transport Independence framework (TI) introduced which separates the FIX Session Protocol from the FIX Application Protocol. This gives freedom to send message... Continue Reading →

Arithmetic Expression Calculator

  This post describes implementation of arithmetic expression calculator in C#. I have below specification in the form of Backus–Naur Form expression. It is mainly used to define syntax of languages in compiler design world. You can read more about it on wikipedia. There are certain readymade solutions are available to calculate expressions.  Microsoft also... Continue Reading →

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