Subject: Re: [boost] Interest in a FIX Protocol Library?
From: Niall Douglas (s_sourceforge_at_[hidden])
Date: 2015-01-13 08:35:50
On 12 Jan 2015 at 23:55, Marius Dobrea wrote:
> Firstly I would like to ask the community if there is interest in such a
> library and if anyone is doing any work on it. It seems to me that
> although there are a lot of firms and institutions in the world
> providing software or using FIX there are too few open source C++
> libraries for that.
I did a lot of work with FIX during one of my Masters degrees.
To write a FIX library which significantly added value over other
open source FIX libraries is a highly challenging technical
endeavour. Sufficiently so I wouldn't recommend it, its cost benefit
is lousy as if it were really good enough the hedge funds would
simply lift your work and pay you nothing for it.
Instead I'd consider something newer like OUCH. Even implementing
OUCH in a value adding way over other implementations is highly
challenging. And again, where is the benefit to you or others over
the very significant costs of implementation?
Our backup GSoC admin Boris works in this area as his day job, and
there are people from the core Bloomberg C++ team watching this list.
If there were an appetite for contributing financial trading
libraries beyond the maths ones, I think it would have happened
Perhaps think more generically, something much more general and
reusable? Even fast XML processing we lack in Boost, and that is very
generic and reusable.
-- ned Productions Limited Consulting http://www.nedproductions.biz/ http://ie.linkedin.com/in/nialldouglas/
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