In-line FIX packet translator
AssigneeTrading Technologies International, Inc.
InventorAndrew Theodore Renalds
Life of this patent
Estimating the term…
Abstract
Certain embodiments provide systems and methods to perform in-line translation of message content according to FIX protocol variants in a trading system. An example method includes receiving, at a computing device, a message formatted according to a FIX protocol, the message including message content and a message wrapper, the message wrapper providing session and delivery information for the message to a target. The example method includes performing in-line translation of the message content of the received message to adjust the message content according to a predefined set of rules without affecting the message wrapper (with the possible exception of the message size) and message routing session. The example method includes facilitating routing of the message to the target based on the message wrapper.
Claims16
A method comprising:
- receiving, at a computing device, a message formatted according to a FIX protocol, the message including FIX message content and a FIX message wrapper,
- wherein the FIX message wrapper provides session and delivery information for the message to a target, and wherein the FIX message content includes a trade order formatted according to a first FIX format;
- performing in-line translation of the FIX message content of the received message to modify the trade order from the first FIX format to a second FIX format, wherein the in-line translation adjusts the FIX message content according to a predefined set of rules without affecting the FIX message wrapper and message routing session;
- and
- facilitating routing of the message including the modified FIX message content to the target based on the FIX message wrapper.
A system comprising:
- a computing device configured to receive a message formatted according to a FIX protocol, the message including FIX message content and a FIX message wrapper, wherein the FIX message wrapper provides session and delivery information for the message to a target and wherein the FIX message content includes a trade order formatted according to a first FIX format, the computing device configured to perform in-line translation of the FIX message content of the received message to modify the trade order from the first FIX format to a second FIX format, wherein the in-line translation adjusts the FIX message content according to a predefined set of rules without affecting the FIX message wrapper and message routing session and to facilitate routing of the message including the modified FIX message content to the target based on the FIX message wrapper.
A non-transitory tangible computer-readable storage medium comprising instructions that, when executed, cause a computing device to at least:
- receive a message formatted according to a FIX protocol, the message including FIX message content and a FIX message wrapper, wherein the FIX message wrapper provides session and delivery information for the message to a target and wherein the FIX message content includes a trade order formatted according to a first FIX format;
- perform an in-line translation of the FIX message content of the received message to modify the trade order from the first FIX format to a second FIX format, wherein the in-line translation adjusts the FIX message content according to a predefined set of rules without affecting the message routing session;
- and
- facilitate routing of the message including the modified FIX message content to the target based on the FIX message wrapper.
Dependencies are inferred from the claim text.