FIX Protocol Integration.
Integrate ABIS with FIX protocol messaging for real-time order flow analysis.
FIX (Financial Information eXchange) is the standard protocol for trading communication. ABIS integration with FIX enables real-time behavioral analysis of order flow without modifying existing trading systems.
Integration approaches: passive tap (mirror FIX messages to ABIS), inline proxy (ABIS sits in FIX message path), and drop copy (receive copy of all executed trades). Each has tradeoffs in latency, completeness, and implementation complexity.
Key FIX messages for behavioral analysis: New Order (35=D), Cancel Request (35=F), Cancel/Replace (35=G), Execution Report (35=8). Extract behavioral signals from message patterns, timing, and field values.
PASSIVE TAP
Mirror FIX traffic to ABIS without affecting message flow. Zero latency impact but may miss some context.
ZERO LATENCYINLINE PROXY
ABIS processes messages in-line. Full context but adds latency. Use for pre-trade checks.
FULL CONTEXTDROP COPY
Receive copy of executed trades. Post-trade analysis only but guaranteed completeness.
POST-TRADEHYBRID
Combine approaches: passive tap for real-time, drop copy for reconciliation and completeness.
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