I just tested speed of quickfixengine engine. Communication over local link between Sparc 400 Mhz and W2K I've got approx. 600 simple NewOrderSingle per second, which is not a world record but for a small group or individual should be ok.
I interested how those things exactly work. Where money and when money moved, who keeps records about shares etc.
Any ideas? Books? Internet links?
Thanks.
OK. I see the point. Basically let say I have an execution system (over FIX protocol) and want to have just Front-End, which will be connected to the system. The idea was to take any available FrontEnd which communicates through published API and write "converter from that API to FIX"...
Many vendors provide API to connect custom made Front-Ends to their execution system/quote streams. Is there anything wise versa. So, I have a front-end which I may connect through different adaptors to different API?
Thanks.