FIX Protocol?

[wentonchan]

Hi all,

Not sure if this is the right forum, but...

Do quote sites like Yahoo! or Marketwatch communicate w/ CBOE or NYSE servers over the FIX protocol? Or is that just between brokers/trading houses and exchanges?

Any links to FIX tutorials would be very appreciated. TYIA.

 

[UDon'tKnowMe]

Have you tried doing a Google search yourself? If you do you will find plenty of info on FIX and you won't have to ask people here.

 

[wentonchan]

Yes I have, actually. The websites and documentation to not offer any clear guidance.

 

[speculatus]

Quote from wentonchan:

Hi all,

Not sure if this is the right forum, but...

Do quote sites like Yahoo! or Marketwatch communicate w/ CBOE or NYSE servers over the FIX protocol? Or is that just between brokers/trading houses and exchanges?

Any links to FIX tutorials would be very appreciated. TYIA.

Very few use market data over FIX due to text conversion overhead. The industry is going towards FastFIX. CME and few ECNs already use it to distribute MD. But FastFIX is far more complex.

http://fixprotocol.org
http://quickfixengine.org