Philadelphia

Philadelphia is a low latency Financial Information Exchange (FIX) engine for the JVM.

You can use Philadelphia to connect to stock exchanges, brokerage firms, and other network endpoints that use the FIX protocol. You can also use it to provide your own services using the FIX protocol.

Philadelphia is designed to exhibit low and predictable latency. To achieve this, it supports non-blocking, zero-copy networking and does not allocate any memory on message reception or transmission. It can achieve 7.7 µs round-trip time (RTT) over the loopback interface.

Philadelphia requires Java Runtime Environment (JRE) 8 or newer.

Download

See the latest release on GitHub.

Modules

Philadelphia contains the following libraries:

• Core implements the Financial Information Exchange (FIX) protocol.

• FIX 4.2, FIX 4.3, FIX 4.4, FIX 5.0, FIX 5.0 SP1, FIX 5.0 SP2, and FIXT 1.1 implement the FIX protocol versions.

See the FIX Trading Community for the protocol specifications and Philadelphia Extras for additional FIX dialects.

Philadelphia contains the following applications:

• Terminal Client is a simple console application for interacting with a FIX acceptor.

Philadelphia contains the following example applications:

• Test Acceptor implements a simple FIX acceptor.

• Test Initiator implements a simple FIX initiator.

Philadelphia contains the following test applications:

• Performance Test contains microbenchmarks for the FIX protocol implementation.

Links

For more information on Philadelphia:

• Follow @paritytrading on Twitter for news and announcements
• Join paritytrading/chat on Gitter for discussions

License

Copyright 2015 Jussi Virtanen and contributors.

Released under the Apache License, Version 2.0. See LICENSE.txt for details.