What FIX implementation do you recommend for use with .NET

Question

I am reviewing implementation choices for FIX when using .NET. A few obvious choices come to mind, but I want to know if there are other options, better choices or if we've made the same decision as a lot of you.

• QuickFIX - Stable, C++ implementation - so you've got unmanaged code to interop with.
• FIX4NET - C# implementation - seems to have some gaps in its implementation.
• DIY - Chime in here if you've made your own FIX engine

Let me throw in some caveats here. I'm not looking for sub 100 microsecond processing. Performance is a requirement, but not so much that it's driving my decisions. A solid product that is stable, performs well and is flexible enough to deal with vendor specific dialects is the sweet spot. The more we can do in .NET the better.

Answer 1

DIY - If you can invest the time and able to take care of learnig the FIX protocol and the messages involved, you can surely go ahead. But that wouldn't be easy and I am not discouraging you.

Quickfix - I have been using it for quite a long time. It does the job properly and without any surprises. Has a documentation to get you along with examples. And you would get support and a lot of help online for quickfix. And regards to handling native code in C#, it would not be a headache, most of the exceptions, threads and message parsing and validation has quite a defined behaviour and you can easily model your C# code with it,

FIX4NET - I am not sure if it has so much support and documentation aka quickfix.

It's your call though.