我正在开发一个交易引擎，我必须使用 FIX 引擎。如果我使用更高版本的 FIX 引擎，它可以与更低版本的 FIX 引擎通信吗？
是否有任何 FIX 引擎能够自动将请求转换为较低版本，以防它们与较低版本的 FIX 引擎通信？
我应该使用哪个版本的 FIX？
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I am developing a trading engine and i have to use FIX engines. If i use a FIX engine of a higher version can it communicate with a FIX engine of a lower version ?
Yes. Many financial institutions still use the FIX 4.4 and 4.2 versions. And many stock exchanges use FIX 5.0. So there is backward compatibility between them to support the older versions unless and until everybody moves to the same version.
Are there any FIX engines capable of automatically converting the request to a lower version in case they are communicating with a lower version FIX engine ?
Automatically no. It doesn't happen that you input a FIX 5.0 message and you get a FIX 4.2 message. You have to accept a FIX 5.0 message and parse the message and convert it to a FIX 4.2 message. Quickfix is one open source library. There is Cameron, but not open source. You have to do it for all messages, but more specifically for messages you want to support. Some message structures are still same so shouldn't be a big bummer.
Version you need to use is dependent on the clients you need to exchange messages with. Should ask what version they use or are intending to migrate to ?
于 2011-02-12T09:00:32.800 回答