Construction Of FIX Platform For Securities Industry Based On SOA Architecture

With the background of deployed complete central system and developing creative business solution in securities companies, QFII, as a through the capital market stable way of introducing the foreign capital, orderly entered the domestic securities market.In recent years, Along with the high frequency trade is frequent put forward, the QFII that originally paid attention to long-term investment puts forward new requirements on way to trade, trade speed. The first through the telephone, Email communication means, manual trade obviously cannot have satisfied customers to order speed requirements.FIX protocol as an international securities industry most widely used financial protocol is pushed to the foreground. In order to make QFII do the general trading through the FIX protocol, we analysis the sequence of securities trading, according to the characteristics of FIX.The system exchange real-time interaction depending on the current centralized trading system. But in order to conform to the characteristics of FIX timing and return delivery, the present centralized trading system needs some changes. However the entrust and offer component is the most centralized trading system core content, any changes in it will make unstable influence to the company’s trading.Based on analyzing the characteristics of SOA(Service-Oriented Architecture), We found the SOA classic case WebService is flexible, but the performance cannot meet our requirements. In order to make the system have both flexibility and high performance, uphold the SOA design principle, we independently designed and developed MBCC architecture, and the Enterprise Service Bus-DRTP structure, then we definited the standardization internal interface and atomic services. Securities international FIX Platform is a concrete practice of SOA and FIX.