Тёмный

FIX protocol (explained by a quant developer) 

Coding Jesus
Подписаться 94 тыс.
Просмотров 44 тыс.
50% 1

In this video I go over the backbone of electronic trading, that being the FIX Protocol.
CME Tag Library: www.cmegroup.c...
1-on-1 private resume reviews and career consulting/mentoring 🗓️: calendly.com/coding-jesus
Would you like to tithe to The Church of Coding Jesus 💸? / codingjesus
Email: thecodingjesus@codingjesus.com

Опубликовано:

 

8 сен 2024

Поделиться:

Ссылка:

Скачать:

Готовим ссылку...

Добавить в:

Мой плейлист
Посмотреть позже
Комментарии : 109   
@earlcharles6306
@earlcharles6306 3 года назад
Please keep up the great work, this is a somewhat niche field and finding information to dive deeper can be challenging. We appreciate it
@CodingJesus
@CodingJesus 3 года назад
Thanks for the encouragement. All the videos online about this field aren't great. Please share if you enjoyed!
@mattatm3227
@mattatm3227 2 года назад
@@CodingJesus absolutely most of the coding videos aren't great! Thank you 😊
@MrAvatar180
@MrAvatar180 2 года назад
This stuff has confused me for months at work and you put me on the road to truly understanding it in under 20 minutes. Much appreciated and keep up the good work!
@santmat007
@santmat007 4 месяца назад
Yes... Now every time I interface with FIX data... I always say... Thank You Jesus... :O)
@nickhansen3292
@nickhansen3292 3 года назад
This is awesome - just about to implement a FIX API and this is a great way to get up to speed.
@CodingJesus
@CodingJesus 3 года назад
Wait till I go over the Simple Binary Encoding (SBE) Protocol. That's the next-generation of trading communication.
@chicksdiggit9239
@chicksdiggit9239 3 года назад
You are a really good communicator
@CodingJesus
@CodingJesus 3 года назад
Thanks 😊👍
@ChainOfCommand12
@ChainOfCommand12 Год назад
I started my first job out of school as a developer for a big financial firm and this was VERY HELPFUL! Thank you brother.
@kenharjuna1405
@kenharjuna1405 Год назад
can you help me where to start? iam using nodejs, thank you
@dariusrichardson4554
@dariusrichardson4554 3 года назад
Super excited that someone is making finance videos that go beyond the basics. Keep rocking!
@andyohil7465
@andyohil7465 2 года назад
To explain FIX protocol in such a short way, it’s very insane… I am thrilled 😁
@LeGingeMusik
@LeGingeMusik 3 года назад
You're close to infecting the youtube algos. Thats how I found you.
@CodingJesus
@CodingJesus 3 года назад
Next video will.
@biomedicalit
@biomedicalit 2 года назад
Thank you. First time somebody explains me what is FIX and how it is working 🙂
@Nikita-uv7zk
@Nikita-uv7zk 2 месяца назад
This was very useful, thank you for the explanation
@alitajvidi5610
@alitajvidi5610 Год назад
This is by far the best FIX video in RU-vid.
@dmytroprokopenko1472
@dmytroprokopenko1472 3 года назад
quality content, keep going!
@CodingJesus
@CodingJesus 3 года назад
Thanks, will do!
@guibirow
@guibirow 3 года назад
Nice content, thanks for sharing! I came here curious to understand the communication process from the UI up to the Fix communication with the Exchange, would nice to have a video describing the architecture of a trading solution. Thanks again for the great content
@sumitagrawal771
@sumitagrawal771 3 года назад
ohh Jesus .....you made my day... Exactly what am i looking for. Thanks Coding Jesus. I request u to make more videos on FIX. love from India
@xxMikePortnoyJrxx
@xxMikePortnoyJrxx 3 года назад
Dude your videos are amazing
@CodingJesus
@CodingJesus 3 года назад
Thanks! Please share if you enjoy. The better the video does the more likely I am to make another.
@xxMikePortnoyJrxx
@xxMikePortnoyJrxx 3 года назад
@@CodingJesus Yeah man I would if I had any friends that were even remotely interested in this kind of stuff
@dylanloh5327
@dylanloh5327 2 года назад
Your explanation was so simpler and clear! Thank you!
@daymaker_trading
@daymaker_trading Год назад
Thank you so much! Incredibly clear and engaging explaination. All the best!
@mauroaraujo1983
@mauroaraujo1983 2 года назад
What a Brilhant Explication !!! Really Good Job Coding Jesus I Really apreciated I helped me a lot
@BestMentalism
@BestMentalism 2 года назад
this is super interesting and so well explained, never found such quality content about these subjects, thank you so much
@rayeintheyard
@rayeintheyard Год назад
I heard 372 aka 762 🙂 Great video all together. Very clear explanation.
@dbsjaks_56888
@dbsjaks_56888 3 года назад
your videos are very interesting, I see you're focusing in people who have maybe a MBA in Bussines Management or doesn´t have degree education. That´s wise because in RU-vid you´re not gonna find a lot of PhD´s, but would be very very interesting if you would make(maybe in another channel or in this one, but differentiated, to engineers or sciencist that want to break down int this world) tutorials of algorithms or coding, in summary, to make videos of what you do in your job, instead explaining what you do in your job(got to say just explaining is also useful)
@jaimecristalino
@jaimecristalino 2 года назад
Best video about FIX on in the Internet!
@anexis6579
@anexis6579 2 месяца назад
good explanation, well done mate
@coderide
@coderide 2 года назад
Very very informative video, I was starting with the FIX protocol in my org, it was a really nice introduction in brief to understand about FIX, Thank you so much
@todorgrigorov8408
@todorgrigorov8408 2 года назад
Real Jesus! Голям си! Thank you!
@zoasis7805
@zoasis7805 3 года назад
Hi Coding Jesus, nice video. Thanks, Viewer.
@eugenex8892
@eugenex8892 3 года назад
Thanks for basic description.
@thirilwin9609
@thirilwin9609 3 месяца назад
Thanks . it is quite useful for me
@surajkukreja5338
@surajkukreja5338 2 года назад
Really liked your videos, can you please also make a videos on front to back components involved in trading infrastructure, like exchange connectivity, market data feeds, trading engine, risk management system, etc. and flow of data between them.
@RomeniqueZedeck
@RomeniqueZedeck Год назад
Great content! Thanks for taking your time to share
@simiyutube
@simiyutube 3 года назад
Thanks Coding Jesus. Well explained.
@Naveen_B64
@Naveen_B64 Год назад
Seems similar to EDI used in Automotive industry to transmit information.. Maps are used on both sides to interpret messages.
@DinoFancellu
@DinoFancellu Год назад
Really nice intro to FIX, thanks
@bigthings1818
@bigthings1818 3 года назад
Love the videos makes me want to learn to code
@FIXProtocol
@FIXProtocol 3 года назад
Keep in mind that the fix protocol is only one protocol. There are many other protocols used for electronic Trading. In fact interest in the fix protocol has declined a lot in the Years. Many banks are now using binary protocols
@CodingJesus
@CodingJesus 3 года назад
Yeah I’ll make a video on SBE Protocol later.
@FIXProtocol
@FIXProtocol 3 года назад
@@CodingJesus nice!
@beniashurov6429
@beniashurov6429 Год назад
I JUST WANT TO TAKE THE TIME AND THANK YOU FROM THE BOTTOM OF MY HEART SO HELP YOU GOD
@rickneibauer1
@rickneibauer1 2 года назад
Dude. Thank you so much for your content.
@sreepriyanks
@sreepriyanks 2 года назад
grate video, i got an idea abot FIX, even a new boy in this era
@gsf4lyf
@gsf4lyf Год назад
Really insightful, thanks!
@victorq5309
@victorq5309 2 года назад
Is like a hashmap key value pair, the keys are integers.
@supriyamishra1886
@supriyamishra1886 3 года назад
thank you so much , it was really clear and concise content .
@terryorange
@terryorange 2 года назад
Nice tutorial, thank you so much!
@patrickhughes1322
@patrickhughes1322 2 года назад
Excellent video! Learned a lot!
@FRXGTRAP
@FRXGTRAP 3 года назад
you saved my project task
@IK-ow2zk
@IK-ow2zk 3 года назад
Thanks a lot for the video! You channel is brilliant! Could you, please, recommend books about network programming/ protocols?
@sanujatharinda6525
@sanujatharinda6525 2 года назад
This is awesome. Please keep it up....
@fminc
@fminc 3 года назад
Nicely done.
@enrgys_world
@enrgys_world 2 года назад
bro this is fricken awesome
@vishalathawale183
@vishalathawale183 11 месяцев назад
Great stuff man
@vagabond_trader
@vagabond_trader Месяц назад
So how does FIX relate to how TCP is used (as in your video about the CME strategy that was patented that cheesed the exchange using front loading)
@pramodkajla
@pramodkajla Месяц назад
Please update the link in description. Current one is not working.
@VincentDBlair
@VincentDBlair 2 года назад
Great stuff!
@sirrobinhood3409
@sirrobinhood3409 3 года назад
Great Video! Very clear and defined Thanks a lot! I initially started to look at FIX because I wanted to auto trade based on NASDAQ Level 2 quotes/book orders Still trying to find the right API to get that info. Any thoughts on that or the strategy in general are greatly appreciated :)
@richardparker5425
@richardparker5425 8 месяцев назад
Do market makers see your stop loss orders?
@tioconejo4817
@tioconejo4817 3 года назад
somewhat old school isn't ? fix been around since the 90s. slow to encode and decode to ASCII.
@CodingJesus
@CodingJesus 3 года назад
Yeah. I’ll do a video on iLink3
@supermanish4429
@supermanish4429 3 месяца назад
can we get any tutorial regarding this, idk anything about it but i'm assign the task to debug someone else's code and it's killing me
@supernova6840
@supernova6840 3 года назад
you are a legenddddd
@fs7128
@fs7128 Месяц назад
Tags 623/etc. are doubled in your example file?
@zheruili1639
@zheruili1639 3 года назад
I love your video bro, a Fan from China, Beijing;
@CodingJesus
@CodingJesus 3 года назад
Thank you very much!
@21Million
@21Million 2 года назад
Excellent, thanks. Is there an example anywhere of a FIX Unit test in C# or Java, or Python?
@fs7128
@fs7128 Месяц назад
why is tag 52 only with milisecond-precission, if all the quant/HFT guys talk about mikroseconds, even nanoseconds nowadays?
@CodingJesus
@CodingJesus Месяц назад
Nobody uses iLink2 anymore. This video is years old, brother.
@travelsome
@travelsome Год назад
How can people using broker api benift from such protocol
@asiddiqi123
@asiddiqi123 3 года назад
Pretty good info. I want to learn about quant. Could you make more videos in playlists? I am a python programmer.
@bitcode_
@bitcode_ 2 года назад
Hello CJ, kindly requesting a video of how it is developed, is it in a code editor? IDE? a specific framework? any way we can see the development environment of the Fix protocol?
@kenharjuna1405
@kenharjuna1405 Год назад
hy, can anyone help where to start to implement this in nodejs? im clueless, thanks!!
@VOLightPortal
@VOLightPortal 3 года назад
FIX API is still pretty slow, ITCH and OUCH protocol is more efficient
@ControlTheGuh
@ControlTheGuh 3 года назад
With all your pca and clustering, my boys at wsb were 1 second away to make you unemployed during january. You are just the IT guy for the people with the ideas
@JoshuaGilmanM
@JoshuaGilmanM 2 года назад
I'm new to high speed trading but am coming into it from a software engineering standpoint. Any recommendations for materials I can consume to learn all of these foreign terms you're using? (i.e. securities, etc.)
@petersax7305
@petersax7305 3 года назад
Excellent video. Thank you for explaining. I do have a question: In your opinion, should matching engines code be open source? Maybe open source is the wrong term but what I want to say is available for the public to be reviewed, also not sure how one could assure that what is actually running in the engine is identical with the code presented to the public. I am asking because I believe that a lot of cheating is going on in that part of an exchange. I would love to hear your opinion on that.
@CodingJesus
@CodingJesus 3 года назад
No cheating
@gempf
@gempf 3 года назад
thanks, I'm starting with this bad boy in GO, what lenguaje do you use for FIX?
@varunvishnoi3741
@varunvishnoi3741 3 года назад
This is awesome - Coding jesus I wanna write a POC application interacting with FIX engine another side just to gain depth knowledge. Are you aware of any publicly available FIX engine which can be connected via another application? Something like which can provide me market data like security information?
@asiddiqi123
@asiddiqi123 3 года назад
Quick fix
@realityhedge4229
@realityhedge4229 3 года назад
King
@orderflowdojo
@orderflowdojo 2 месяца назад
🔥🤟
@compilerdefiler3995
@compilerdefiler3995 3 года назад
Cool now i can make my own centralized exchange, easy peasy lemon squeezy. Do any hft firms trade cryptocurrencies or is the volume too low?
@CodingJesus
@CodingJesus 3 года назад
They trade that
@realityhedge4229
@realityhedge4229 3 года назад
Bro do you setup session layer for liquidity access
@BennyAshurov
@BennyAshurov Год назад
whats the differences between cme and fix protocol???
@Michael-Cross03
@Michael-Cross03 Год назад
CME is the Chicago Mercantile Exchange. It's one of the many exchanges out there. FIX is Financial Information Exchange, which is a protocol used for trading.
@gauravagarwal750
@gauravagarwal750 3 года назад
woah!
@patrickparrain7999
@patrickparrain7999 3 года назад
FIX protocol is a cryptocurrency?? Where can I buy it?
@treyquattro
@treyquattro 3 года назад
12:17 - reading 762 as "three seventy two" is a bit worrying for a finance guy. Also I hope you're not using text protocols for HFT
@CodingJesus
@CodingJesus 3 года назад
LOL I filmed this part like 5 times, my brain was mush. And yeah, HFT uses SBE or other binary protocols. FIX is old.
@fs7128
@fs7128 Месяц назад
well, obviously, FIX is a sibbling of SWIFT MT messages 🙂
@RobertCallahan-m9e
@RobertCallahan-m9e 3 дня назад
Martinez Jennifer Martin Mark Taylor Lisa
@ahmedraslane972
@ahmedraslane972 2 года назад
Hello
@nolan6895
@nolan6895 3 года назад
pls FIX, thx
@HuiZhang-rd4kl
@HuiZhang-rd4kl 2 месяца назад
who is the one that knows "decoding" but intimidated by "parsing"? LoL
@farhatbdhj
@farhatbdhj 3 года назад
You look like people of Iran / Pakistan
@reanimatedmanx
@reanimatedmanx Год назад
The FIX protocol is not complicated, it's just fucking convoluted, unintuitive legacy trash. Great explanation though.
@eyesopen6110
@eyesopen6110 5 месяцев назад
FIX is boring zzz
@MDALAM-xh9vh
@MDALAM-xh9vh 2 года назад
How to establish trading sessionusing quickfix c++? I have build my quickfix C++ source code with the SSL support using below command. My quickfix library got build successfully. On Linux (with system openssl), cmake -DCMAKE_BUILD_TYPE=RelWithDebInfo -DHAVE_SSL=ON -DCMAKE_INSTALL_PREFIX:PATH="install-path" .. make -j 4 install This is my Initiator code - if (isSSL.compare("SSL") == 0) initiator = new FIX::ThreadedSSLSocketInitiator ( application, storeFactory, settings, logFactory ); else initiator = new FIX::SocketInitiator( application, storeFactory, settings, logFactory ); But while running this getting linking issue. What is the problem ? CMakeFiles/TradingClient.dir/tradeclient.cpp.o: In function `main': /mnt/d/TradingClient/tradeclient.cpp:47: undefined reference to `FIX::ThreadedSSLSocketInitiator::ThreadedSSLSocketInitiator(FIX::Application&, FIX::MessageStoreFactory&, FIX::SessionSettings const&, FIX::LogFactory&)' collect2: error: ld returned 1 exit status This my CMakeLists.txt cmake_minimum_required(VERSION 3.0) project(TradingClient) add_definitions(-DHAVE_SSL=1) set(CMAKE_CXX_STANDARD 14) set(quickfix_lib "/usr/lib/libquickfix.so") add_executable(TradingClient Application.h Application.cpp tradeclient.cpp) target_link_libraries(TradingClient ${quickfix_lib} ) if you go inside quickfix/src/C++/CMakeLists.txt if (HAVE_SSL) set (quickfix_SOURCES ${quickfix_SOURCES} SSLSocketAcceptor.cpp SSLSocketConnection.cpp SSLSocketInitiator.cpp ThreadedSSLSocketAcceptor.cpp ThreadedSSLSocketConnection.cpp ThreadedSSLSocketInitiator.cpp UtilitySSL.cpp) endif() these files get build only with SSL . It means my quickfix library is correctly build because object files for these files got generated. Although object files gets generated as part of library, still getting this linking issue that its not able to find the reference for these methods ThreadedSSLSocketInitiator()
Далее
What is a REST API?
9:12
Просмотров 1,5 млн
What is a quant? (explained by a quant developer)
11:06
Clean Code is SLOW But REQUIRED? | Prime Reacts
28:22
Просмотров 304 тыс.
Understand the orderbook like a quant
9:40
Просмотров 34 тыс.
Why Independent Quants Don't Exist
10:14
Просмотров 75 тыс.
API vs. SDK: What's the difference?
9:21
Просмотров 1,4 млн