Friday, June 20, 2014

FIX Connection models - (a) Point to Point (b) Hub and Spoke Model

From - http://www.gxsblogs.com/keifers/2009/08/nyse-euronext-acquires-nyfix-the-last-big-independent-fix-network.html

About FIX
The FIX (Financial Information Exchange) standard includes both a networking communications protocol and a message format.  FIX is primarily used to execute trades of various types of securities (stocks, bonds, futures, options and foreign exchange) between buyers and sellers.  The typical users of FIX include hedge funds, mutual funds, life insurers, brokerage firms and custodial banks.  Common FIX transactions include Indications of Interest (IOI), price quotations, order instructions and trade confirmations.  Many of the post-trade transactions and post-settlement activities do not use FIX, but rather the SWIFT standards.

Fixprotocol

Historically, there have been two types of FIX vendors:
  • Point-to-Point – In the point-to-point model each buy-side financial institution establishes its own private community.  FIX connections are then configured separately with each individual counterparty.  In the point-to-point model the FIX vendor manages the physical circuits and connectivity.  Message translation, enrichment, monitoring are performed by FIX software engines on either side of the firewall.  The point-to-point model typically appeals to larger, more sophisticated investment managers who seek to customize their FIX networks and the version of FIX they are implementing.
  • Hub and Spoke – In the hub and spoke model, financial institutions need only maintain a single connection to the FIX network to gain access to the community.  Hub and spoke providers offer more value added services such as order routing, message translation, data enrichment and transaction monitoring.  Counterparties at each end point may not even have a FIX engine behind their firewall.  Hub and spoke models typically appeal to midsize firms which need to quickly and cost-effectively scale their FIX connectivity.
Point-to-point providers more closely resemble telecommunications providers, but with a suite of specialized value added services designed for securities trading.  Hub and spoke vendors resemble B2B integration service providers, but with a specialized focus on securities trading.
Value Added Services

Perhaps, the most interesting of NYFIX's product line is the Transaction Services they offer. NYFIX achieved such high volumes of trade orders on its FIX network that it was able to offer its own trade execution services.  In other words, NYFIX could identify to opportunities to match buyers and sellers of securities without having to route the orders to traditional marketplaces such as NASDAQ and NYSE.  The NYFIX service for trade matching is called Millenium, which is generically referred to as an Alternative Trading Service (ATS) or what some call a Dark Pool of Liquidity.  With Millenium, NYFIX offers a higher value add to the customer, which has the effect of encouraging further use of the vendor's FIX services.  NYFIX ATS services are a great example of how B2B integration providers can evolve beyond technology infrastructure into business applications.  Integration hubs, can quickly reach a point of critical mass at which such high volumes of information are being exchanged that network patterns can become a source of intelligence and opportunity.  I think this principle applies regardless of which business process the integration hub is organized around whether its supply chains, health care claims or securities trading.

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