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The Financial Information eXchange (FIX) protocol is an electronic communications protocol initiated in 1992 for international real-time exchange of information related to the securities transactions and markets.

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Logging FIX Messages

I need to persist every single FIX message received or sent by my order gateway for auditing purposes, however it takes more than 1 millisecond to write the bytes to disk. …
Alfred Wilkings's user avatar