SLSergiy Lutsakinfix-api.hashnode.dev·6d ago · 11 min readMeasuring Latency in .NET Without Fooling Yourself: Stopwatch, Percentiles and Coordinated Omission"Sub-millisecond" is the most common number in trading software marketing, mine included. It is usually true and it usually answers a question nobody asked. The interesting questions are: sub-millisec01I
SLSergiy Lutsakinfix-api.hashnode.dev·Sep 29 · 14 min readFIX Session Layer in C#: Logon, Heartbeats, Sequence Numbers and ResendIn part 1 we built a FIX 4.4 order by hand, framed a TCP stream and parsed an ExecutionReport. That is enough to understand a log file. It is not enough to stay connected: send that order to a real br03I
SLSergiy Lutsakinfix-api.hashnode.dev·Sep 17 · 13 min readFIX 4.4 in C# From Scratch: Build, Checksum and Parse Orders Without a LibraryEvery broker that offers "FIX API access" is offering the same thing underneath: a TCP socket that speaks the Financial Information eXchange protocol. Most .NET developers meet FIX through QuickFIX/n,00
