Atdl4net is an open source and not-for-profit C# implementation of FIXatdl, the FIX Protocol Algorithmic Trading Definition Language standard developed by FIX Protocol Limited (FPL). Despite little activity in the repository, Atdl4net is nevertheless in active use in a number of commercial buy-side trading systems.
- Compatible with .NET 3.5 and .NET 4.x
- Displays algo input screens based on the latest industry-standard FIXatdl 1.1 XML schema
- Reads and generates algorithm-specific FIX message content
- Can be integrated into a trading system, using the supplied sample, run as a standalone testing/validation tool.
- Supports the full set of UI widgets defined in FIXatdl 1.1
- Support for message validation and widget state rules (such as show/hide and enable/disable.)
- Supports strategy filtering, customizable settings, and context-specific views (for example Cancel/Replace mode)
- Written in the C# language using standard libraries.
- Source code can be modified to support in-house FIXatdl schema extensions
If you wish to contribute code to atdl4j:
- Fork the atdl4net project on GitHub
- Commit your changes to your fork
- Raise a pull request, which will be reviewed by the atdl4net core team
If you are new to git source control and/or Github, please visit the Github Help Page
Please note that Atdl4net is NOT a FIX engine for sending and receiving orders over the wire. Rather, Atdl4net draws order entry screens from FIXatdl templates and gets/sets their FIX parameter values.
If you are intending to implement a full-stack trading system with FIX order capability, you will additionally require a FIX engine such as the open-source QuickFIX/n.
Thanks to the following people who helped make Atdl4net happen:
- Scott Atwell, American Century Investments
- John Shields
- Rick Labs, chair of the FIXatdl working group
Atdl4net was originally dual-licensed by its creator but commercial licensing was subsequently abandoned.
The code is currently licensed under the GNU LESSER GENERAL PUBLIC LICENSE, v2.1, but plans are underway to migrate to the MIT License shortly.
FIX Protocol and FIXatdl are trademarks or service marks of FIX Protocol Limited
Looking for a Java implementation of FIXatdl? Check out atdl4j