Explore our open-source contributions to the trading and financial technology community.
If you've ever wondered how trading systems send orders to exchanges—placing limit orders, cancelling positions, modifying prices—at speeds measured in microseconds, this post is for you. We're open-sourcing a FIX order routing client written in C++ that achieves 3.5 microsecond latency for sending new orders when compiled with C++17.
This client is tested with Trading Technologies (TT) FIX gateway and with minor modifications works with CQG gateway as well. Through these gateways, you can route orders to virtually any major exchange worldwide.