XLFiX allows you to easily integrate your Excel spreadsheets with FIX - either as a comprehensive but lightweight generic FIX tool, or tailored to meet more specific business functions, such as the fully fledged pricing interface developed for glox ( XLFiX_Trader ). It is delivered as an Add-in for Microsoft Excel, providing Excel with functionality that enables it to connect directly to a FIX engine. Check out the Downloads page for the latest details.
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XLFiX can be installed and configured within a few minutes. The Add-in is distributed in the format of a Microsoft Installer package (MSI file). After completing the installation, a new menu will appear on the Excel command bar. This menu will provide access to a host of FIX goodies. XLFiX comes with a Session Manager which allows you to create, delete, stop, start, monitor sessions, individually or collectively from a single window, making it easy to stay in control. |
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XLFiX provides a data dictionary editor/viewer that can be used to create a customised data dictionary for your particular FIX implementation, providing a useful online reference. The XLFiX distribution includes the standard QuickFIX data dictionaries for version FIX.4.0 - FIX.4.4. Messages can be constructed within an Excel spreadsheet, allowing you to take advantage of Excel formulae where necessary. Messages can be sent individually or in batches. FIX configurations are saved with the workbook together with any messages sent or received, making it easy to reuse. XLFiX also maintains a persistent session store and a log of all messages sent and received. This can be used for recovery purposes. |
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Any FIX messages sent or received are automatically parsed to named ranges in protected sheets. XLFiX can be configured to parse only the messages and tags of interest, making it easy to filter the information to meet your needs. XLFiX will automatically construct message tables and parse FIX messages to these tables in real-time, based on the definition in the Data Dictionary (including any user defined fields). Only the fields you have flagged as implemented will be parsed, which allows you to focus the parsing on relevant information. |
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XLFiX provides an interface to support VBA scripting, allowing you to automate the sending of FIX messages through VBA. |
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XLFiX is based on QuickFIX (http://www.quickfixengine.org/), a widely used open source FIX engine. |
