A. N. Alexeenko, A. A. Averina, I. Itkin, D. S. Sharov, P. Protsenko
The software development life cycle for exchanges and brokers, in addition to verification of functional and technical system characteristics, includes a mandatory Integration Testing stage with the Client Certification part. The goal of this stage is to ensure the compatibility of automated trading systems connected to an exchange or broker via financial industry protocols (such as FIX/FAST, ITCH or specialized binary access interfaces). This paper presents a unique tool developed for verifying the compatibility of trading systems. One distinctive feature of the tool is a unified means of supporting multiple protocols. The case study provides examples of the tool usage by trading participants for self-certification and during large migrations of trading platforms.
{"title":"Compatibility testing of clients' protocol connectivity to exchange and broker systems","authors":"A. N. Alexeenko, A. A. Averina, I. Itkin, D. S. Sharov, P. Protsenko","doi":"10.1109/TMPA.2013.21","DOIUrl":"https://doi.org/10.1109/TMPA.2013.21","url":null,"abstract":"The software development life cycle for exchanges and brokers, in addition to verification of functional and technical system characteristics, includes a mandatory Integration Testing stage with the Client Certification part. The goal of this stage is to ensure the compatibility of automated trading systems connected to an exchange or broker via financial industry protocols (such as FIX/FAST, ITCH or specialized binary access interfaces). This paper presents a unique tool developed for verifying the compatibility of trading systems. One distinctive feature of the tool is a unified means of supporting multiple protocols. The case study provides examples of the tool usage by trading participants for self-certification and during large migrations of trading platforms.","PeriodicalId":147297,"journal":{"name":"2013 Tools & Methods of Program Analysis","volume":"108 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2013-10-10","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"121864615","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
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