FIX(Financial Information eXchange) Protocol

The Financial Information eXchange (FIX) Protocol is a messaging standard developed specifically for the real-time electronic exchange of securities transactions.

FIX Repository: The raw data behind the FIX specification

The FIX Repository represents the raw data behind the FIX specification in "database-compatible format". Files include an XML data dictionary with complete enumeration values, XML message content and XSLT scripts illustrating how to generate C# header files from the FIX Repository. Also included are XSLT scripts which generate a FIXimate-like (HTML) data browser for the FIX Repository.

FIXimate: An interactive Web browser based reference for the FIX Specification

FIXimate can be used via the FIX Protocol Ltd. web server or it can be downloaded and used locally. FIXimate has been generated from the FIX Specification Repository.

QuickFIX: QuickFIX is a free and open source implementation of the FIX protocol

QuickFIX is a full-featured open source FIX engine, currently compatible with the FIX 4.0-5.0 spec. API's are available for C++, .NET, Python and Ruby. QuickFIX/J is available for Java. QuickFIX/N is available for .NET

QuickFAST: An implementation of the FAST protocol for native C++ and .NET

The FAST protocol (FIX Adapted for STreaming) is a technology standard developed by FIX Protocol Ltd., specifically aimed at optimizing data representation on the network. It is used to support high-throughput, low latency data communications between financial institutions.

Source code for implementations of the FAST Specification are available from the following sources:

Description	Language	URL	License	Notes
FPL Reference Implementation	C (not C++)	http://www.fixprotocol.org/fastdownload	W3C Software License.	Not a complete implementation. Reference only.
FPL Reference Implementation	C#	http://www.fixprotocol.org/fastdownload	W3C Software License.	Not a complete implementation. Reference only.
OpenFAST	Java	http://www.openfast.org/	Mozilla Public License	Includes SCP 1.1
OpenFAST.NET	C#	http://www.sourceforge.net/projects/openfastdotnet/	Mozilla Public License	Includes SCP 1.1
QuickFAST	C++	https://code.google.com/p/quickfast/	New BSD License	Includes C# (.NET) wrapper

ref:

FIX Protocol - http://fixprotocol.org/what-is-fix.shtml

FIX Repository - http://fixprotocol.org/specifications/repository

FIX Interactive Message And Tag Explorer - http://fixprotocol.org/FIXimate3.0/

QuickFix source code(C++/.Net/java/Ruby) - http://sourceforge.net/projects/quickfix/

QuickFix documentation - http://www.quickfixengine.org/quickfix/doc/html/index.html

Ruby embedded into C++ - http://metaeditor.sourceforge.net/embed/ , http://ruby-doc.org/docs/ProgrammingRuby/html/ext_ruby.html

Ruby C extensions - http://java.ociweb.com/mark/NFJS/RubyCExtensions.pdf

SWIG and Ruby - http://www.swig.org/Doc1.3/Ruby.html

To Ruby from C/C++ - http://www.ruby-lang.org/en/documentation/ruby-from-other-languages/to-ruby-from-c-and-c-/