Runtime dictionaries
Bring the protocol asset your counterparty already uses.
LibHFT loads QuickFIX-format XML dictionaries at runtime and also maintains generated hot validator tables for standard inputs. Runtime loading and generated validation are separate claims: one provides deployment flexibility; the other provides a compiled path tied to a pinned dictionary source.
| Dictionary | Declared version | Fields | Messages |
|---|---|---|---|
| FIX40.xml | FIX 4.0 | 138 | 27 |
| FIX41.xml | FIX 4.1 | 206 | 28 |
| FIX42.xml | FIX 4.2 | 405 | 46 |
| FIX43.xml | FIX 4.3 | 635 | 68 |
| FIX44.xml | FIX 4.4 | 912 | 93 |
| FIX50.xml | FIX 5.0 | 1,090 | 93 |
| FIX50SP1.xml | FIX 5.0 SP1 | 1,373 | 105 |
| FIX50SP2.xml | FIX 5.0 SP2 | 1,432 | 108 |
| FIXT11.xml | FIXT 1.1 | 74 | 7 |
Counts and provenance are generated from the project-pinned dictionary inputs. Custom counterparty dictionaries still require assessment and conformance testing.
Typed FIX surface
Common order, execution and market-data messages.
The generated binding inventory tracks typed builders or views for 17 message families on all six flavors.
D · F · G · H
NewOrderSingle, cancel, cancel/replace and order-status request.
8 · 9 · 3 · j · Q
ExecutionReport, cancel reject, session reject, business reject and DontKnowTrade.
V · W · X · Y
Requests, snapshots, incremental refreshes and request rejects.
S · f · g · h
Quotes, security status and trading-session status request/response.
Generic application-message paths cover custom message types that do not have a dedicated helper. The typed matrix records ergonomic and projection coverage, not the entire set of wire values an engine can carry.
Binary protocol tracks
FAST, SBE and FIXP are evaluated independently.
| Track | Current public scope | Boundary |
|---|---|---|
| FAST 1.1 | Template compiler, generated whole-message codecs on independent C++, Java and .NET paths, with native primitive bindings for managed/native providers. | Template-specific |
| SBE | Generated codecs, framing, shared-memory and UDP/multicast transport evidence across the established C++, Java and .NET tracks. | Schema-specific |
| FIXP | SOFH, framing, state, simulator, replay-store and local parity components on tracked surfaces. | Partial session track |
These rows describe implementation components and parity evidence. They do not claim a production-complete or venue-certified connector simply because framing and codecs exist.
Venue evidence
Captured packets are an external oracle.
LibHFT maintains generated decoder and framing slices for named exchange-protocol families and runs cross-language parity over shared byte windows. Selected paths extend through packet framing, decode, normalization, book or state application and fixed-ring publication.
Coverage includes protocol-specific slices for families such as CME MDP 3.0, Cboe PITCH/BOE, Nasdaq TotalView ITCH, IEX DEEP, NYSE XDP, Eurex EOBI, B3 Binary UMDF, ASX NTP ITCH, MEMX MEMOIR and others.
Capture replay proves behavior against independently sourced or deterministic packet structure at a declared message boundary. It is not counterparty onboarding, exchange certification, complete order-state ownership or universal support for every message in a protocol family.
Primary standards
Keep implementation claims tied to the specification.
FIX is a family of session, application and encoding standards. Review the selected counterparty profile alongside the engine’s dictionary and conformance evidence.