Analyzing FIX transactions
The Financial Information eXchange (FIX) protocol is an electronic communications protocol used for international real-time exchange of information related to the securities transactions and markets.
If you need visibility into the FIX protocol you must be able to see and use the raw packet data in the area above the header. The GigaStor probe provides you access to it.
Use the FIX Analysis tab in the GigaStor Control Panel to highlight only FIX data and to select of the timeframe in question. The capability to filter on a trade by order ID for further analysis or to validate a specific transaction can be accomplished from this point. Use the filtering available in the GigaStor Control Panel to identify specific issues with a FIX transaction. And, finally, graph a response time graph for those transactions.
Outside of the GigaStor Control Panel, these other areas may be valuable for you when you are analyzing FIX transactions:
Decode and Analysis in Observer—Allows you to decode and analyze the raw FIX information and presents it in an easy to read format. In the Decode and Analysis tab you can use filters and do post-capture analysis on specific FIX transactions that have issues.
Application Transaction Analysis in Observer—Examines all transactions related to FIX even those beyond layer 4 into the application layer. Information about the transactions of applications for each request and the type of request are tracked. View a graph of response time and application error conditions or request and response results. ATA performs in-depth application analysis of each request or type of request by examining important information within the payload. This information typically involves massive amounts of data often best viewed in graphical format to more easily spot trends or patterns.
Baseline and trending reports in Observer or Observer Reporting Server—Using Application Transaction Analysis you can create reports on all FIX statistics for capacity planning. If you have numerous probes from which you want FIX transactions aggregated and analyzed, then use Observer Reporting Server (sold separately).