The Financial Information eXchange (FIX) protocol is an electronic communications protocol initiated in 1992 for international real-time exchange of information related to the securities transactions and markets. With trillions of dollars traded annually on the NASDAQ alone, financial service entities are investing heavily in optimizing electronic trading and employing direct market access (DMA) to increase their speed to financial markets. Managing the delivery of trading applications and keeping latency low increasingly requires an understanding of the FIX protocol.  See more on Wikipedia

http://www.fixtradingcommunity.org/ The official FIX website

FIX Documentation

FIX-5.0_VOL-7 – FIX API

FIXSession – Description of FIX Session

Fix Engines

http://www.quickfixengine.org/ The free open source FIX engine

Online documentation for QuickFIX.
Online documentation for QuickFIX/J.
Online documentation for QuickFIX/N.
Online documentation for QuickFIX Log Viewer [PDF].

QuickFIX/J for Native Java

QuickFIX/N for Native .NET

Broker Specific FIX

Dukascopy

FIX API :: Dukascopy Bank SA 

DukascopyFIXAPI.3.5.7

DUKAFIX44.xml

Hot Spot

HotSpotFIX_BookFeed_Spec

DB

Deutsche Bank’s API can be integrated into a wide variety of applications such as external client facing solutions, internal platforms, proprietary algorithms and corporate hedging engines.

FXCM

Fin FX FIX API

Arbitrage Info

EES exclusive: Guide to FX Arbitrage (2 parts)

EES Forex Arbitrage

A practical guide to FX Arbitrage 2


fenn fx arbitrage THE MIRAGE OF TRIANGULAR ARBITRAGE  IN THE SPOT FOREIGN EXCHANGE MARKET (Oxford, 2009)

exploitable arbitrage Marshall Sept 13 – Exploitable arbitrage opportunities in Forex

BIS mktc05 – BIS Study High Frequency Trading in the Forex market

EES High Frequency Trading and Market Stability – How does high frequency trading affect market stability