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
Hot Spot
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.
Arbitrage Info
EES exclusive: Guide to FX Arbitrage (2 parts)
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