QuickFIX

QuickFIX is the worlds first Open Source C++ FIX (Financial Information eXchange) engine, helping financial institutions easily integrate with each other.

QuickFIX/n is the best FIX Engine for .NET. QuickFIX/n is 100% free and open source with a liberal license. QuickFIX/n is a .NET port of QuickFIX, an open source C++ FIX engine.

The goal of QuickFIX/n is to create an open source FIX engine that feels native to C#. The (C++) QuickFIX project maintains a C# wrapper which has been used successfully in .NET for many years, but it results in code that is not idiomatic of .NET development. QuickFIX/n attempts to keep the same robustness and conformance of QuickFIX with a similar API while bringing native performance and idiomatic usage to .NET.

What is QuickFIX?

QuickFIX is an open source (BSD licensed) FIX messaging engine written in C++. It is cross-platform and runs on Windows, Mac OS X, Linux, Solaris, and FreeBSD. A variant, called QuickFIX/J, is a Java open source (also BSD licensed) implementation of the engine.

The developers also offer QuickFIX Log Viewer, designed to parse FIX messages out of a given file, even if there are other messages within, making it flexible and usable on more general log files. Commercial support for the QuickFIX engine is available from third parties.

Best FIX library for .Net (C#) is QuickFIX .You can use it for getting your requirements. If you find some bugs ,then you can post it on QuickFIX forum ,they people solve it without any cost.

Note: Stable, C++ implementation - so you've got unmanaged code to interop with.