Integration testing automation: case study of financial data exchange modules based on FIX-protocol

The majority of modern trading systems use FIX-protocol as a transport protocol for data services. Manual testing of trading system integration modules responsible for FIX messaging is an overly laborious process. The paper describes a complex automated testing approach for this type of integration testing, which incorporates improvements to test the documentation structure, and tackles the problem of vendors diversity, as well as the resulting functional coverage and timing estimates of the tests. The major outcome of this work is a complete and unified auto tests set with associated documentation, which sufficiently accelerates testing procedures and allows fast incorporation of new vendors and fast adaptation to changes in existing specifications.