1. A method performed by one or more computers, the method comprising: receiving, from a sending enterprise software application executing on one or more local computers, a request to send an outbound message to a destination enterprise software application executing on one or more destination computers, the request specifying a message payload and a message protocol, the message protocol specifying a message format for messages to send to an exchange system that translates messages between enterprise software applications; reading configuration data, stored by the one or more local computers, for the sending enterprise software application and the destination enterprise software application; building the outbound message at the one of more local computers, including building a message header using the configuration data and including the message header and the message payload in the outbound message; and sending the outbound message to the destination enterprise software application.