run quickfix engine

Question

Hello, I'm trying to get started with c++ quickfix engine. I downloaded the project (VS2010 version). The documentation is rather poor, so my understanding is that the project quickfix_vs10 is the actual library and the other projects that I would need to run are example_ordermatch_vs10, the executor_cpp_vs10 and the example_tradeclient_vs10.

so, my assumption is that it would go from client -> ordermatch ->executor. The main problem I'm having right now is that each of those projects is looking for a "file". The usage says: **

std::cout << "usage: " << argv[ 0 ] << " FILE." << std::endl; return 0;

**

Where do I get this file from?

Answer 1

It is the quickfix config file. Here is a sample file for an initiator. Go through this configuration for quickfix. You have to set the same for the executor with connectiontype as an acceptor. You can modify the default values I have given to your liking.

[DEFAULT]
ConnectionType=initiator
ReconnectInterval=60
SenderCompID=ABCD1
HeartBtInt=20
SocketConnectHost=localhost
SocketConnectPort=8888
ResetOnLogon=Y
ResetOnLogout=Y
ResetOnDisconnect=Y
ReconnectInterval=50
FileLogPath=C:\Log

# session definition
[SESSION]
# inherit ConnectionType, ReconnectInterval and SenderCompID from default
BeginString=FIXT.1.1
DefaultApplVerID=FIX.5.0SP2
TransportDataDictionary=C:\FIXT11.xml
AppDataDictionary=C:\FIX50SP2.xml
StartTime=07:15:00
EndTime=18:00:00
TargetCompID=PLUS
FileStorePath=C:\Log