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...
Dear All, I spent a substantial amount of time looking for examples or descriptions of how to implement order execution methodology that will support stop losses and take profits through FIX Protocol. I assume that I will have to generate three orders, the main one, the SL one and the TP one. I also assume that I will have to issue th...
I can develop with either C or Java. What implementation is most stable for production use? What implementation is most actively developed? ...
I'm using QuickFIX and C# to create a FIX acceptor (server). I want the client (the FIX initiator) to logon using a username and password. However, I'm not sure how I can do that in QuickFIX. By debugging into the QuickFIX source code I have discovered the following sequence of events: QuickFIX will call Session::verify to verify the ...
I am trying to figure out if quickfix supports fpml. I am guessing not , since i could not tell by googling. ...
Hi all, I am writing a FIX buyside GUI based on quickfixj. Although the performance is not an issue to a GUI, I am thinking of migrating the quickfixj from Mina to Netty as I would like to develop it to a buyside engine. The performance of quickfixj is not satisfied with me. It is heard that Netty is better than Mina on performance. Doe...
Hello guys. I have a method which receives a parameter of base type and performs some pre-processing depending on actual parameter type. Here is my code: public void OnMessageReceived(QuickFix42.Message message) { if (message is QuickFix42.ExecutionReport) { ProcessExecutionReport(message as QuickFix42.ExecutionReport);...
My situation is: A c++ program needs to talk with a Java program using FIX protocol. My solution: - Messaging: C++ program publishes a text in FIX format which Java progrma can consume and parse with quickfix/j. - Socket: Setup a FIX server in Java program, then C++ program as a client can connect to this socket and write byte stream...
I am using quickfix 1.13.3 recompiled with ODBC and I have a strange behavior on my acceptors (two acceptors on different machines sharing the same ODBC database and enabled for hot failover). My daily session is setup with: RefreshOnLogon=Y StartTime=00:02:00 EndTime=23:58:00 PersistMessages=Y and the necessary Odbc Settings. At 23...
Hi all, I use quickFixEngine and want to use ConfigurationSection for all the engion setting instead the setting.txt file. however I am not sure how to Initialize the SessionSettings with the setting. I created a "SessionConfiguration" with all the needed properties. After loading the section I try to convert it to Stream and call Quic...