Open Source FIX Client Simulator

c++ python quickfix fix-protocol
anijhaw picture anijhaw · Mar 5, 2010 · Viewed 11.4k times · Source

I want test a FIX gateway for our company and was wondering if anything in opensource already exists that I can use or perhaps leverage to complete this task.

I am currently looking at QuickFix but I am not sure if it has a client that can be use against any standard FIX gateway.

Also links to any learning material that exist on this topic would be appreciated.

Thanks

Answer

stefanB picture stefanB · Mar 10, 2010

QuickFIXengine code comes with couple of examples, see http://www.quickfixengine.org/quickfix/doc/html/examples.html

You probably want tradeclient for sending messages. It is a command line tool that will send FIX messages to server.

You can use the ordermatch example to start up simple FIX server which will cross orders and send ExecutionReports back to your client.

For all example applications you need to provide a config file to startup up. Just follow the instructions at quickfixengine web site, see example config file. Your client will be initiator and server acceptor.

I've been using those example apps heavily for testing especially the ordermatcher, I've updated mine to handle amend orders and separates stock/futures/options symbols and so on.

The tradeclient uses screen logger so you should see all the outgoing and incoming messages on the command line.

Related questions

Calling C/C++ from Python?

What would be the quickest way to construct a Python binding to a C or C++ library? (I am using Windows if this matters.)

Read More
Convert Python program to C/C++ code?

is it possible to convert a Python program to C/C++? I need to implement a couple of algorithms, and I'm not sure if the performance gap is big enough to justify all the pain I'd go through when doing …

Read More
Why is reading lines from stdin much slower in C++ than Python?

I wanted to compare reading lines of string input from stdin using Python and C++ and was shocked to see my C++ code run an order of magnitude slower than the equivalent Python code. Since my C++ is rusty and …

Read More