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TT-FIX-AutoFlatten

This sample application provides the following functionality:

Available Functionality:

  • Connect to TT Fix Adapter: Last tested against TT FA 7.65
  • Capture all trades for all traders based on config file
  • Monitor P&L
  • At preconfigured Maximum Loss, flatten out all positions. If used in conjunction with credit limits this effectively locks trader out of trading for the day.

Master Branch TODO:

  • Test against latest production TT FIX Adapter
  • Refactor code to .NET standards based on QuickFix/n
  • Add QuickFix sample config file

2010 Branch contains code written to use QuickFix C++ DLL with .NET Wrapper

USE AT YOUR OWN RISK

This sample code is for demonstration purposes only and is not endorsed by Trading Technologies International, Inc.

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A sample FIX Client that monitors P&L and executes orders to flatten positions at a pre-set maximum loss.

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