This sample application provides the following 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.