Skip to content
Lee Laswell edited this page Jul 2, 2013 · 2 revisions

Welcome to the FIX_mini wiki!

I created this bit of code because I have had several friends that would like to see a minimal FIX implementation. Quickfix is so big and complicated that it isn't really quick--certainly not minimal.

The meat of the code is in FIX_interface.cpp. To test this code, you need a test server ( please don't start live! ). You need to provide the relevant IP adddress, port, account, senderCOMPID and targetCompID in order to use it. The test code is in cli.cpp ( that's where you need to set the above values ). This can be built using SConstruct. Then run using cli.

The 'ct' command connects to the server.

It's pretty self explanatory from there. You can send new orders (n), cancel them (c) and (cr) to cancel/replace. 'ca' cancels all orders and 'l' lists outstanding orders. Just type a command with no params to get the usage.

Clone this wiki locally