Well... Previously, we've been using a broker provided API to execute our trades and I've got experience with coding Java/.NET APIs. Fortunately, we've been doing well and rose up to an occassion where we can execute our trades directly with banks and FCMs. In order to do so, our firm is required to use the FIX protocol to communicate with banks. Due to our IT team being, non-English speakers and pretty much a newbie in Network / Socket programming. I'm taking sometime off of trading (system development / monitering) to implement the FIX into our system from scratch. I've been using QuickFIX and have been doing well, currently got the Initiator working with the bank's computer. Now... I have a few questions: I've got the networks connected... what should I watch out for in the future? We use a simple OMS provided by the QuickFix for testing. What should I watch out for? When I connect my actual trading models to the FIX, what should I watch out for? ... Basically, I'd like to hear any problems and/or struggles that you guys had when implementing FIX.