Let me preface my question with the statement that I have already done a Google search and have found very limited results, so I thought I'd post to ET. Does anyone know if there are any training/certification classes for the FIX protocol in NYC? I am a systems developer in another industry and want to get into systems development for financial institutions... and a lot job postings require knowledge of FIX. I've read books on the topic, but am looking for something more concrete to add to my resume. Any suggestions/assistance is greatly appreciated.
I wouldn't hire you if you bothered to waste money learning FIX, or even FAST FIX. Just read the docs and find some broker/exchange that lets you use it, and go for it.
I agree with LL. Get a FIX engine, connect it to another, throw some messages at it, and see the result. Learn how to connect, manage a reconnect, (re) synchronize the sequence numbers, etc.
FIX is probably less than 40% of the messaging being done. All the exchanges seem to have there own proprietary protocols which are faster than FIX.
http://www.quickfixengine.org/ go there and download the code; you'll need a decent compiler.....download MS Visual Studio 10 Beta 1 for free here http://www.microsoft.com/visualstudio/en-us/products/2010/default.mspx) or Bloodshed here (http://www.bloodshed.net/).
http://www.fixprotocol.org/specifications/ also try doing a google search for "FIX simulator" to test code against.