FIX with QuickFixEngine anybody?

Discussion in 'Trading Software' started by nononsense, Jul 25, 2005.

  1. Did anybody give QuickFIX a try?
    What broker(s) are you working with?
    What platform and what language are you using?
    I installed it on linux and was surprised that everything went very smoothly given the complexity of the package. I also ran the unittests with 100% success.

  2. Yes, I am a QuickFIX user, contributed pieces of code to the QuickFIX team.
    I interface directly into the exchange gateways (CME, ARCA, INET, etc), so I
    don't interface with any brokers. I had to extend a lot of the functionalities
    in QuickFIX, but the base library is fairly good.

    I wrote it on C/C++ on Windows and Linux. Most of my existing code is C,
    so I wrote an interface layer between QuickFix and my libraries.

  3. jlm890


    QuickFix is a great place to start. Each exchange likes to add a few fields specifically for them, but its not terrible. I've used it to connect to ARCA and CME. Also connected directly, not through a broker.

    Keep in mind this was just for order execution. They have different feeds for prices. The price feeds were the bigger issue as they throw a ton of prices at you - even ones you aren't interested in.

  4. nitro


    I use QF under Windows with Redsky. A couple of gottachs but not bad.

  5. We use QuickFIX as the core FIX engine in QuantStudio/QuantDeveloper automated strategy development framework,

    We provide FIX connectivity to TT X_Trader via TT FIX Adapter & QuickFIX on our end. We use QuickFIX in .NET environment on Windows. The engine works fine and our experience of working with Oren Miller is extrimely positive.

  6. PS. Well, as it was already mentioned in this thread, sometimes a better / more user friendly interface would be welcome (f.ex. programmable session settings in .NET version, etc.) but we understand that those features are driven by customer requests and it's not very easy to support Java, c++, .NET, Python, Windows and Linux at the same time. Anyhow the core is good and fits our needs.

  7. This is off topic ... But I am curious, how do you find the TT FIX Adapter, in terms
    of standard compliance, performance, etc?

    Russ Rausch and I had a long chat about a year ago, when they were
    working on it, and like their MD mechanism, it had some clear
    performance problems ...

    Just curious.

  8. nitro, good to hear aout Redsky.

    But I am curious as to your experience with Redsky, in terms of support,
    performance, etc. Do they route to NYSE now?

    Stefano, Brent, and those ex-CRT guys know what they are doing, good
    outfit. I haven't talked some of those guys for a *long* time now. They
    told me what they were doing (exposing API, going for "high-end
    retail", etc), about 2 years ago. but I haven't kept up to date.

  9. Thank you all!

  10. nitro


    They are a great firm. They do things right from the beginning technology wise and no one on the planet that I am aware of has better performance. Stef Brad and Joe are not only good guys, but are tireless in their pursuit of giving the professional retail trader the best shot at having all the edges that are traditionally reserved for pro firms or institutions from a technology standpoint.

    As far as support, I am probably not a typical customer as I don't really need a lot of hand holding (althought they may laugh at that assesment :D) but when I have needed it, there was always someone there to help me along.

    They route to all US exchanges that 99% of all traders would be interested in. They are big in the Interest Rate complex so they also have extensive capabilites to route to Cantor e-speed etc and can trade the European bonds.

    They support some foreing stocks also, but my knowledge there really begins to fade since I don't pay much attention to those markets at this point.

    I have traded US options, US stocks, US SIFs with them and their support for US exchanges and routes to ECNs is as good as just about any firm I have ever seen.

    Their programmers are first rate and because they are young in the retail brokerage space, they are good at taking suggestions and are very customer driven and are gearing up for growth.

    #10     Jul 26, 2005