Hope everyone's trading week went well. I've been using Python mixed with a bit of R to do my back-testing for awhile. My knowledge of the two is just at about that level of being able to strategy test. I'm about clueless on how to implement QuickFix in Python to pull MarketData and store it in a database. I have a data source who only uses fix to provide Market-data so I really don't have any other options. The documentation provided by Quickfix is a bit weak for someone like myself. I've tried to implement it, and I'm fine on the database side, its more the Quickfix Session/Messages..etc I've posted some stuff on a lot of the freelance sites and found no one capable of handling the job, and those who say they can end up not being able to half way through after missed deadlines. I was wondering if anyone on here knew someone who would be able to help me out, or where I should post? I'm willing to pay for the services, just would like to find a solution. Regards Gabe
PM me but it would be cheaper if you just bought the data or use quandl. Also depending on data rates it might be easier to do this in java or c# ... right tool for the job
The FIX protocol is basically a data model being piped through a channel. All you need to do in Python is to find some kind of API to connect to that pipe. The APIs will map the FIX data model to Python objects. The FIX protocol is well documented. Like any service, there is a notion of "login" to the service, a "session" that will limit the time of the connection for obvious usage and security reasons, and then "application" feeds, like trades management, positions query, quote data query, fundamental data etc... Basically you can run the QuickFIX engine in Java as a standalone server and use the Python QuickFix Client to connect to the QuickFix Engine. Quite simple really. Python client example to QuickFix https://github.com/tianyilai/QuickFix-python-client See the full list of applications there: http://www.quickfixengine.org/FIX44.html
Can you help me ? " SyntaxError: invalid syntax" in "QuickFix-python-client->BondsProClient.py / Application.py",How to do it ? It is python2.7 32bit Thank you ! Emai:435917892@qq.com
C# is more oriented to work with external services (via FIX or raw TCP). It is a feature of the language. Python more adopted for math and logic blocks.