Hi all, I am doing programming using the FIX protocol. I have two questions: 1. Are there sample codes for using the FIX protocol to connect to the exchange servers? 2. After I do the programming, where do I get FIX server (the other side) to test my programs? Any public/open ones, or simulators/emulators? Thanks a lot!
I think that maybe QuickFix can do what you're asking, e.g. see: http://www.quickfixengine.org/quickfix/doc/html/testing.html Just out of curiosity,what broker are you using for this? There seems to be a lot of variance in how "complete" of a FIX implementation a given broker/venue offers.
There are examples with the QuickFix and/or QuickFix/J code. Marketcetera also has some samples in their code. They use QuickFix/J last time I checked. Marketcetera used to have a public FIX server for testing. Not sure about now: http://www.marketcetera.com Also look at Trading Technologies: http://www.tradingtechnologies.com/ and MB Trading: http://www.mbtrading.com FIX implementations can vary quite significantly by broker. Suggest you pick a broker/end-point first and then code to their FIX version and implementation.
This might be a possibility: http://minifix.zapto.org/index.html Also, beware of MBTrading - they are known to have a lot of troubles with their FIX connection.
Looks very interesting. Yeah, this type of open source trading platform is exactly what I am looking for. Then I can modify on top of it, instead of reinventing the wheels. My goal is automated trading and then high frequency trading. Any other IT-savy folks want to collaborate on such project? Is marketcetera.com the best such open-source platform? I am thinking of connecting marketceter to TT, and using marketceter as order management and TT as execution engine... Any thoughts?