[Quickfix-users] Moving from Non FIX to FIX based solution

[Hanan H. <han...@gm...>]

Hi All,

First about myself:
My name is Hanan Harush, i have 8 years experience in project management/
software development.

I have implemented an automated trading system for NYSE/NASDAQ.
Both the quotes and the order sending and order status where implemented
using an ActiveX API through an existing Desktop trading application.

My current systems main components:

   - Quotes Source - reads quotes and update the DB server.
   - DB server - holds the quotes as well as other additional
   configuration.
   - Automated system 1 - Reads quotes from the DB server, calculate ,
   sends trading orders
   - Automated system 2 - Reads quotes from the DB server, calculate ,
   sends trading orders
   - Automated system 3 - Reads quotes from the DB server, calculate ,
   sends trading orders

(*)  requires desktop application installation/license.

Now that the automated system is stable i would like to move to FIX based
solution for both Quotes ( Level II ) and Order Sending/Status.

I have read the docs/examples and also downloaded and compiled quickfix.

And to the questions:

   1.  What are the alternatives for FIX based configuration for the
   orders sending/Status ( i am a bit confused regarding the initiator/acceptor
   roles)  ?
   2. What is the configuration for FIX based solution to Level II Quotes
   ?


Any help will be appreciated.

Best Regards,
Hanan Harush