Re: [Quickfix-users] QuickFIX books?

[Alex M. <ale...@gm...>]

Jonathan,

I don't think there are any books or anything to help you out.

I believe that the first step is to download the quick fix engine and
get it working to construct and receive fix messages.

You'll want to read the fix specs located here to learn examples of
fix messages:
http://www.fixprotocol.org/specifications/

Unless someone has ideas of free simulation systems to interact with
then I would suggest just writing your own system to send and receive
fix messages from a fake "exchange".  You'll want to set up
sending/reveiving orders, security definitions, execution reports,
etc...

Basically, fix is very simple in some ways.  It is just sending and
receiving strings of data.

I guess if you are building your own ECN then you'll be making your
own simulated exchange.  Right?  so you can use that to match orders
and create a simulation market?  correct?

Does that make sense?

cheers,
alex

Does anyone else have any recommendations of actual free simulation
systems that he could interact with using the Quick Fix engine while
he is building his ECN?



On 8/16/07, Jonathan Kalbfeld <jon...@gm...> wrote:
> QuickFIX Documentation:
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support:
> http://www.quickfixengine.org/services.html
>
>
> Hey Where's a good place for me to get started learning how to program in
> FIX ?  I want to build my own ECN as an exercise and wanted to find out if
> it's the appropriate tool?
>
> Jonathan
>
> --
> --
> Jonathan Kalbfeld
> ThoughtWave Technologies LLC
> www.thoughtwave.com
> +1 323 620 6682
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