Re: [Quickfix-users] QuickFIX books?

[Jonathan K. <jon...@gm...>]

Okay, and the other question is -- Is there a mechanism for tracking
holdings?  Or does QuickFIX simply handle order settlement and it is up to
me to write a mechanism for tracking who has what?

Jonathan

On 8/16/07, Alex McFerron <ale...@gm...> wrote:
>
> 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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>



-- 
--
Jonathan Kalbfeld
ThoughtWave Technologies LLC
www.thoughtwave.com
+1 323 620 6682