Re: [Quickfix-users] QuickFIX books?
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From: Alex M. <ale...@gm...> - 2007-08-16 18:56:55
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I'm not sure about that one. On 8/16/07, Jonathan Kalbfeld <jon...@gm...> wrote: > 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 > > > > ------------------------------------------------------------------------- > > > This SF.net email is sponsored by: Splunk Inc. > > > Still grepping through log files to find problems? Stop. > > > Now Search log events and configuration files using AJAX and a browser. > > > Download your FREE copy of Splunk now >> http://get.splunk.com/ > > > _______________________________________________ > > > Quickfix-users mailing list > > > Qui...@li... > > > > https://lists.sourceforge.net/lists/listinfo/quickfix-users > > > > > > > > > > > > -- > > -- > Jonathan Kalbfeld > ThoughtWave Technologies LLC > www.thoughtwave.com > +1 323 620 6682 |