[Quickfix-developers] Interface quickFIX with Visual Basic

[Jose M. <Jos...@db...>]

Hello all,
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I am writing an application that receives a stream of prices using =
quickFIX.
Based on the tradeclient sample I have created a small C++ class that =
allows me to 'subscribe' to a price feed and receive prices.  The =
problem is that the final consumer of those prices is an application =
written in Visual Basic and I am not quite sure about the best way to =
interface the two.
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I thought that one idea would be to create a COM interface for the =
tradeclient C++ class that could raise events when it received a price.  =
In this way any COM enabled language could use the component.  I was =
wondering if any of you have already done something similar already and =
could share their experience.
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Raising events in COM/C++ does not seem very easy to achieve, =
particularly when raising events on a different thread (even more =
difficult as I haven't got much experience of COM/C++ development).  I =
am not too sure either whether a COM DLL or COM EXE would be best.
=20
Regarding the threading, does anyone know how many threads quickFIX uses =
and which one it uses for calls to the FIX::Application and =
FIX::MessageCracker methods?
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I would be glad to hear other approaches to interface the C++ quickFIX =
wrapper and Visual Basic.
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Thanks
Jose

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