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From: Oren M. <ore...@ya...> - 2003-04-24 15:55:50
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Yogesh, QF has been deployed in many production scenarios. We also generally don't give names unless they volunteer (feel free to scour the mailing list for who is posting). Software vendors probably don't mind so much since I'm sure they would like the advertisement. A couple vendors off the top of my head that use QF are patsystems and Aegis Software. I don't know how many deployments Aegis has, but patssystems has several hundred deployments of various sizes. We do not provide benchmarks as performance depends so much on the environment and usage of the engine. I would suggest that you create a small prototype of what you want to do using QF and see if the numbers are satisfactory. You can also contact some of the commercial venders who are often willing to supply demos so you can conduct side by side benchmarking. Do you have a specific performance requirement? You can also feel free to post your numbers and prototype on the developers list. Very likely you will get some input on improving your numbers and could also result in patches that optimize the engine. I believe that you will find the performance to be good. It is being used by exchanges and high frequency trading shops with good results. Yogesh Shetty <yog...@ft...> wrote:Hi, We are planning to use the quickfix engine with little bit of some tweaking. Before proceeding we would like to know whether quickfix has been deployed in a production scenario, if so how well it performs ? any benchmark. We are software development firm specializing in financial industry and crafting mission critical applications. We are planning to hook this engine with our OMS. If this engine has been deployed in production scenario could u pls share us the clientele who have used this engine. Looking forward to hear from you. Regards, Yogesh Shetty Financial Technologies (India) Ltd. US Office: 505 Thornall Street, Suite 203 Edison, NJ 08837 Tel : 732-906-1928 Fax : 732-906-0183 Email : yog...@ft... Web : http:///www.ftindia.com ---------------------------------------------------------------------------- ---------------------------------------------------------------------------- The information in this E-mail (which includes any files transmitted with it) is CONFIDENTIAL and may be legally PRIVILEGED. It is intended solely for the addressee and access to this email by anyone else is unauthorized. If you have received it in error, please destroy any copies of this message, including any attachments, and delete it from your system notifying the sender immediately. Any disclosure, copying, distribution, dissemination, forwarding, printing or any action taken or omitted to be taken in reliance on it or utilising the same for any purpose other than what it is intended for, is prohibited and may be unlawful. ---------------------------------------------------------------------------- ---------------------------------------------------------------------------- ------------------------------------------------------- This sf.net email is sponsored by:ThinkGeek Welcome to geek heaven. http://thinkgeek.com/sf _______________________________________________ Quickfix-users mailing list Qui...@li... https://lists.sourceforge.net/lists/listinfo/quickfix-users --------------------------------- Do you Yahoo!? The New Yahoo! Search - Faster. Easier. Bingo. |
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From: <gar...@su...> - 2003-04-24 15:04:46
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We are not at liberty to discuss who our client list is, but our FIX engine has been in production since February of this year. Our system currently does not have a high volume requirements, so I can't really offer much in terms of benchmarks, but it has been pretty steady since we've released it. We are also using the Java libraries (and JNI). Thanks, Gary Mui Prescient Markets, Inc 914-989-3118 (W) 445 Hamilton Avenue 914-422-3693 (F) White Plains, NY 10601 Please visit us at http://www.cpmarket.com "Yogesh Shetty" <yog...@ft...> To: <qui...@li...>, Sent by: <qui...@li...>, qui...@li...ur <qui...@li...> ceforge.net cc: Subject: [Quickfix-developers] FIX Engine Usage 04/24/03 10:13 AM Please respond to yogesh.shetty Hi, We are planning to use the quickfix engine with little bit of some tweaking. Before proceeding we would like to know whether quickfix has been deployed in a production scenario, if so how well it performs ? any benchmark. We are software development firm specializing in financial industry and crafting mission critical applications. We are planning to hook this engine with our OMS. If this engine has been deployed in production scenario could u pls share us the clientele who have used this engine. Looking forward to hear from you. Regards, Yogesh Shetty Financial Technologies (India) Ltd. US Office: 505 Thornall Street, Suite 203 Edison, NJ 08837 Tel : 732-906-1928 Fax : 732-906-0183 Email : yog...@ft... Web : http:///www.ftindia.com ---------------------------------------------------------------------------- ---------------------------------------------------------------------------- The information in this E-mail (which includes any files transmitted with it) is CONFIDENTIAL and may be legally PRIVILEGED. It is intended solely for the addressee and access to this email by anyone else is unauthorized. If you have received it in error, please destroy any copies of this message, including any attachments, and delete it from your system notifying the sender immediately. Any disclosure, copying, distribution, dissemination, forwarding, printing or any action taken or omitted to be taken in reliance on it or utilising the same for any purpose other than what it is intended for, is prohibited and may be unlawful. ---------------------------------------------------------------------------- ---------------------------------------------------------------------------- ------------------------------------------------------- This sf.net email is sponsored by:ThinkGeek Welcome to geek heaven. http://thinkgeek.com/sf _______________________________________________ Quickfix-developers mailing list Qui...@li... https://lists.sourceforge.net/lists/listinfo/quickfix-developers |
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From: Yogesh S. <yog...@ft...> - 2003-04-24 14:14:41
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Hi, We are planning to use the quickfix engine with little bit of some tweaking. Before proceeding we would like to know whether quickfix has been deployed in a production scenario, if so how well it performs ? any benchmark. We are software development firm specializing in financial industry and crafting mission critical applications. We are planning to hook this engine with our OMS. If this engine has been deployed in production scenario could u pls share us the clientele who have used this engine. Looking forward to hear from you. Regards, Yogesh Shetty Financial Technologies (India) Ltd. US Office: 505 Thornall Street, Suite 203 Edison, NJ 08837 Tel : 732-906-1928 Fax : 732-906-0183 Email : yog...@ft... Web : http:///www.ftindia.com ---------------------------------------------------------------------------- ---------------------------------------------------------------------------- The information in this E-mail (which includes any files transmitted with it) is CONFIDENTIAL and may be legally PRIVILEGED. It is intended solely for the addressee and access to this email by anyone else is unauthorized. If you have received it in error, please destroy any copies of this message, including any attachments, and delete it from your system notifying the sender immediately. Any disclosure, copying, distribution, dissemination, forwarding, printing or any action taken or omitted to be taken in reliance on it or utilising the same for any purpose other than what it is intended for, is prohibited and may be unlawful. ---------------------------------------------------------------------------- ---------------------------------------------------------------------------- |
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From: Oren M. <ore...@ya...> - 2003-04-08 16:28:00
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Carlos Yee just informed me that the 1.4.1 release package is missing the .NET code. I did the release this time using the Windows XP zip tool instead of winzip. Shame on me, I did not validate the package. It looks like the XP tool ignores directories that start with a "." I've re-released the zip package using winzip. It may take a little time for the new file to propogate to all the mirrors. If you are not using .NET, you need not concern yourself with this. --oren --------------------------------- Do you Yahoo!? Yahoo! Tax Center - File online, calculators, forms, and more |
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From: Oren M. <ore...@ya...> - 2003-04-07 20:02:36
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QuickFIX 1.4.1 is now available here: http://quickfix.thoughtworks.com/download.html release notes are here: http://sourceforge.net/project/shownotes.php?release_id=151463 Mostly bug fixes and compilation fixes. If you has trouble getting 1.4.0 working, this one probably addresses your problem. Also a fix for repeating groups is in this version. Experimental feature for displaying C++ call stack after a crash can also be optionally enabled. This adds overhead and should be enabled if you are experiencing a strange crash and need to know where it is happening. If your system provides you with a coredump, you should compile with -g instead of using this feature. Most of the patches for this version came from various contributors. CONTRIBUTORS and THANKS files have been added to the repository, acknowleding people who have helped the project. It isn't complete yet and I know I'm missing several of you. __________________________________________________ Do you Yahoo!? Yahoo! Tax Center - File online, calculators, forms, and more http://tax.yahoo.com |
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From: Oren M. <ore...@ya...> - 2003-03-10 16:47:46
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Version 1.4.0, is now available from http://quickfix.thoughtworks.com. There were a lot of things done here, and I'm sure that some were missed even in the release notes. But this release is most important to the following people. 1) People wishing to use FIX 4.3: this is the first public release that supports this version of the protocol. 2) Anyone using the JNI/Java layer: The Java API has been further stabalized and memory leaks were tracked down and removed. Anyone use the JAVA api is strongly encouraged to upgrade. (special thanks to the guys at Aegis Software for providing test cases for these) 3) Anyone wishing to use QuickFIX through VB.NET: Namespace clashes have been resolved. Please also take note of the new XML data dictionary format. You old data dictionaries are backwards compatible, however the new format doesn't require as much redundant information. The full release notes are availble here: http://sourceforge.net/project/shownotes.php?group_id=37535&release_id=145058 On another note, March 1st was the 1st anniversary of the release of version 1.0.0. The earliest major adopters we know of have been running QuickFIX in production for 9-10 months now. Thanks to everyone who has supported this project. It's success over the past year was exceeded all expectations. --oren __________________________________________________ Do you Yahoo!? Yahoo! Tax Center - forms, calculators, tips, more http://taxes.yahoo.com/ |
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From: Asian F. <asi...@eu...> - 2003-02-03 16:15:03
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<html> <head> <title>Asian Fix Conference 2003</title> </head> <body bgcolor="White"> <table border="0" width="600" cellpadding="0" cellspacing="0"> <tr> <td colspan="2"><img src="http://www.asianfix2003.com/images/invitetop.gif" border="0"></td> </tr> <tr> <td><a href="http://www.asianfix2003.com/"><img src="http://www.asianfix2003.com/images/asianfixlogo.gif" border="0"></a></td> <td align="center"><b><font face="Arial" size="4"><font color="Navy">The Life Cycle of a Trade</font><br> <font color="Crimson"> - achieving a seamless front to back process utilising FIX and STP</font> </font></b><br> <a href="http://www.asianfix2003.com/registration.asp"><img src="http://www.asianfix2003.com/images/button.gif" border="0"></a></td> </tr> <tr> <td colspan="2"> <p><b><font face="Arial" size="2">The Asian Pacific FIX* (Financial Information eXchange) Committee will host the FIRST Asian FIX conference this March in Hong Kong. This event seeks to leverage the phenomenal success of the European FIX conferences. Where buy and sell side participants and vendor specialists, have explored the dynamic world of electronic trading and connectivity, to formulate solutions to the automated trading challenge.</font></b></p> <p><b><font face="Arial" size="2">The one-day event features a series of presentations, panel discussions, working group and interactive voting covering the general theme of the past, present and future of trading technologies and technological advancements.</font></b></p> <p><b><font face="Arial" size="2">The day will be brought to a close with a cocktail evening, giving you the opportunity to talk to everyone involved on the day. PLEASE REQUEST FOR AN INVITATION NOW!!!!</font></b></p> <p><b><font face="Arial" size="2"><i>More information is available at <a href="http://www.asianfix2003.com">www.asianfix2003.com</a>. For enquiries, please contact Barbara Law via <a href="mailto:bar...@eu...">bar...@eu...</a> or at (852) 2810 6201.</i></font></b></p> <p align="right"><a href="http://www.fixprotocol.org/"><img src="http://www.asianfix2003.com/images/fixprotocol.gif" border="0"></a> </td> </tr> </table> </body> </html> |
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From: <OM...@th...> - 2002-10-30 02:48:54
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A resource leak was discovered in 1.3.0 when using repeating groups. Thanks to Rosenthal Collins for reporting this. This leak will only manifest itself if you send or receive messages with repeating groups. 1.3.0 has been taking down and this version is being put in its place. You can also patch your 1.3.0 version by simply calling the clear() method in the FieldMap destructor. If you do not use repeating groups and do not intend to, you are o.k. with 1.3.0, but an upgrading or patching it is recommended. As always you can download here: http://quickfix.thoughtworks.com and the relase notes are here: http://sourceforge.net/project/shownotes.php?group_id=37535&release_id=119389 --oren ----- Forwarded by Oren Miller/Corporate/ThoughtWorks/US on 10/29/2002 08:41 PM ----- Oren Miller To: <qui...@li...>, 10/28/2002 10:06 <qui...@li...>, <qui...@li...> PM cc: Subject: Version 1.3.0 available Version 1.3.0, is now available from http://quickfix.thoughtworks.com. There is a lot of new stuff here, including such long awaited features as built in database support (MySQL), JAVA support under linux AND solaris, support for repeating groups in .NET and JAVA, and complete logging of messages and events with the addition of the Log interface (Screen, File, and MySQL loggers provided). The stability problems being encountered on multi-processor machines have been resolved. Simply compile QuickFIX against STLport with older versions of gcc, or upgrade to the latest 3.x.x release. Compiling with STLport has been made easy with the addition of the --with-stlport configure option. Also keep in mind that the interface for MessageStore has changed. So if you are using a custom message store, it will need to support the new interface to use this version. Full release notes are available here: http://sourceforge.net/project/shownotes.php?group_id=37535&release_id=118939 FIX 4.3 coming soon! QuickFIX/ThoughtWorks is going to have a booth at the FIA Expo in Chicago: http://www.fiafii.org/expo2002-2275.asp If you would like a free ticket, please write to us at tr...@th... --oren |
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From: <OM...@th...> - 2002-10-28 04:10:51
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Version 1.3.0, is now available from http://quickfix.thoughtworks.com. There is a lot of new stuff here, including such long awaited features as built in database support (MySQL), JAVA support under linux AND solaris, support for repeating groups in .NET and JAVA, and complete logging of messages and events with the addition of the Log interface (Screen, File, and MySQL loggers provided). The stability problems being encountered on multi-processor machines have been resolved. Simply compile QuickFIX against STLport with older versions of gcc, or upgrade to the latest 3.x.x release. Compiling with STLport has been made easy with the addition of the --with-stlport configure option. Also keep in mind that the interface for MessageStore has changed. So if you are using a custom message store, it will need to support the new interface to use this version. Full release notes are available here: http://sourceforge.net/project/shownotes.php?group_id=37535&release_id=118939 FIX 4.3 coming soon! QuickFIX/ThoughtWorks is going to have a booth at the FIA Expo in Chicago: http://www.fiafii.org/expo2002-2275.asp If you would like a free ticket, please write to us at tr...@th... --oren |
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From: <OM...@th...> - 2002-08-22 01:11:14
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Version 1.2.1, is now available from http://quickfix.thoughtworks.com. This is a minor release. Notes are below. 1.2.1 ----- config.h no longer included from Utility.h. This was causing problems when people wanted to build quickfix application without autotools. More robust detection of dropped/bad sockets. One of our users ran into a problem with this during certification with the CME. He has confirmed that it works correctly now. Closing acceptors now works in all situations. Mutex locking in session is a little smarter, making it easier to syncrhonize applications. code is now auto formatted with astyle. This makes it easier for people to contribute code without having to worry as much about conforming to coding standards. --oren |
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From: <OM...@th...> - 2002-08-08 19:32:50
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Version 1.2.0, is now available from http://quickfix.thoughtworks.com. The biggest addition to this version is that we now have a .NET API. Also the documentation now covers how to write applications in java and .NET (using C# for examples). Release notes are below. 1.2.0 ----- First release of .NET API for QuickFIX. The API is mostly a direct port of the JAVA API, future versions well attempt to refine this API to use more .NET specific constructs. QuickFIX applications can now be written in C# or VB.NET or any other CLR language. Documentation covers all API's, C++, Java, and .NET New example application executor. Executor example is implemented in C++, Java and C# for side by side comparison. Fixed bug where the session time range was not calculated correctly when minutes or seconds were involved. (.i.e., is that start time was set to 12:30:00, the 30 would cause problems, wheras 12:00:00 would be fine). Resend requests with EndSeqNo set to 0 (>=FIX 4.2) or 999999 (<=FIX 4.1) are now supported. Possible duplicate messages with a sequence number that is too low will no longer be forwarded to the application callback. FIX Specification parser modified so it will now capture some fields that it was missing. The FIX42.xml file in particular is more complete. Made Java API more consistant with C++ API. --oren |
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From: <OM...@th...> - 2002-07-12 18:44:36
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Version 1.1.1, is now available from http://quickfix.thoughtworks.com. As always release notes are below. RELEASE NOTES ________________ 1.1.1 ----- Fixed memory leak caused by copying repeating groups. Added acceptance tests for FIX 4.0 and 4.1 When new fields are added to the header or trailer portion of the XML data dictionary, QuickFIX will now handle them appropriately. Header fields, not just body fields, can now be added to messages passing through toApp and toAdmin callbacks New setting CheckLatency and MaxLatency are available for session configuration. CheckLatency defaults to Y and determines if a session will check if a message looks too old to process. MaxLatency defaults to 120 and is the maximum number of seconds a message can be out of date and still be considered good. New setting ValidateFieldsOutOfOrder is available for session configuration. Sets whether or not header and body fields can be out of order. Useful for connecting to systems that don't properly sort their fields. New setting LogonTimeout is availbale for session configuration. Number of seconds QuickFIX will wait to receive a logon response. Defaults to 10. Another fix put in to allow string based enumeration to be properly validated. RefMsgType field no longer added to reject messages in versions earlier thatn 4.2 SequenceReset messages are now appropriately send with OrigSendingTime field. RejectLogon, DoNotSend and UnsupportedMessageType exceptions added to JAVA interface. New settings ResetOnLogout and ResetOnDisconnect will reset sequence numbers when a session is respectively normally or abnormally terminated. <string> is included from Exceptions.h, which makes QF compilable with STLPort. --oren |
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From: <OM...@th...> - 2002-06-13 00:13:52
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This announcement was already made on quickfix-developers, this is a forward for the quickfix-users and quickfix-announce lists. Version 1.1.0, our first really major release since 1.0.0, is now available from http://quickfix.thoughtworks.com. Thank you to everyone who provided feedback, and submitted patches. This version has major new functionality, bug fixes, more compliance fixes, and performance enhancements. The release notes are posted below, but first a couple words for people planning on upgrading. First of all, this release is most important for people who plan on doing a lot of throughput and maintain many sessions. The new filestore is much more efficient memory wise, and the addition of the ThreadedSocketInitiator and ThreadedSocketAcceptor provide much better performance and scalability. When upgrading, please keep in mind the following: - QuickFIX now uses libxml2. The folks at libxml has requested all new projects stop using libxml1 and we are complying with this. You will need libxml2 installed to build newer versions. - The signitures for toApp and toAdmin in the Application interface has changed. Your applications will need to reflect this change to compile. The message class is no longer const, this allows you to add fields to a message before it is sent out. Ideal for adding additional fields to messages like Logons and such. - FileStore has been rewritten. As a result, the file format has changed. You should not mix QuickFIX logs from earlier versions with 1.1.0. - PosDup message are now passed to the application callbacks. You will now need to have your application verify whether it wants to process a particular message that may be a duplicate. Other than that, here are the release notes. Please provide everyone with feedback about this version on this list. RELEASE NOTES ________________ 1.1.0 ----- Added support for messages with repeating groups. Added ThreadedSocketInitiator and ThreadedSocketAcceptor. Each session has it own thread for listening on a socket and one for processing messages. The signature for toApp and toAdmin have changed from ( const Message&, const SessionID& ) to ( Message&, const SessionID& ). This allows applications to add fields to messages before they are sent out. Particularly useful for administrative messages that need fields that arn't added by default. Filestore is much more memory efficient. Only file offsets are stored in memory and messages are retreived on in as needed basis. This keeps memory use way down and also is a little faster for normal operations. On Linux and Solaris upgraded from libxml to libxml2. It is recomended by the libxml guys that all new applications use libxml2. configure will verify that libxml is installed on a system and automatically add the necessary command line parameters. Possible duplicate messages are now passed to the fromAdmin and fromApp application callbacks. Applications must now check for this field and determine how possible duplicate messages should be handled. Values.h correctly generated enumerations for fields of type INT. Validation works with STRING enumerations, not just CHAR and INT. Sockets are now properly closed if a connection fails. This fixes a leak in socket resources that appeared after a large number of reconnect attempts. RefTagID, RefMsgType are no longer added to reject message in versions of FIX 4.1 and earlier. BusinessMessageReject no longer used in FIX versions 4.1 and earlier. Improved DataDictionary generation. More enumerations are listed. --oren |
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From: <OM...@th...> - 2002-03-29 22:42:09
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QuickFIX 1.0.4 is now available from http://quickfix.sourceforge.net on the download page. This version contains some fixes as well as a new feature so it is worth upgrading. This one should also behave a lot nicer with the Visual Studio 6 IDE. The full release notes are included below. --Oren Miller, ThoughtWorks 1.0.4 ----- Fixed bug in FileStore where .session file was overwritten on reload. SocketInitiator now supports multiple alternate host and ports which allows QuickFIX to take advantage of systems with failover servers. Custom build step under windows is now compatible with Visual Studio 7. Changed fields from template instantiated classes to standard classes in order to stop Visual Studio 6 from crashing while in auto-complete mode. Changed char pointer comparison operators for StringField to friend functions so left hand side comparisons can be done such as "value" == senderCompID. Began implementation of repeating groups. 1.0.3 ----- Added unit testing framework to ordermatch Fixed bug in ordermatch where executing a partailly filled order resulted in the order being left open with a negative ammount. Added commands to standard input for ordermatch to list available symbols and for displaying a book. Began implementation of C API. Added target field to order table in banzai. Banzai can now properly handle receiving executions from multiple targets 1.0.2 ----- Fixed an incorrect number 84600 in FieldTypes.h with the constant UTC_DAY which is the correct 86400 1.0.1 ----- Several classes deriving from FIX::Application had different throw specifiers than the base class. This caused compilation errors with some compilers. This has been corrected. FAQ has been updated. |
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From: <OM...@th...> - 2002-03-04 23:27:40
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For anyone on the list who hasn't been sent an invitation, quickfix is having a release party/developer meeting at it's Chicago headquarters to celebrate our release of QuickFIX version 1.0.0. Anyone who has an interest in implementing QuickFIX or learning more about QuickFIX, this is the best way to do it. Please RSVP if you are interested in attending. XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX You are cordially invited to attend the official QuickFIX 1.0 release party! Thoughtworks Inc. in conjunction with Connamara Systems has spent the last few months working on the development of QuickFIX 1.0, an open source C++ FIX engine for Windows and Linux. We are extending a special invitation to a handful of individuals in the Chicago area to come to a developer meeting and learn about the QuickFIX product. This is going to be a developer specific meeting where we will be going through the architecture, our testing framework, our build process and current features. For those of you who attended the last meeting, there will be a lot more new information pertaining to the latest release. The session will conclude with a Q&A session and an opportunity for those interested to be involved in the evolution of the QuickFIX product. You can see the latest at http://quickfix.sourceforge.net. The details... Who: The QuickFIX technical team and a number of other interested parties. When: Thursday, March 7, 2002 6:00pm - 8:00pm Where: Thoughtworks Inc. 651 W. Washington Blvd; Suite 600 Chicago, IL 60661 What: Technical overview of the QuickFIX testing and development effort. Cocktails and hors d'oeuvres will be served Please RSVP by 5:00 pm on Wednesday, March 6 if you will be attending. If you have any questions feel free to contact me or Heather Neely at (312) 373-8689. Thanks and we hope to see you there. XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX |
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From: <OM...@th...> - 2002-02-07 20:51:40
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Thoughtworks is pleased to announce version 0.9.0 of QuickFIX, the open source FIX engine for Windows, Linux and now *Solaris* is available for download at http://quickfix.sourceforge.net This is the final major pre release of QuickFIX before version 1.0.0. For the pre-release versions we are not publishing all of the changes, however here are some of the major enhancements we have made to the product: Solaris support, QuickFIX now builds and runs under the Solaris operating system. We have verified that the port was smooth by running the same automated test suite against our Solaris build that we run against our Linux and Windows builds. The port was very quick and easy and we expect other ports to be just as painless. Archipelago certification, QuickFIX has been certified on all levels for production use on their systems. The certifications we received are in all categories including Session Level Tests, Orderflow Tests, Cancel Tests, Cancel Replace Tests - Quantity, Cancel Replace Tests - Price, and the more advanced Optional Orderflow Tests. We have certified for both the Archipelago ECN and the Archipelago Exchange for FIX versions 4.0 and 4.1 More tests, More tests have been added to both the code based unit tests and the FIX functionality tests. Most of these functionality tests are designed according to the fix protocol defined behaviors document. Running these tests on your system will verify that your build is good. You should only continue to use QuickFIX if *all* these tests pass on your system. Otherwise you may have undefined behavior. User Documentation, A full set of documentation is included with QuickFIX that gives step by step instructions on installing, setting up a project, building and application, and configuring QuickFIX. There is also class documentation with comments for the entire object model. Example programs, Two example programs are included with this version of QuickFIX. One application is a simple sell side OMS that will accept order messages and match limit orders from counter parties. Execution reports will be sent when two orders are matched. A buy side console based buy side trading client is also provided that allows a user to send orders to a FIX destination. We are also working on supplying a JNI interface and a sample GUI application. Version 1.0.0 will be released in about a week and at this point will mostly be affected by the feedback we receive. -- Oren Miller ThoughtWorks om...@th... |
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