Thread: [Quickfix-users] QuickFIX books?
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From: Jonathan K. <jon...@gm...> - 2007-08-16 05:13:58
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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 |
From: Alex M. <ale...@gm...> - 2007-08-16 18:13:23
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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 > > |
From: Jonathan K. <jon...@gm...> - 2007-08-16 18:37:13
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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 |
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 |