QuickFIX Guide
How to start integrating sFOX's FIX API using the QuickFIX FIX Engine Library
QuickFIX Engine is an open source implementation of the FIX Protocol. To learn more, visit:
QuickFIX/C++ is a FIX implementation for C++, Python, and Ruby. Follow these steps to start using sFOX's FIX API with QuickFIX/C++:
- 1.
- 2.
- 3.
Make sure to add your API key to the application (recommended to so do in code). Following these steps without adding your API Key will result in failure to connect
tunnel.confsocket = l:TCP_NODELAY=1
socket = r:TCP_NODELAY=1
sslVersionMin = TLSv1.2
sslVersionMax = TLSv1.3
debug = debug
client = yes
foreground = yes
[order]
accept = 5001
connect = fix.sfox.com:5001
sni = fix.sfox.com
<file_name>.cfg (i.e. sfox.cfg)Update the
SenderCompID to the name of your choice[DEFAULT]
ConnectionType=initiator
ReconnectInterval=60
[SESSION]
BeginString=FIX.4.4
SenderCompID=<your_sender_comp_id>
HeartBtInt=10
TargetCompID=SFOX
UseDataDictionary=N
SocketConnectPort=5001
SocketConnectHost=127.0.0.1
StartTime=00:00:00
EndTime=00:00:00
ResetOnLogon=Y
LogonTimeout=60
FileStorePath=./stores
LOGON responses will arrive after the heart beat interval, you will either need to set the heart beat interval low or set LogonTimeout > HeartBtInt
UseSNI: You must set UseSNI=Y, which is supported in >=2.3.0
stunnel is required for Java versions before 1.17Example Config
[DEFAULT]
ConnectionType=initiator
ReconnectInterval=60
[SESSION]
BeginString=FIX.4.4
SenderCompID=STG-USER-MD-01 # your assigned sender comp id
HeartBtInt=10
TargetCompID=SFOX
UseDataDictionary=N
StartTime=00:00:05
EndTime=00:00:00
StartDay=Sunday
EndDay=Sunday
ResetOnLogon=Y
LogonTimeout=60
FileStorePath=./stores
SSLEnable=Y
SocketConnectPort=5001
SocketConnectHost=fix-md.staging.sfox.com # or fix.staging.sfox.com for OE sessions
Last modified 7mo ago