QuickFIX Guide
How to start integrating sFOX's FIX API using the QuickFIX FIX Engine Library
Last updated
How to start integrating sFOX's FIX API using the QuickFIX FIX Engine Library
Last updated
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++:
Compile QuickFIX/C++: cmake then make in the root directory
Use the stunnel Configuration below with stunnel tunnel.conf
Run the Test Client ./bin/tradeclient <file_name>.cfg
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.conf
<file_name>.cfg (i.e. sfox.cfg)
Update the SenderCompID to the name of your choice
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 1.17
Example Config