QuickFIX Guide

How to start integrating sFOX's FIX API using the QuickFIX FIX Engine Library

About QuickFIX

QuickFIX Engine is an open source implementation of the FIX Protocol. To learn more, visit:

QuickFIX Enginequickfixengine.org

QuickFIX/C++

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. Compile QuickFIX/C++: cmake then make in the root directory

2. Use the stunnel Configuration below with stunnel tunnel.conf

3. 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

stunnel Configuration

tunnel.conf

socket = 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

Test Client

<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

QuickFIX/J (Java)

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

Quickfix/N (C#)

Example 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