{{Quickfixn}} FIX Beginner

Wed Jun 17 13:20:47 PDT 2015

Thanks for the advice 

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From:"Grant Birchmeier" <gbirchmeier at connamara.com>
Date:Wed, Jun 17, 2015 at 4:19 PM
Subject:Re: {{Quickfixn}} FIX Beginner

So you have some kind of existing C# application that pushes fix messages to your FTP drop?

Sounds like QF will work nicely for you!

You need to augment your existing app to create an initiator that's configured to connect to AIM.  It'll have code that looks pretty similar to that which is in the TradeClient example's Main function.

Your first step should be try to get your app's initiator and the AIM acceptor to exchange heartbeats.  Make sure you refer to AIM's FIX documentation!  No two FIX acceptors are alike!

On Wed, Jun 17, 2015 at 2:57 PM, Elie El-Tawil <eetawil at yahoo.com> wrote:

AIM is an OMS (orde management system) for the front office and today we drop fix messages on an ftp site where this tool processes them. Basically i want to bypass the ftp and send the message directly to the OMS by creating a session with it (AIM would be my acceptor)

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From:"Grant Birchmeier" <gbirchmeier at connamara.com>
Date:Wed, Jun 17, 2015 at 3:41 PM
Subject:Re: {{Quickfixn}} FIX Beginner

I don't know what Bloomberg AIM is.  Is that your application that you have the source code to?

QF helps you build applications.  It does not provide a FIX tunnel or other IPC-style way of duct-taping FIX functionality to existing applications.

So if AIM is an app you are maintaining, then you will probably want to create an Initiator inside that app and integrate the callbacks into your app's existing functionality somehow.  For reference, look at the example apps' Main function.

If AIM is *not* your app, then that requires information that I do not have.

On Wed, Jun 17, 2015 at 10:57 AM, Elie El-Tawil <eetawil at yahoo.com> wrote:

There is still one thing that I don't get...if I do the initiator and acceptor as per the example then how does that communicate (the acceptor) to my application (in my case bloomberg AIM)...

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On Wednesday, June 17, 2015 10:16 AM, Grant Birchmeier <gbirchmeier at connamara.com> wrote:

Or you could just start with the Example apps, which is what I would recommend.

On Wed, Jun 17, 2015 at 8:18 AM, Huw Jenkins <thedreamer2000 at hotmail.com> wrote:

Hello,

There's a basic getting started tutorial on codeproject. However, this does
refer to the quickfix c++ wrapper as opposed to the pure .net implementation
of quickfix (Quickfix/n).

http://www.codeproject.com/Articles/145174/Fix-Message-Implementation-using-
QuickFix

However, the only differences required to get it working with the pure .net
quickfix implementation is that instead of having to reference the two DLLs
mentioned in the article (quickfix_net.dll and quickfix_net.message.dll) you
only need to reference the single quickfix.dll that is part of the download.

The only other differences are relatively minor in that it follows c# idioms
(ie interfaces all start with I, methods and properties are all camel cased
(that is OnMessage as opposed to onMessage)).
The list of differences between the .net c++ wrapper for quickfix and the
pure .net implementation can be found here:

http://www.quickfixn.org/tutorial/compatibility

Beyond that there are some example applications on the quickfix/n website
itself.

http://www.quickfixn.org/tutorial/example-applications

(actually I've just found a codeproject article that seems to be an update
of the previous that just relates to the pure .net implementation

http://www.codeproject.com/Articles/448720/Implementation-of-FIX-messages-fo
r-Fix-sp-and)

anyway, hopefully that should be enough to get you started with a basic fix
client (initiator) and server (acceptor).

Cheers,

Huw

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Grant Birchmeier

Connamara Systems, LLC

Made-To-Measure Trading Solutions.

Exactly what you need. No more. No less.

http://connamara.com

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-- 

Grant Birchmeier

Connamara Systems, LLC

Made-To-Measure Trading Solutions.

Exactly what you need. No more. No less.

http://connamara.com

-- 

Grant Birchmeier

Connamara Systems, LLC

Made-To-Measure Trading Solutions.

Exactly what you need. No more. No less.

http://connamara.com

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