Open Source FIX Client Simulator
Question:
I want test a FIX gateway for our company and was wondering if anything in opensource already exists that I can use or perhaps leverage to complete this task.
I am currently looking at QuickFix but I am not sure if it has a client that can be used against any standard FIX gateway.
Also links to any learning material that exist on this topic would be appreciated.
Answers:
QuickFIX can be used to send standard-compliant messages (with different safety-levels//use strong safety:-) to FIX servers/gateways.
quickfix has nice sample code on its site: http://www.quickfixengine.org/quickfix/doc/html/sending_messages.html
QuickFIXengine code comes with couple of examples, see examples
You probably want tradeclient for sending messages. It is a command line tool that will send FIX messages to server.
You can use the ordermatch example to start up simple FIX server which will cross orders and send ExecutionReports back to your client.
For all example applications you need to provide a config file to startup up. Just follow the instructions at quickfixengine web site, see example config file. Your client will be initiator and server acceptor.
I’ve been using those example apps heavily for testing especially the ordermatcher, I’ve updated mine to handle amend orders and separates stock/futures/options symbols and so on.
The tradeclient uses screen logger so you should see all the outgoing and incoming messages on the command line.
There is an alternative GUI tool that allows to simulate both client and server. It is called MINI FIX. One can construct messages as he/she sees or use code to talk to it and get respective response. The only downside is that it is Windows only.
I want test a FIX gateway for our company and was wondering if anything in opensource already exists that I can use or perhaps leverage to complete this task.
I am currently looking at QuickFix but I am not sure if it has a client that can be used against any standard FIX gateway.
Also links to any learning material that exist on this topic would be appreciated.
QuickFIX can be used to send standard-compliant messages (with different safety-levels//use strong safety:-) to FIX servers/gateways.
quickfix has nice sample code on its site: http://www.quickfixengine.org/quickfix/doc/html/sending_messages.html
QuickFIXengine code comes with couple of examples, see examples
You probably want tradeclient for sending messages. It is a command line tool that will send FIX messages to server.
You can use the ordermatch example to start up simple FIX server which will cross orders and send ExecutionReports back to your client.
For all example applications you need to provide a config file to startup up. Just follow the instructions at quickfixengine web site, see example config file. Your client will be initiator and server acceptor.
I’ve been using those example apps heavily for testing especially the ordermatcher, I’ve updated mine to handle amend orders and separates stock/futures/options symbols and so on.
The tradeclient uses screen logger so you should see all the outgoing and incoming messages on the command line.
There is an alternative GUI tool that allows to simulate both client and server. It is called MINI FIX. One can construct messages as he/she sees or use code to talk to it and get respective response. The only downside is that it is Windows only.