Documentation for QuickFIX/C++ (with Python and Ruby)

Installation

Building

Windows

Open quickfix_vs10.sln, quickfix_vs11.sln, or quickfix_vs12.sln.

Batch build all projects. lib\quickfix.lib and lib\debug\quickfix.lib can be linked into your application. Header files are copied to the include directory.

Compile time options are controlled from the config_windows.h file in the src directory. The following options are supported:

• #define HAVE_STLPORT 1
  Compile with stlport instead of standard visual c++ STL implementation.
• #define HAVE_ODBC 1
  Compiles ODBC support into QuickFIX.
• #define HAVE_MYSQL 1
  Compiles MySQL support into QuickFIX. If you enable this option, the mysql include and library directories must be in the Visual Studio search paths.
• #define HAVE_POSTGRESQL 1
  Compiles PostgreSQL support into QuickFIX. If you enable this option, the postgres include and library directories must be in the Visual Studio search paths.
• #define HAVE_LIBXML 1
  Compile and link XML parsing code against the libxml library instead of the default MSXML3.

Linux / Solaris / FreeBSD / Mac OS X

./configure && ./make
sudo make install

You can also run configure with the --prefix= option to install to a custom location.

./configure options:

• --with-python
  Build the Python API
• --with-ruby
  Build the Ruby API
• --with-mysql
  Compile in mysql support
• --with-postgresql
  Compile in postgresql support
• --with-stlport=<base directory>
  Compile with stlport instead of standard gcc STL implementation

When using the SUNPro compiler: