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

Working With Messages

Example Applications

QuickFIX comes with several example applications in the quickfix/examples directory.

ordermatch is a C++ server that will match and execute limit orders.

tradeclient is a little C++ console based trading client.

banzai is a Java GUI based trading client.

executor is a server that fills every limit order it receives. Executor has been implemented in C++, Python and Ruby.