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PostPosted: Thu Jul 03, 2008 7:39 am 
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Joined: Thu Jul 03, 2008 7:11 am
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I'd like to connect to a broker who has a FIX interface. Does OpenQuant support QuickFIX out of the box? Do I need to tweak the TT_FIX example? How much variety is there in FIX implementations?

I'm excited but I want to get an idea of how much of a hassle this will be.


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PostPosted: Thu Jul 03, 2008 11:52 am 
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Joined: Thu Jul 17, 2003 10:39 am
Posts: 1478
Hi,

TT FIX protocol is a very close to standard version of the FIX, but has small difference in message dictionary.
OpenQuant installation contains the sample of TT FIX adapter(source code) which communicates with the server side using QuickFix engine.

Regards,
Alex

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SmartQuant Development Team


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