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 Post subject: Engine Fix
PostPosted: Tue Sep 25, 2012 11:39 pm 
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Joined: Sun Mar 25, 2012 2:01 am
Posts: 30
Hello,

It's possible (and easy) stay in OpenQuant but changed the fix engine... go of Quickfix/N to another more fast ?!

Regards.


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 Post subject: Re: Engine Fix
PostPosted: Wed Sep 26, 2012 7:51 am 
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Joined: Tue Aug 05, 2003 3:43 pm
Posts: 6769
Hi,

you should develop a custom provider in this case, though it should be relatively easy if you have some programming experience. There is TT FIX provider example with full source code included in OQ installation. You can take a look and see what it would take to change the engine.

Regards,
Anton


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