Where do I find FIX server so I can test my FIX program?

[mizhael]

Hi all,

I am doing programming using the FIX protocol.

I have two questions:

1. Are there sample codes for using the FIX protocol to connect to the exchange servers?

2. After I do the programming, where do I get FIX server (the other side) to test my programs? Any public/open ones, or simulators/emulators?

Thanks a lot!

 

[Occam]

I think that maybe QuickFix can do what you're asking, e.g. see:

http://www.quickfixengine.org/quickfix/doc/html/testing.html

Just out of curiosity,what broker are you using for this? There seems to be a lot of variance in how "complete" of a FIX implementation a given broker/venue offers.

 

[byteme]

Quote from mizhael:

I am doing programming using the FIX protocol.

There are examples with the QuickFix and/or QuickFix/J code.

Marketcetera also has some samples in their code. They use QuickFix/J last time I checked.

Marketcetera used to have a public FIX server for testing. Not sure about now:
http://www.marketcetera.com

Also look at Trading Technologies:
http://www.tradingtechnologies.com/

and MB Trading:
http://www.mbtrading.com

FIX implementations can vary quite significantly by broker. Suggest you pick a broker/end-point first and then code to their FIX version and implementation.

 

[BlackMage]

This might be a possibility:

http://minifix.zapto.org/index.html

Also, beware of MBTrading - they are known to have a lot of troubles with their FIX connection.

 

[mizhael]

Quote from Occam:

I think that maybe QuickFix can do what you're asking, e.g. see:

http://www.quickfixengine.org/quickfix/doc/html/testing.html

Just out of curiosity,what broker are you using for this? There seems to be a lot of variance in how "complete" of a FIX implementation a given broker/venue offers.

Thanks. I am doing that using TT.

Any potential traps?

 

[mizhael]

Quote from byteme:

There are examples with the QuickFix and/or QuickFix/J code.

Marketcetera also has some samples in their code. They use QuickFix/J last time I checked.

Marketcetera used to have a public FIX server for testing. Not sure about now:
http://www.marketcetera.com

Also look at Trading Technologies:
http://www.tradingtechnologies.com/

and MB Trading:
http://www.mbtrading.com

FIX implementations can vary quite significantly by broker. Suggest you pick a broker/end-point first and then code to their FIX version and implementation.

Looks very interesting.

Yeah, this type of open source trading platform is exactly what I am looking for. Then I can modify on top of it, instead of reinventing the wheels. My goal is automated trading and then high frequency trading.

Any other IT-savy folks want to collaborate on such project?

Is marketcetera.com the best such open-source platform?

I am thinking of connecting marketceter to TT, and using marketceter as order management and TT as execution engine...

Any thoughts?