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Editorial Team
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Asked: 2026-05-31T11:49:03+00:00

I’m new to the Fix protocol and I’ve been trying to find a way

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I’m new to the Fix protocol and I’ve been trying to find a way to implement it into c++ files starting from a XML description file. So by searching on the net they recommended me with Quickfix, what I really want to know is what do we should call QuickFix? A library or a standard or what exactly?

But my main problem is that lately I downloaded the Quickfix package then I couldn’t integrate it into my c++ project even with the QuickFix documentation ( which was vague by the way !) so can someone please describe to me exactly step by step how to configure QuickFix with My Visual c++ project and how can I eventually write this code to parse my XML file:

#include "Application.h"
#include "quickfix/Session.h"
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  1. Editorial Team

    Quickfix doesn’t understand XML or parses XML, except for the message bank config file which is in XML. It only deals in FIX formatted strings. You have to use a XML parser i.e. xerces, libxml++ to extract your data in the XML file and then construct a FIX message using the Quickfix library and send wherever you want to.

    Fiximate is a more user friendly place to check your FIX messages for correctness. There are examples in the Quickfix library to test an application, and you would need a config file to run it, examples are provided on the Quickfix website.

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