Imported from previous forum
Are there any good books or documents that provide an overview of programming FIX? I’m new to the protocol and would like to see some clear examples. Thanks.
[ original email was from Ryan Pierce - rpierce@taltrade.com ]
> Are there any good books or documents that provide an overview of programming FIX? I’m new to the protocol and would like to see some clear examples. Thanks.
To my knowledge, there really aren’t any FIX books. You can’t go to the nearest bookstore and buy “FIX in a Nutshell” or “FIX Protcol for Dummies”.
The FIX protocol specification itself is, obviously, the definitive source for information on FIX, but it contains next to no source code examples.
There are several presentations on the FIX web site (More Information / Presentations) that provide more of a business background for uses of FIX, and some technical information as well.
I know of at least one open-source FIX engine. But that likely will give you source code for the session and message formatting, and likely won’t provide useable code for FIX application-level processing.
Ryan,
I’ve been reading the FIX standard Word doc’s on this site, but I don’t think they are very well written in that there’re minimal examples and their rather long winded approach is confusing to someone who is new to the protocol. I do have experience with MIDI and have used TCP/IP messaging so this helps. I’d be surprised if no one on this site has composed a more user friendly technical summary on FIX…if anyone knows of one pls. email me. Thanks!
I’ll probably get into trouble for blatant advertising but I think we have a pretty good one page summary of the low level protocol on our website at
http://www.cameronsystems.com/Techsupport/Techsupport_faq.html#1
As for the high level application message protocol, the spec is the bible and there are some pretty good examples in Volume 4 of the Fix 4.3 spec under the title "Order State Change Matrices".
John
> Ryan,
>
> I’ve been reading the FIX standard Word doc’s on this site, but I don’t think they are very well written in that there’re minimal examples and their rather long winded approach is confusing to someone who is new to the protocol. I do have experience with MIDI and have used TCP/IP messaging so this helps. I’d be surprised if no one on this site has composed a more user friendly technical summary on FIX…if anyone knows of one pls. email me. Thanks!
>
[ original email was from Ryan Pierce - rpierce@taltrade.com ]
I suggest that you check out the presentations on the FIX Protocol Web Site. They are under the More Information navigational link. Some of them contain more information on business uses of FIX and examples.