Imported from previous forum
Greetings, I am currently building an application to run in quickfix. The application will automate order placement by sending buy and sells to an order server. My question is this please : Is there support within the fix framework (specifically the quickfix engine)for sending confirmation details of the trade when it executes. Specifically I need to know the symbol name, the price at which the trade executed, and possibly the time it executed. I cant seem to locate this functionality within the quickfix framework anywhere which I find odd since its such an obvious requirement for automated trading purposes. If anyone could point me in the right direction regarding how I may be able to accomplish this in quickfix engine I would be very grateful.
[ original email was from Andrei Goldchleger - agoldchleger@bmf.com.br ]
You have just described some kind of business logic. As QuickFIX is infrastructure, there is no “pre-implemented” business logic. However, it allows you to implement what you have just described.
Keep in mind that the best place to ask for QuickFIX help is the QuickFIX developers mailing list:
http://www.quickfixengine.org/mailinglist.html
Regards,
Andrei Goldchleger