May I know where can I find some sample programs (ideally in C++/Java …) of FIX protocol/engine in order to understand how to connect and capture the information via FIX message / drop copy specification ?
I think the open source QuickFIX has some samples.
As Lisa said, you can find some example programs here:
QuickFIX/J (Java)
QuickFIX (C++)
A tutorial for writing your first application with QuickFIX/J can be found here:
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thanks Lisa & Christ !