quickfix over quickfast?

, ,
1

Imported from previous forum

2

Hi,
I am looking for a way to connect to the new Xetra Market-Data-Interface which uses FIX 5.0, SP over FAST.

I’ve do have a quickfix-based fixengine which I’d like to modify to work with quickfast. Can anyone give me a hint how to do that?

Thanks,
Thomas

3

You are probably looking for OpenFAST which will do what you require. In my opinion there is no need to implement an own solution.
http://www.openfast.org/

Cheers,
Chris.

Hi,
I am looking for a way to connect to the new Xetra Market-Data-Interface which uses FIX 5.0, SP over FAST.

I’ve do have a quickfix-based fixengine which I’d like to modify to work with quickfast. Can anyone give me a hint how to do that?

Thanks,
Thomas

4

You are probably looking for OpenFAST which will do what you require. In my opinion there is no need to implement an own solution.
http://www.openfast.org/

OpenFAST is the right solution if you are working in Java. If you are working in C++, take a look at QuickFAST. http://quickfast.org/

Dale Wilson
Principal Software Engineer
Object Computing, Inc.

5

You are probably looking for OpenFAST which will do what you require. In my opinion there is no need to implement an own solution.
http://www.openfast.org/

OpenFAST is the right solution if you are working in Java. If you are working in C++, take a look at QuickFAST. http://quickfast.org/

Dale Wilson
Principal Software Engineer
Object Computing, Inc.

Hi Dale,

Is there any chance you guys might develop a C# wrapper for your open source FAST library? It would be great to be able to integrate your FAST stuff into open source C# projects…

Cheers,

Russ

6

Hi Dale,

Is there any chance you guys might develop a C# wrapper for your open source FAST library? It would be great to be able to integrate your FAST stuff into open source C# projects…

There is a .NET wrapper for the decoder. You turn it on in the build by editing the quickfast.features file and rerunning the build (including the mwc.pl command.)

The .NET wrapper for the encoder is disabled due to changes in the Encoder that didn’t make it into the wrapper (yet). I could fix this but it would take someone to sponsor the work 'cause I don’t have spare time to work on it right now.

Dale

Cheers,

Russ

7

Hi Dale,

Is there any chance you guys might develop a C# wrapper for your open source FAST library? It would be great to be able to integrate your FAST stuff into open source C# projects…

There is a .NET wrapper for the decoder. You turn it on in the build by editing the quickfast.features file and rerunning the build (including the mwc.pl command.)

The .NET wrapper for the encoder is disabled due to changes in the Encoder that didn’t make it into the wrapper (yet). I could fix this but it would take someone to sponsor the work 'cause I don’t have spare time to work on it right now.

Dale

Cheers,

Russ

Hi Dale,

That’s awesome - thanks. It’s a great project, I’m glad there’s some C# support there to play with.

Cheers,

Russ

8

There is also an Openfast.NET project out there - but I don’t know how well it is being attended. QuickFAST is the most mainstream OS project for FAST at this time - if you can deal with the issue of managed and unmanaged code - probably safer to use .Net wrapper for QuickFAST as opposed to OpenFAST.NET. We recently learned there are users of OpenFAST.NET out there in production environments. OpenFAST Java is still looked after by Lasalletech and Connamara mostly. Not sure about OpenFAST.NET as it was a fork of the OpenFAST Java code and a port to C#. QuickFAST is well supported.

9

There is also an Openfast.NET project out there - but I don’t know how well it is being attended. QuickFAST is the most mainstream OS project for FAST at this time - if you can deal with the issue of managed and unmanaged code - probably safer to use .Net wrapper for QuickFAST as opposed to OpenFAST.NET. We recently learned there are users of OpenFAST.NET out there in production environments. OpenFAST Java is still looked after by Lasalletech and Connamara mostly. Not sure about OpenFAST.NET as it was a fork of the OpenFAST Java code and a port to C#. QuickFAST is well supported.

Hi Jim,

Thanks for the additional color - much obliged. I’m thinking about pulling FAST support into a system I’m working on, but was hoping there was a good .NET wrapper around an existing project rather than having to try and implement it all on my own :slight_smile:

Cheers,

Russ