first step to start programming in quickfix is to setup a machine which can run quickfix (FIX Protocol API).I have Suse Linux 11.3 installed on my system.
Download quickfix source code from http://www.quickfixengine.org/ and Install it using following steps
cd Downloads/
tar -xzf quickfix-1.13.3.tar.gz
cd quickfix
./configure
sudo make
sudo make install
One can run tradclient in the examples but before this we need to have configure file. Configure file for tradeclient is stored in
/bin/cfg
cp tradeclient.cfg ../../example/tradeclient/
Now we can run to complile the client code
make
Next step is to execute the code. This can be done using
./tradeclient tradeclient.cfg
Similarly we have to copy ordermatch.cfg to run the file. In the ordermatch.cfg file, I changed FIX42.XML path from ../spec to ../../ to make it recognize required directories at right place.
Now you can read through the source code to work on your understanding of FIX protocol and coding of QuickFIXengine.
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