Introduction to FIX and QuickFIX for C++ Developers

Goals

The Financial Information Exchange (FIX) protocol is an industry supported message standard addressing the specific needs of parties conducting electronic securities transactions. QuickFIX/C++ is an open source FIX engine developed in the C++ programming language. This class provides C++ developers with an introduction to the FIX protocol and quickly moves into a thorough discussion and hands-on experience with the QuickFIX/C++ engine's implementation and use.

There are several goals for this class:

To provide a general introduction of the FIX protocol, suitable for developers, business analysts, and managers.
To prepare C++ developers to fully utilize the functionality of the QuickFIX/C++ engine in their own environment.

Topics include the benefits and consequences of using QuickFIX/C++, its licensing model, architecture and design, installation and build procedures, and techniques for integrating QuickFIX/C++ with an application.

QuickFIX/J, a FIX engine developed in Java, is now available, and a companion course for Java developers is also under development.

Audience

The primary audience for this class consists of software architects and designers, application developers, and systems integrators fluent with the C++ programming language.
In addition, this class may also be useful to engineers interested in QuickFIX/C++'s .NET or Python bindings.
Those evaluating FIX and its open source implementation, QuickFIX, to obtain a more complete (hands-on) understanding of the range of features available and how to use them correctly, will also be interested in participating in this class.

Duration

3 days

Prerequisites

Intermediate to advanced C++ programming ability. Attendees should have an understanding of the techniques necessary to write exception-safe and thread-safe code in C++. No prior experience with FIX or financial markets is required.

Overview of the FIX protocol

Capabilities and typical uses of the protocol
Versions of the protocol -- which version is appropriate for a particular type of exchange
Description of the Administrative and Application layers of the protocol
Message-by-message presentation and analysis of typical scenarios handled by the protocol
Detailed anatomy of FIX messages at a level that will allow attendees to read and understand activity logs from FIX sessions
Techniques for extending and specializing the protocol via custom fields and custom messages

QuickFIX C++

Overview of the QuickFIX organization including licensing issues, resources for developers, etc.
Acquiring, installing, and building QuickFIX
Configuring QuickFIX
Running the example programs that are included with the QuickFIX distribution
Hands-on exercises in developing both trader-side and exchange-side applications
Testing and certifying QuickFIX-based applications
Typical issues encountered while establishing a new FIX-based connection between a trader and an exchange

Format

Lecture and programming exercises

Schedule

Course	Location	Begin Date	End Date	Time	Hours	Register
Introduction to FIX and QuickFIX for C++ Developers	St. Louis	Apr 15, 2009	Apr 17, 2009	W-F, 8:30am-3:30pm	18	OCI
	St. Louis	Oct 14, 2009	Oct 16, 2009	W-F, 8:30-3:30pm	18	OCI