[This message was posted by Justin Fisher of Unemployed <[email protected]> to the "Algorithmic Trading" discussion forum at http://fixprotocol.org/discuss/31. You can reply to it on-line at http://fixprotocol.org/discuss/read/b39d58d4 - PLEASE DO NOT REPLY BY MAIL.]
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. [You can unsubscribe from this discussion group by sending a message to mailto:[email protected]] --~--~---------~--~----~------------~-------~--~----~ You received this message because you are subscribed to the Google Groups "Financial Information eXchange" group. To post to this group, send email to [email protected] To unsubscribe from this group, send email to [email protected] For more options, visit this group at http://groups.google.com/group/FIX-Protocol?hl=en -~----------~----~----~----~------~----~------~--~---
