[This message was posted by WIlis Todd of self <[email protected]> to the "Foreign Exchange" discussion forum at http://fixprotocol.org/discuss/1. You can reply to it on-line at http://fixprotocol.org/discuss/read/f37d0acf - PLEASE DO NOT REPLY BY MAIL.]
Thanks again for the help Mark, but I guess I'm not as good at programming as I wish I was. I found a free FIX engine to work with, but I'm still not sure what I need to do with it. The company I got it from said if I needed any assistance to just tell them, but then they never responded to me. I'm wondering if it's possible to hire someone to help me write a simple program that will connect, stay connected, gather tick data, and send limit entries or trades as needed. I would need to understand it after it was written, enough to be able to modify the criteria of when to send the trades/orders as I may need in the future. Do you know anyone that could do this and have an idea what it would cost? I was hoping to do this on my own, but I seem to not be good enough without someone helping me. If anyone else out there knows someone that I could hire to help me write a very basic program, please let me know. > My suggestion would be to track down an open source FIX engine and work > with that. Implementing your own FIX engine should be feasible from the > documentation, but is likely to be painful because you will need to > interoperate with your broker. Using an off-the-shelf engine is going to > be a lot quicker. > > This will also mean that you can forget about the session messages since > the FIX engine will just deal with that for you. You can concentrate on > the sub-set of application messages that you need to produce. > > You should also be able to forget about the standard header and footer > since the engine will also populate those for you. > > How much of the standard you need to understand will then be down to the > asset classes you are trading. I have seen FIX orders for simple > equities and FX trades that have only a dozen tags and they are pretty > much what you would expect - price, volume, instrument, time stamp, > handling instructions (eg good day, fill or kill, etc). > > The responses from the broker should also be pretty straightforward. > > So: step 1: find a FIX engine. Having just taken a quick look at the FIX > Protocol web site under the FIX Products and Vendors I can see at least > 1 available for free download. > > Hope that helps. > > > > Thank you for the advice! But I can't seem to find where the "session > > messages" are from the headers. I noticed that Vol. 3 talks about pre- > > trade messages, but I didn't see any headings in there saying session > > messages either. :( So the collection of PDF files comes to 1,511 > > pages. Do I have to know the information on each of these pages in > > order to make this program? Are there no example codes with > > explaination notes in it discribing what is doing what? These 7 > > volumes seem very overwhelming. Please let me know if there is > > anything more condensed that might be more helpful and take less time > > to get up and running. Thanks again for the help! [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.
