quickfix

QuickFIX

QuickFIX is a free, open-source implementation of the FIX protocol (Financial Information eXchange). It is a full-featured messaging engine that supports FIX versions 4.0 through 5.0 SP2, including FIXT 1.1.

Features

• FIX Protocol Support: FIX 4.0, 4.1, 4.2, 4.3, 4.4, 5.0, 5.0 SP1, 5.0 SP2, and FIXT 1.1
• Multiple Language Bindings: C++, Python, Ruby (via SWIG)
• Database Support: MySQL, PostgreSQL, ODBC
• SSL/TLS Support: Native OpenSSL integration
• Flexible Architecture: Pluggable message stores and logging
• Cross-Platform: Windows, Linux, macOS
• Production Ready: Used by banks, brokers, and trading firms worldwide

Supported Platforms

QuickFIX is tested on:

• Windows: Windows Server 2019, Windows Server 2022
• Linux: Ubuntu (latest), various distributions
• macOS: Latest versions

Quick Start

Prerequisites

• C++17 compatible compiler (GCC, Clang, MSVC)
• CMake 3.5+ or Autotools
• Optional: OpenSSL (for SSL/TLS support)
• Optional: MySQL, PostgreSQL, or ODBC (for database message stores)

Building with CMake (Recommended)

Linux / macOS

cmake -DCMAKE_BUILD_TYPE=Release -DCMAKE_INSTALL_PREFIX=/usr/local .
make -j$(nproc)
sudo make install

Linux / macOS with SSL Support

cmake -DCMAKE_BUILD_TYPE=Release -DHAVE_SSL=ON -DCMAKE_INSTALL_PREFIX=/usr/local .
make -j$(nproc)
sudo make install

Windows

mkdir build
cd build
cmake -G "Visual Studio 17 2022" -A x64 -DCMAKE_INSTALL_PREFIX=C:\quickfix ..
cmake --build . --config Release
cmake --install . --config Release

Windows with SSL Support

mkdir build
cd build
cmake -G "Visual Studio 17 2022" -A x64 ^
  -DHAVE_SSL=ON ^
  -DOPENSSL_ROOT_DIR="C:\path\to\openssl" ^
  -DCMAKE_INSTALL_PREFIX=C:\quickfix ..
cmake --build . --config Release
cmake --install . --config Release

CMake Build Options

• -DHAVE_SSL=ON - Enable SSL/TLS support (requires OpenSSL)
• -DHAVE_MYSQL=ON - Enable MySQL support
• -DHAVE_POSTGRESQL=ON - Enable PostgreSQL support
• -DHAVE_ODBC=ON - Enable ODBC support
• -DHAVE_PYTHON3=ON - Build Python 3 bindings
• -DQUICKFIX_SHARED_LIBS=ON - Build shared libraries (default: ON)
• -DQUICKFIX_EXAMPLES=ON - Build example applications (default: ON)
• -DQUICKFIX_TESTS=ON - Build tests (default: ON)

Building with Autotools

./bootstrap
./configure
make
make check
sudo make install

Autotools Configuration Options

• --with-openssl=/path/to/openssl - Enable SSL support
• --with-mysql - Enable MySQL support
• --with-postgresql - Enable PostgreSQL support
• --with-python3 - Build Python 3 bindings
• --with-ruby - Build Ruby bindings
• --prefix=/install/path - Installation prefix (default: /usr/local)

Using vcpkg

git clone https://github.com/Microsoft/vcpkg.git
cd vcpkg
./bootstrap-vcpkg.sh  # or bootstrap-vcpkg.bat on Windows
./vcpkg integrate install
./vcpkg install quickfix

Documentation

• Building: See doc/html/building.html
• Configuration: See doc/html/configuration.html
• SSL Setup: See README.SSL
• API Documentation: Generate with Doxygen in the doc/ directory
• Examples: See the examples/ directory for sample applications

Example Applications

QuickFIX includes several example applications:

• executor: A simple order execution simulator
• ordermatch: A matching engine example
• tradeclient: An interactive trading client

These examples demonstrate how to build FIX applications using QuickFIX.

Language Bindings

Python

# Build with Python 3 support
cmake -DHAVE_PYTHON3=ON .
make

Python bindings are also available via pip:

pip install quickfix

Ruby

# Build with Ruby support using autotools
./configure --with-ruby
make

Testing

Run the test suite:

# With CMake
cmake --build . --target test

# With Autotools
make check

Contributing

We welcome contributions! Please see CONTRIBUTING.md for guidelines on:

• Reporting bugs
• Suggesting features
• Submitting pull requests
• Code style guidelines

Security

For security-related issues, please see our Security Policy.

License

QuickFIX is licensed under the QuickFIX Software License. See the LICENSE file for details.

Support and Community

• Issues: Report bugs and request features on GitHub Issues
• Discussions: Ask questions on GitHub Discussions
• Mailing List: quickfixengine-users

Acknowledgments

QuickFIX is maintained by the open-source community. Special thanks to all contributors who have helped make this project possible.