I have use quickfix 4.4 and sTunnel for below example to connect to a Currenex demo account. Download the UIDemo project from github. I’m using quickfix\n for c#.
FIX is an electronic messaging protocol for financial transactions. The Financial Information eXchange (FIX) is an open, widely used industry standard. More information is available on the FIX protocol website. Quick fix is an open source application that provide such service as above. So below is my config file setting.
1. In quickfix.cfg [DEFAULT] ConnectionType=initiator ReconnectInterval=2 FileStorePath=store FileLogPath=c:\fixlog StartTime=00:00:00 EndTime=23:00:00 UseDataDictionary=Y DataDictionary=FIX44.xml SocketConnectHost= my external ip address SocketConnectPort= port to connect to sTunnel in your local pc ResetOnLogon=Y ResetOnLogout=Y ResetOnDisconnect=Y CheckLatency=N # standard config elements [SESSION] BeginString=FIX.4.4 SenderCompID= Hub FIX Taker ID Username= Hub FIX Taker ID Password= Hub FIX Taker Password TargetCompID=CNX (Name I define in sTunnel config file) HeartBtInt=20 SocketConnectPort=444 SocketConnectHost= my external ip address DataDictionary=FIX44.xml
2. In stunnel.conf [CNX] client = yes accept = your local pc external ip : port eg.(10.160.103.65:444) connect = Currenex server ip address eg.(dret-xxx-xxx-xxx.com:444)
4. Add 2 lines of code in QFApp.cs as below, which is your hub username and password.
5. Start your sTunnel service.