7) FIX Pricing Class - I | QuickFIX Application R&D for Algorithmic Trading

Channel:

Darwinex

Subscribers:

52,600

Published on October 10, 2019 4:17:30 PM ● Video Link: https://www.youtube.com/watch?v=ecs5NMNdEoA

Duration: 6:12

5,120 views

50

In this video, we start writing our FIX Application class (to implement a FIX Pricing connection), overriding the onCreate, onLogon, onMessage and toAdmin QuickFIX methods.

* The next few tutorials will see us build a fully-functional FIX Application in Python 3. Emphasis will be placed on good design, leveraging object-oriented programming to ensure more time becomes available for strategy development as opposed to handling FIX I/O.

QuickFIX Application R&D for Algorithmic Trading, brought to you by Darwinex: https://www.darwinex.com/?utm_source=youtube&utm_medium=video-description-above-fold&utm_content=fix-api-quickfix-application-class-1

** Get the latest source code for FIX API Tutorials, troubleshoot your applications, give and get help from fellow algorithmic traders and more, over at the Darwinex Collective Slack Workspace:
https://join.slack.com/t/darwinex-collective/shared_invite/enQtNjg4MjA0ODUzODkyLWFiZWZlMDZjNGVmOGE2ZDBiZGI4ZWUxNjM5YTU0MjZkMTQ2NGZjNGIyN2QxZDY4NjUyZmVlNmU3N2E2NGE1Mjk

Risk Disclosure:
https://www.darwinex.com/legal/risk-disclaimer

This tutorial also refers back to some preliminary concepts involved in algorithmic trading via the FIX API, including:

1) FIX Protocol Architecture

-- Session Layer - connectivity, handshaking, data integrity & message sequencing

-- Application Layer - order execution, market data subscription, other business-specific functionality, etc

-- FIX Connection Types (Pricing, Trading)

2) FIX Field Structure (name, number, value, e.g. 8=FIX.4.4)

3) FIX Message Structure (Standard Header, Message Body, Standard Trailer)

4) Future FIX API tutorials planned for viewers.

If you haven't already, please watch the first video in this series, here:
https://youtu.be/r6IrtCMW81I

By the end of this tutorial, viewers will hopefully have developed enough of an understanding of the above concepts, to enable them to proceed with FIX trading application development using the FIX protocol (subject matter planned for future tutorials in this video series).

Enjoy!

--
Are you an algorithmic trader?

We'd love to have your strategy listed on our Exchange, enabling you to earn performance fees on investor profits!

More details here:
https://www.darwinex.com/?utm_source=youtube&utm_medium=video-description&utm_content=fix-api-quickfix-application-class-1

2.0M in performance fees paid to date:
https://www.darwinex.com/darwinia/hall-of-fame/users?utm_source=youtube&utm_medium=video-description&utm_content=fix-api-quickfix-application-class-1

Topics: #algorithmictrading #quickfix #fixprotocol #darwinex