Quickfix protocol in python

Quickfix official website: quickfixengine.

Quickfix python API install

Orignially, quickfix is a C++ implementation. So, quickfix module in python is an API to call class and functions of C-module.

For Windows

For windows, no offical guide for compilation yet. Easiest way is using offical built binary package (python 2.7):
x86 & amd64

Installation: pip install quickfix-1.14.3-cp27-none-win_amd64.whl

For Linux

Requirement: gcc, gcc-c++, python-devel (centOS 6)

Installation: pii install quickfix. Then compilcation will start automatically.

Specail case in VPS or Cloud server. Since for a virtual instance, the memory may be small, say less than 1G. Swap is disable by default. Thus, an error might occur because of lack of memory.

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gcc: Intermal error: Killed (program cc1plus)

To temporarily increase the swap memory:

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dd if=/dev/zero of=/var/swapfile bs=64M count=32 #Creating 4G memory
mkswap /var/swapfile
swapon /var/swapfile

To release aforementioned memory:

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swapoff /var/swapfile
rm /var/swapfile

For Cygwin

The way is same as for linux: pip install quickfix

Usage of quickfix module

For python, an application should be built as shown in the doc.
Some usage to get message field:

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import quickfix as fix

msgType = fix.MsgType() # Define msgType
sendingTime = fix.SendingTime() # Define sendingTime
message.getHeader().getField(msgType)
message.getHeader().getField(SendingTime)

# To obtain value
msgType.getValue()
sendingTime.getString()