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Simple client/server example that can be used as a starting point for development using Fix8Pro

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Fix8Pro C++ example

An example client/server that can be used as a starting point for development using the Fix8Pro C++ Framework.

  1. Introduction
  2. To download
  3. Before you build
  4. To build
  5. To setup your run environment
  6. To run
  7. CLI options
  8. Sample output
    1. Output server
    2. Screenshot server
    3. Output client
    4. Screenshot client

Introduction

You have two main options when you develop a FIX application using Fix8Pro. For super high performance close to the metal, choose Fix8Pro C++ Framework (this example). For high performance and rapid development using a range of modern languages, choose UFE.

The UFE package comes with freely available high performance UFEed© client adaptors. You can find full source code and instructions for all our UFEed adaptors (Python, Java, C# and C++) on our github repo.

This brief example demonstrates how to create a client and a server that can listen and accept or initiate FIX sessions. This example uses the standard FIX42 dictionary.

To download

There are two branches: master (stable version) and dev (latest cutting edge). Optionally specify the dev branch when you clone:

git clone https://github.com/fix8mt/fix8pro_example.git [-b dev]
cd fix8pro_example

Before you build

You will need the following to build this example:

  1. A supported C++17 compiler and build environment
  2. A Fix8Pro license from Fix8MT (or an evaluation license)
  3. An installed Fix8Pro binary package

To build

For example assuming you have installed Fix8Pro to /opt/fix8pro and your license file is also in /opt/fix8pro:

mkdir build
cd build
cmake -DFIX8PRO_LICENSE_FILE=/opt/fix8pro/mylic.xml -DFIX8PRO_ROOT=/opt/fix8pro -DCMAKE_INSTALL_PREFIX=./ -DCMAKE_BUILD_TYPE=Release ..
make install

To setup your run environment

  1. Add your Fix8Pro binary and library installation directories to your $PATH and $LD_LIBRARY_PATH. For example, if you installed Fix8Pro to /opt/fix8pro:
export PATH=$PATH:/opt/fix8pro/bin
export LD_LIBRARY_PATH=$LD_LIBRARY_PATH:/opt/fix8pro/lib
  1. Set your $FIX8PRO_LICENSE_FILE environment variable. For example, if your license file is in /opt/fix8pro:
export FIX8PRO_LICENSE_FILE=/opt/fix8pro/mylic.xml

To run

This example has been designed to run as two instances - a client and a server. For simplicity we'll run the test from the ./build directory. In one terminal we'll run our server:

./simpleclisrv -c ../config/simple_server.xml -s

In our other terminal we'll run our client:

./simpleclisrv -c ../config/simple_client.xml
  • When connected, the client will send a NewOrderSingle every 5 seconds. The server will simulate an order accept and trade, sending back an acknowledgment followed by a random number of fills (ExecutionReports).
  • From the client, press l<enter> to logout and shutdown, q<enter> to shutdown and x<enter> to just exit

CLI options

expand These options are defined in Application::options_setup(). Some of the options are added by Fix8ProApplication. 

% ./simpleclisrv -h
Fix8Pro sample client/server
Usage:
  simpleclisrv [OPTION...]

  -c, --config arg         xml config (default: simple_client.xml or
                           simple_server.xml)
  -l, --log arg            global log filename (default: global.log)
  -V, --serversession arg  name of server session profile to use (default:
                           SRV)
  -C, --clientsession arg  name of client session profile to use (default:
                           CLI)
  -q, --quiet              do not print fix output
  -R, --receive arg        set next expected receive sequence number
                           (default: 0)
  -S, --send arg           set next expected send sequence number (default:
                           0)
  -g, --giveupreset arg    number of reliable reconnects to try before
                           resetting seqnums (default: 10)
  -r, --reliable           start in reliable mode (default: true)
  -H, --showheartbeats     show inbound heartbeats (default: true)
  -L, --libpath arg        library path to load Fix8 schema object, default
                           path or LD_LIBRARY_PATH
  -s, --server             run in server mode (default client mode)
  -D, --debug              debug mode

 info options:
  -h, --help          Help screen
  -v, --version       Version
  -0, --showcmdline   Show cmdline details
  -5, --environment   Show FIX8PRO environment variable help; show env vars
                      (debug mode)
  -6, --dependencies  Show shared library dependencies
  -7, --binaryreport  Show ABI, lib and binary info
  -8, --appinfo       Show application banner and info

 history options:
  -1, --history      Print command history; look in current directory or in
                     $FIX8PRO_CMD_HIST_DIR; use $FIX8PRO_CMD_HIST_SIZE to set
                     max history or 0 to turn off
  -2, --invoke arg   Invoke given command by index (use -ve from last)
  -3, --remove       Remove all history
  -4, --interactive  Interactve mode, select/edit using bash-like commands,
                     (? <enter> for help)

e.g.
  simpleclisrv -c config/simple_server.xml -s
  simpleclisrv -c config/simple_client.xml

Sample output

Output server

expand 

% ./simpleclisrv -c ../config/simple_server.xml -s
loaded: libFIX42d.so
Client session(1) connection established.
none => wait_for_logon (../runtime/session.cpp:250)
-------------------- received --------------------
header ("header")
   BeginString (8)                    FIX.4.2
   BodyLength (9)                     69
   MsgType (35)                       Logon (A)
   SenderCompID (49)                  CLI_SRV
   TargetCompID (56)                  SRV_CLI
   MsgSeqNum (34)                     1
   SendingTime (52)                   20211210-05:08:18.993
Logon ("A")
   EncryptMethod (98)                 None (0)
   HeartBtInt (108)                   10
trailer ("trailer")
   CheckSum (10)                      105
wait_for_logon => logon_received (../runtime/session.cpp:735)
---------------------- sent ----------------------
header ("header")
   BeginString (8)                    FIX.4.2
   BodyLength (9)                     69
   MsgType (35)                       Logon (A)
   SenderCompID (49)                  SRV_CLI
   TargetCompID (56)                  CLI_SRV
   MsgSeqNum (34)                     1
   SendingTime (52)                   20211210-05:08:18.999
Logon ("A")
   EncryptMethod (98)                 0
   HeartBtInt (108)                   10
trailer ("trailer")
   CheckSum (10)                      111
logon_received => continuous (../runtime/session.cpp:1022)
-------------------- received --------------------
header ("header")
   BeginString (8)                    FIX.4.2
   BodyLength (9)                     140
   MsgType (35)                       NewOrderSingle (D)
   SenderCompID (49)                  CLI_SRV
   TargetCompID (56)                  SRV_CLI
   MsgSeqNum (34)                     2
   SendingTime (52)                   20211210-05:08:23.992
NewOrderSingle ("D")
   ClOrdID (11)                       ord1
   HandlInst (21)                     AutomatedExecutionNoIntervention (1)
   Symbol (55)                        NYSE::IBM
   Side (54)                          Buy (1)
   TransactTime (60)                  20211210-05:08:23.991
   OrderQty (38)                      25
   OrdType (40)                       Limit (2)
   Price (44)                         119.635
   TimeInForce (59)                   FillOrKill (4)
trailer ("trailer")
   CheckSum (10)                      012
---------------------- sent ----------------------
header ("header")
   BeginString (8)                    FIX.4.2
   BodyLength (9)                     193
   MsgType (35)                       ExecutionReport (8)
   SenderCompID (49)                  SRV_CLI
   TargetCompID (56)                  CLI_SRV
   MsgSeqNum (34)                     2
   SendingTime (52)                   20211210-05:08:23.993
ExecutionReport ("8")
   OrderID (37)                       ord1
   ClOrdID (11)                       ord1
   ExecID (17)                        exec1
   ExecTransType (20)                 0
   ExecType (150)                     0
   OrdStatus (39)                     0
   Symbol (55)                        NYSE::IBM
   Side (54)                          Buy (1)
   OrderQty (38)                      25
   OrdType (40)                       Limit (2)
   Price (44)                         119.63
   TimeInForce (59)                   FillOrKill (4)
   LastCapacity (29)                  4
   LeavesQty (151)                    25
   CumQty (14)                        0
   AvgPx (6)                          0
   TransactTime (60)                  20211210-05:08:23.991
   HandlInst (21)                     AutomatedExecutionNoIntervention (1)
trailer ("trailer")
   CheckSum (10)                      172
---------------------- sent ----------------------
header ("header")
   BeginString (8)                    FIX.4.2
   BodyLength (9)                     199
   MsgType (35)                       ExecutionReport (8)
   SenderCompID (49)                  SRV_CLI
   TargetCompID (56)                  CLI_SRV
   MsgSeqNum (34)                     3
   SendingTime (52)                   20211210-05:08:24.006
ExecutionReport ("8")
   OrderID (37)                       ord1
   ClOrdID (11)                       ord1
   ExecID (17)                        exec2
   ExecTransType (20)                 0
   ExecType (150)                     0
   OrdStatus (39)                     1
   Symbol (55)                        NYSE::IBM
   Side (54)                          Buy (1)
   OrderQty (38)                      25
   OrdType (40)                       Limit (2)
   Price (44)                         119.63
   TimeInForce (59)                   FillOrKill (4)
   LastShares (32)                    21
   LeavesQty (151)                    4
   CumQty (14)                        21
   AvgPx (6)                          119.63
   TransactTime (60)                  20211210-05:08:23.991
   HandlInst (21)                     AutomatedExecutionNoIntervention (1)
trailer ("trailer")
   CheckSum (10)                      210
---------------------- sent ----------------------
header ("header")
   BeginString (8)                    FIX.4.2
   BodyLength (9)                     198
   MsgType (35)                       ExecutionReport (8)
   SenderCompID (49)                  SRV_CLI
   TargetCompID (56)                  CLI_SRV
   MsgSeqNum (34)                     4
   SendingTime (52)                   20211210-05:08:24.007
ExecutionReport ("8")
   OrderID (37)                       ord1
   ClOrdID (11)                       ord1
   ExecID (17)                        exec3
   ExecTransType (20)                 0
   ExecType (150)                     0
   OrdStatus (39)                     2
   Symbol (55)                        NYSE::IBM
   Side (54)                          Buy (1)
   OrderQty (38)                      25
   OrdType (40)                       Limit (2)
   Price (44)                         119.63
   TimeInForce (59)                   FillOrKill (4)
   LastShares (32)                    4
   LeavesQty (151)                    0
   CumQty (14)                        25
   AvgPx (6)                          119.63
   TransactTime (60)                  20211210-05:08:23.991
   HandlInst (21)                     AutomatedExecutionNoIntervention (1)
trailer ("trailer")
   CheckSum (10)                      166
-------------------- received --------------------
header ("header")
   BeginString (8)                    FIX.4.2
   BodyLength (9)                     140
   MsgType (35)                       NewOrderSingle (D)
   SenderCompID (49)                  CLI_SRV
   TargetCompID (56)                  SRV_CLI
   MsgSeqNum (34)                     3
   SendingTime (52)                   20211210-05:08:29.008
NewOrderSingle ("D")
   ClOrdID (11)                       ord2
   HandlInst (21)                     AutomatedExecutionNoIntervention (1)
   Symbol (55)                        NYSE::IBM
   Side (54)                          Sell (2)
   TransactTime (60)                  20211210-05:08:29.008
   OrderQty (38)                      14
   OrdType (40)                       Limit (2)
   Price (44)                         119.944
   TimeInForce (59)                   FillOrKill (4)
trailer ("trailer")
   CheckSum (10)                      005
---------------------- sent ----------------------
header ("header")
   BeginString (8)                    FIX.4.2
   BodyLength (9)                     193
   MsgType (35)                       ExecutionReport (8)
   SenderCompID (49)                  SRV_CLI
   TargetCompID (56)                  CLI_SRV
   MsgSeqNum (34)                     5
   SendingTime (52)                   20211210-05:08:29.010
ExecutionReport ("8")
   OrderID (37)                       ord2
   ClOrdID (11)                       ord2
   ExecID (17)                        exec4
   ExecTransType (20)                 0
   ExecType (150)                     0
   OrdStatus (39)                     0
   Symbol (55)                        NYSE::IBM
   Side (54)                          Sell (2)
   OrderQty (38)                      14
   OrdType (40)                       Limit (2)
   Price (44)                         119.94
   TimeInForce (59)                   FillOrKill (4)
   LastCapacity (29)                  4
   LeavesQty (151)                    14
   CumQty (14)                        0
   AvgPx (6)                          0
   TransactTime (60)                  20211210-05:08:29.008
   HandlInst (21)                     AutomatedExecutionNoIntervention (1)
trailer ("trailer")
   CheckSum (10)                      162
---------------------- sent ----------------------
header ("header")
   BeginString (8)                    FIX.4.2
   BodyLength (9)                     199
   MsgType (35)                       ExecutionReport (8)
   SenderCompID (49)                  SRV_CLI
   TargetCompID (56)                  CLI_SRV
   MsgSeqNum (34)                     6
   SendingTime (52)                   20211210-05:08:29.023
ExecutionReport ("8")
   OrderID (37)                       ord2
   ClOrdID (11)                       ord2
   ExecID (17)                        exec5
   ExecTransType (20)                 0
   ExecType (150)                     0
   OrdStatus (39)                     2
   Symbol (55)                        NYSE::IBM
   Side (54)                          Sell (2)
   OrderQty (38)                      14
   OrdType (40)                       Limit (2)
   Price (44)                         119.94
   TimeInForce (59)                   FillOrKill (4)
   LastShares (32)                    14
   LeavesQty (151)                    0
   CumQty (14)                        14
   AvgPx (6)                          119.94
   TransactTime (60)                  20211210-05:08:29.008
   HandlInst (21)                     AutomatedExecutionNoIntervention (1)
trailer ("trailer")
   CheckSum (10)                      225
-------------------- received --------------------
header ("header")
   BeginString (8)                    FIX.4.2
   BodyLength (9)                     140
   MsgType (35)                       NewOrderSingle (D)
   SenderCompID (49)                  CLI_SRV
   TargetCompID (56)                  SRV_CLI
   MsgSeqNum (34)                     4
   SendingTime (52)                   20211210-05:08:34.028
NewOrderSingle ("D")
   ClOrdID (11)                       ord3
   HandlInst (21)                     AutomatedExecutionNoIntervention (1)
   Symbol (55)                        NYSE::IBM
   Side (54)                          Sell (2)
   TransactTime (60)                  20211210-05:08:34.028
   OrderQty (38)                      20
   OrdType (40)                       Limit (2)
   Price (44)                         119.706
   TimeInForce (59)                   FillOrKill (4)
trailer ("trailer")
   CheckSum (10)                      252
---------------------- sent ----------------------
header ("header")
   BeginString (8)                    FIX.4.2
   BodyLength (9)                     193
   MsgType (35)                       ExecutionReport (8)
   SenderCompID (49)                  SRV_CLI
   TargetCompID (56)                  CLI_SRV
   MsgSeqNum (34)                     7
   SendingTime (52)                   20211210-05:08:34.029
ExecutionReport ("8")
   OrderID (37)                       ord3
   ClOrdID (11)                       ord3
   ExecID (17)                        exec6
   ExecTransType (20)                 0
   ExecType (150)                     0
   OrdStatus (39)                     0
   Symbol (55)                        NYSE::IBM
   Side (54)                          Sell (2)
   OrderQty (38)                      20
   OrdType (40)                       Limit (2)
   Price (44)                         119.71
   TimeInForce (59)                   FillOrKill (4)
   LastCapacity (29)                  4
   LeavesQty (151)                    20
   CumQty (14)                        0
   AvgPx (6)                          0
   TransactTime (60)                  20211210-05:08:34.028
   HandlInst (21)                     AutomatedExecutionNoIntervention (1)
trailer ("trailer")
   CheckSum (10)                      161
---------------------- sent ----------------------
header ("header")
   BeginString (8)                    FIX.4.2
   BodyLength (9)                     199
   MsgType (35)                       ExecutionReport (8)
   SenderCompID (49)                  SRV_CLI
   TargetCompID (56)                  CLI_SRV
   MsgSeqNum (34)                     8
   SendingTime (52)                   20211210-05:08:34.030
ExecutionReport ("8")
   OrderID (37)                       ord3
   ClOrdID (11)                       ord3
   ExecID (17)                        exec7
   ExecTransType (20)                 0
   ExecType (150)                     0
   OrdStatus (39)                     2
   Symbol (55)                        NYSE::IBM
   Side (54)                          Sell (2)
   OrderQty (38)                      20
   OrdType (40)                       Limit (2)
   Price (44)                         119.71
   TimeInForce (59)                   FillOrKill (4)
   LastShares (32)                    20
   LeavesQty (151)                    0
   CumQty (14)                        20
   AvgPx (6)                          119.71
   TransactTime (60)                  20211210-05:08:34.028
   HandlInst (21)                     AutomatedExecutionNoIntervention (1)
trailer ("trailer")
   CheckSum (10)                      204
-------------------- received --------------------
header ("header")
   BeginString (8)                    FIX.4.2
   BodyLength (9)                     140
   MsgType (35)                       NewOrderSingle (D)
   SenderCompID (49)                  CLI_SRV
   TargetCompID (56)                  SRV_CLI
   MsgSeqNum (34)                     5
   SendingTime (52)                   20211210-05:08:39.033
NewOrderSingle ("D")
   ClOrdID (11)                       ord4
   HandlInst (21)                     AutomatedExecutionNoIntervention (1)
   Symbol (55)                        NYSE::IBM
   Side (54)                          Sell (2)
   TransactTime (60)                  20211210-05:08:39.033
   OrderQty (38)                      21
   OrdType (40)                       Limit (2)
   Price (44)                         120.451
   TimeInForce (59)                   FillOrKill (4)
trailer ("trailer")
   CheckSum (10)                      246
---------------------- sent ----------------------
header ("header")
   BeginString (8)                    FIX.4.2
   BodyLength (9)                     193
   MsgType (35)                       ExecutionReport (8)
   SenderCompID (49)                  SRV_CLI
   TargetCompID (56)                  CLI_SRV
   MsgSeqNum (34)                     9
   SendingTime (52)                   20211210-05:08:39.034
ExecutionReport ("8")
   OrderID (37)                       ord4
   ClOrdID (11)                       ord4
   ExecID (17)                        exec8
   ExecTransType (20)                 0
   ExecType (150)                     0
   OrdStatus (39)                     0
   Symbol (55)                        NYSE::IBM
   Side (54)                          Sell (2)
   OrderQty (38)                      21
   OrdType (40)                       Limit (2)
   Price (44)                         120.45
   TimeInForce (59)                   FillOrKill (4)
   LastCapacity (29)                  4
   LeavesQty (151)                    21
   CumQty (14)                        0
   AvgPx (6)                          0
   TransactTime (60)                  20211210-05:08:39.033
   HandlInst (21)                     AutomatedExecutionNoIntervention (1)
trailer ("trailer")
   CheckSum (10)                      164
---------------------- sent ----------------------
header ("header")
   BeginString (8)                    FIX.4.2
   BodyLength (9)                     200
   MsgType (35)                       ExecutionReport (8)
   SenderCompID (49)                  SRV_CLI
   TargetCompID (56)                  CLI_SRV
   MsgSeqNum (34)                     10
   SendingTime (52)                   20211210-05:08:39.048
ExecutionReport ("8")
   OrderID (37)                       ord4
   ClOrdID (11)                       ord4
   ExecID (17)                        exec9
   ExecTransType (20)                 0
   ExecType (150)                     0
   OrdStatus (39)                     1
   Symbol (55)                        NYSE::IBM
   Side (54)                          Sell (2)
   OrderQty (38)                      21
   OrdType (40)                       Limit (2)
   Price (44)                         120.45
   TimeInForce (59)                   FillOrKill (4)
   LastShares (32)                    18
   LeavesQty (151)                    3
   CumQty (14)                        18
   AvgPx (6)                          120.45
   TransactTime (60)                  20211210-05:08:39.033
   HandlInst (21)                     AutomatedExecutionNoIntervention (1)
trailer ("trailer")
   CheckSum (10)                      250
---------------------- sent ----------------------
header ("header")
   BeginString (8)                    FIX.4.2
   BodyLength (9)                     200
   MsgType (35)                       ExecutionReport (8)
   SenderCompID (49)                  SRV_CLI
   TargetCompID (56)                  CLI_SRV
   MsgSeqNum (34)                     11
   SendingTime (52)                   20211210-05:08:39.049
ExecutionReport ("8")
   OrderID (37)                       ord4
   ClOrdID (11)                       ord4
   ExecID (17)                        exec10
   ExecTransType (20)                 0
   ExecType (150)                     0
   OrdStatus (39)                     1
   Symbol (55)                        NYSE::IBM
   Side (54)                          Sell (2)
   OrderQty (38)                      21
   OrdType (40)                       Limit (2)
   Price (44)                         120.45
   TimeInForce (59)                   FillOrKill (4)
   LastShares (32)                    2
   LeavesQty (151)                    1
   CumQty (14)                        20
   AvgPx (6)                          120.45
   TransactTime (60)                  20211210-05:08:39.033
   HandlInst (21)                     AutomatedExecutionNoIntervention (1)
trailer ("trailer")
   CheckSum (10)                      228
---------------------- sent ----------------------
header ("header")
   BeginString (8)                    FIX.4.2
   BodyLength (9)                     200
   MsgType (35)                       ExecutionReport (8)
   SenderCompID (49)                  SRV_CLI
   TargetCompID (56)                  CLI_SRV
   MsgSeqNum (34)                     12
   SendingTime (52)                   20211210-05:08:39.050
ExecutionReport ("8")
   OrderID (37)                       ord4
   ClOrdID (11)                       ord4
   ExecID (17)                        exec11
   ExecTransType (20)                 0
   ExecType (150)                     0
   OrdStatus (39)                     2
   Symbol (55)                        NYSE::IBM
   Side (54)                          Sell (2)
   OrderQty (38)                      21
   OrdType (40)                       Limit (2)
   Price (44)                         120.45
   TimeInForce (59)                   FillOrKill (4)
   LastShares (32)                    1
   LeavesQty (151)                    0
   CumQty (14)                        21
   AvgPx (6)                          120.45
   TransactTime (60)                  20211210-05:08:39.033
   HandlInst (21)                     AutomatedExecutionNoIntervention (1)
trailer ("trailer")
   CheckSum (10)                      222
-------------------- received --------------------
header ("header")
   BeginString (8)                    FIX.4.2
   BodyLength (9)                     68
   MsgType (35)                       Logout (5)
   SenderCompID (49)                  CLI_SRV
   TargetCompID (56)                  SRV_CLI
   MsgSeqNum (34)                     6
   SendingTime (52)                   20211210-05:08:40.565
Logout ("5")
   Text (58)                          goodbye
trailer ("trailer")
   CheckSum (10)                      212
continuous => logoff_received (../runtime/session.cpp:1063)
---------------------- sent ----------------------
header ("header")
   BeginString (8)                    FIX.4.2
   BodyLength (9)                     85
   MsgType (35)                       Logout (5)
   SenderCompID (49)                  SRV_CLI
   TargetCompID (56)                  CLI_SRV
   MsgSeqNum (34)                     13
   SendingTime (52)                   20211210-05:08:40.566
Logout ("5")
   Text (58)                          remote initiated logout
trailer ("trailer")
   CheckSum (10)                      058
logoff_received => logoff_sent_and_received (../runtime/session.cpp:1076)
logoff_sent_and_received => session_terminated (../runtime/session.cpp:358)
Client session(1) finished. Waiting for new connection...
^C*** Interrupt(2) ***
terminated.
%

Screenshot server

expand Shows the server responding to a logout, send a logoff response, and then awaiting a new connection. Notice the state changes.

Shows the server responding to a logout out

Output client

expand 

% ./simpleclisrv -c ../config/simple_client.xml
loaded: libFIX42d.so
starting reliable client
Press 'l' to logout and quit, 'q' to quit (no logout), 'x' to just exit
none => not_logged_in (../runtime/session.cpp:286)
---------------------- sent ----------------------
header ("header")
   BeginString (8)                    FIX.4.2
   BodyLength (9)                     69
   MsgType (35)                       Logon (A)
   SenderCompID (49)                  CLI_SRV
   TargetCompID (56)                  SRV_CLI
   MsgSeqNum (34)                     1
   SendingTime (52)                   20211210-05:08:18.993
Logon ("A")
   EncryptMethod (98)                 0
   HeartBtInt (108)                   10
trailer ("trailer")
   CheckSum (10)                      105
not_logged_in => logon_sent (../runtime/session.cpp:308)
-------------------- received --------------------
header ("header")
   BeginString (8)                    FIX.4.2
   BodyLength (9)                     69
   MsgType (35)                       Logon (A)
   SenderCompID (49)                  SRV_CLI
   TargetCompID (56)                  CLI_SRV
   MsgSeqNum (34)                     1
   SendingTime (52)                   20211210-05:08:18.999
Logon ("A")
   EncryptMethod (98)                 None (0)
   HeartBtInt (108)                   10
trailer ("trailer")
   CheckSum (10)                      111
logon_sent => logon_received (../runtime/session.cpp:735)
logon_received => continuous (../runtime/session.cpp:809)
---------------------- sent ----------------------
header ("header")
   BeginString (8)                    FIX.4.2
   BodyLength (9)                     140
   MsgType (35)                       NewOrderSingle (D)
   SenderCompID (49)                  CLI_SRV
   TargetCompID (56)                  SRV_CLI
   MsgSeqNum (34)                     2
   SendingTime (52)                   20211210-05:08:23.992
NewOrderSingle ("D")
   ClOrdID (11)                       ord1
   HandlInst (21)                     1
   Symbol (55)                        NYSE::IBM
   Side (54)                          1
   TransactTime (60)                  20211210-05:08:23.991
   OrderQty (38)                      25
   OrdType (40)                       2
   Price (44)                         119.635
   TimeInForce (59)                   4
trailer ("trailer")
   CheckSum (10)                      012
-------------------- received --------------------
header ("header")
   BeginString (8)                    FIX.4.2
   BodyLength (9)                     193
   MsgType (35)                       ExecutionReport (8)
   SenderCompID (49)                  SRV_CLI
   TargetCompID (56)                  CLI_SRV
   MsgSeqNum (34)                     2
   SendingTime (52)                   20211210-05:08:23.993
ExecutionReport ("8")
   OrderID (37)                       ord1
   ClOrdID (11)                       ord1
   ExecID (17)                        exec1
   ExecTransType (20)                 New (0)
   ExecType (150)                     New (0)
   OrdStatus (39)                     New (0)
   Symbol (55)                        NYSE::IBM
   Side (54)                          Buy (1)
   OrderQty (38)                      25
   OrdType (40)                       Limit (2)
   Price (44)                         119.63
   TimeInForce (59)                   FillOrKill (4)
   LastCapacity (29)                  Principal (4)
   LeavesQty (151)                    25
   CumQty (14)                        0
   AvgPx (6)                          0
   TransactTime (60)                  20211210-05:08:23.991
   HandlInst (21)                     AutomatedExecutionNoIntervention (1)
trailer ("trailer")
   CheckSum (10)                      172
-------------------- received --------------------
header ("header")
   BeginString (8)                    FIX.4.2
   BodyLength (9)                     199
   MsgType (35)                       ExecutionReport (8)
   SenderCompID (49)                  SRV_CLI
   TargetCompID (56)                  CLI_SRV
   MsgSeqNum (34)                     3
   SendingTime (52)                   20211210-05:08:24.006
ExecutionReport ("8")
   OrderID (37)                       ord1
   ClOrdID (11)                       ord1
   ExecID (17)                        exec2
   ExecTransType (20)                 New (0)
   ExecType (150)                     New (0)
   OrdStatus (39)                     PartiallyFilled (1)
   Symbol (55)                        NYSE::IBM
   Side (54)                          Buy (1)
   OrderQty (38)                      25
   OrdType (40)                       Limit (2)
   Price (44)                         119.63
   TimeInForce (59)                   FillOrKill (4)
   LastShares (32)                    21
   LeavesQty (151)                    4
   CumQty (14)                        21
   AvgPx (6)                          119.63
   TransactTime (60)                  20211210-05:08:23.991
   HandlInst (21)                     AutomatedExecutionNoIntervention (1)
trailer ("trailer")
   CheckSum (10)                      210
-------------------- received --------------------
header ("header")
   BeginString (8)                    FIX.4.2
   BodyLength (9)                     198
   MsgType (35)                       ExecutionReport (8)
   SenderCompID (49)                  SRV_CLI
   TargetCompID (56)                  CLI_SRV
   MsgSeqNum (34)                     4
   SendingTime (52)                   20211210-05:08:24.007
ExecutionReport ("8")
   OrderID (37)                       ord1
   ClOrdID (11)                       ord1
   ExecID (17)                        exec3
   ExecTransType (20)                 New (0)
   ExecType (150)                     New (0)
   OrdStatus (39)                     Filled (2)
   Symbol (55)                        NYSE::IBM
   Side (54)                          Buy (1)
   OrderQty (38)                      25
   OrdType (40)                       Limit (2)
   Price (44)                         119.63
   TimeInForce (59)                   FillOrKill (4)
   LastShares (32)                    4
   LeavesQty (151)                    0
   CumQty (14)                        25
   AvgPx (6)                          119.63
   TransactTime (60)                  20211210-05:08:23.991
   HandlInst (21)                     AutomatedExecutionNoIntervention (1)
trailer ("trailer")
   CheckSum (10)                      166
---------------------- sent ----------------------
header ("header")
   BeginString (8)                    FIX.4.2
   BodyLength (9)                     140
   MsgType (35)                       NewOrderSingle (D)
   SenderCompID (49)                  CLI_SRV
   TargetCompID (56)                  SRV_CLI
   MsgSeqNum (34)                     3
   SendingTime (52)                   20211210-05:08:29.008
NewOrderSingle ("D")
   ClOrdID (11)                       ord2
   HandlInst (21)                     1
   Symbol (55)                        NYSE::IBM
   Side (54)                          2
   TransactTime (60)                  20211210-05:08:29.008
   OrderQty (38)                      14
   OrdType (40)                       2
   Price (44)                         119.944
   TimeInForce (59)                   4
trailer ("trailer")
   CheckSum (10)                      005
-------------------- received --------------------
header ("header")
   BeginString (8)                    FIX.4.2
   BodyLength (9)                     193
   MsgType (35)                       ExecutionReport (8)
   SenderCompID (49)                  SRV_CLI
   TargetCompID (56)                  CLI_SRV
   MsgSeqNum (34)                     5
   SendingTime (52)                   20211210-05:08:29.010
ExecutionReport ("8")
   OrderID (37)                       ord2
   ClOrdID (11)                       ord2
   ExecID (17)                        exec4
   ExecTransType (20)                 New (0)
   ExecType (150)                     New (0)
   OrdStatus (39)                     New (0)
   Symbol (55)                        NYSE::IBM
   Side (54)                          Sell (2)
   OrderQty (38)                      14
   OrdType (40)                       Limit (2)
   Price (44)                         119.94
   TimeInForce (59)                   FillOrKill (4)
   LastCapacity (29)                  Principal (4)
   LeavesQty (151)                    14
   CumQty (14)                        0
   AvgPx (6)                          0
   TransactTime (60)                  20211210-05:08:29.008
   HandlInst (21)                     AutomatedExecutionNoIntervention (1)
trailer ("trailer")
   CheckSum (10)                      162
-------------------- received --------------------
header ("header")
   BeginString (8)                    FIX.4.2
   BodyLength (9)                     199
   MsgType (35)                       ExecutionReport (8)
   SenderCompID (49)                  SRV_CLI
   TargetCompID (56)                  CLI_SRV
   MsgSeqNum (34)                     6
   SendingTime (52)                   20211210-05:08:29.023
ExecutionReport ("8")
   OrderID (37)                       ord2
   ClOrdID (11)                       ord2
   ExecID (17)                        exec5
   ExecTransType (20)                 New (0)
   ExecType (150)                     New (0)
   OrdStatus (39)                     Filled (2)
   Symbol (55)                        NYSE::IBM
   Side (54)                          Sell (2)
   OrderQty (38)                      14
   OrdType (40)                       Limit (2)
   Price (44)                         119.94
   TimeInForce (59)                   FillOrKill (4)
   LastShares (32)                    14
   LeavesQty (151)                    0
   CumQty (14)                        14
   AvgPx (6)                          119.94
   TransactTime (60)                  20211210-05:08:29.008
   HandlInst (21)                     AutomatedExecutionNoIntervention (1)
trailer ("trailer")
   CheckSum (10)                      225
---------------------- sent ----------------------
header ("header")
   BeginString (8)                    FIX.4.2
   BodyLength (9)                     140
   MsgType (35)                       NewOrderSingle (D)
   SenderCompID (49)                  CLI_SRV
   TargetCompID (56)                  SRV_CLI
   MsgSeqNum (34)                     4
   SendingTime (52)                   20211210-05:08:34.028
NewOrderSingle ("D")
   ClOrdID (11)                       ord3
   HandlInst (21)                     1
   Symbol (55)                        NYSE::IBM
   Side (54)                          2
   TransactTime (60)                  20211210-05:08:34.028
   OrderQty (38)                      20
   OrdType (40)                       2
   Price (44)                         119.706
   TimeInForce (59)                   4
trailer ("trailer")
   CheckSum (10)                      252
-------------------- received --------------------
header ("header")
   BeginString (8)                    FIX.4.2
   BodyLength (9)                     193
   MsgType (35)                       ExecutionReport (8)
   SenderCompID (49)                  SRV_CLI
   TargetCompID (56)                  CLI_SRV
   MsgSeqNum (34)                     7
   SendingTime (52)                   20211210-05:08:34.029
ExecutionReport ("8")
   OrderID (37)                       ord3
   ClOrdID (11)                       ord3
   ExecID (17)                        exec6
   ExecTransType (20)                 New (0)
   ExecType (150)                     New (0)
   OrdStatus (39)                     New (0)
   Symbol (55)                        NYSE::IBM
   Side (54)                          Sell (2)
   OrderQty (38)                      20
   OrdType (40)                       Limit (2)
   Price (44)                         119.71
   TimeInForce (59)                   FillOrKill (4)
   LastCapacity (29)                  Principal (4)
   LeavesQty (151)                    20
   CumQty (14)                        0
   AvgPx (6)                          0
   TransactTime (60)                  20211210-05:08:34.028
   HandlInst (21)                     AutomatedExecutionNoIntervention (1)
trailer ("trailer")
   CheckSum (10)                      161
-------------------- received --------------------
header ("header")
   BeginString (8)                    FIX.4.2
   BodyLength (9)                     199
   MsgType (35)                       ExecutionReport (8)
   SenderCompID (49)                  SRV_CLI
   TargetCompID (56)                  CLI_SRV
   MsgSeqNum (34)                     8
   SendingTime (52)                   20211210-05:08:34.030
ExecutionReport ("8")
   OrderID (37)                       ord3
   ClOrdID (11)                       ord3
   ExecID (17)                        exec7
   ExecTransType (20)                 New (0)
   ExecType (150)                     New (0)
   OrdStatus (39)                     Filled (2)
   Symbol (55)                        NYSE::IBM
   Side (54)                          Sell (2)
   OrderQty (38)                      20
   OrdType (40)                       Limit (2)
   Price (44)                         119.71
   TimeInForce (59)                   FillOrKill (4)
   LastShares (32)                    20
   LeavesQty (151)                    0
   CumQty (14)                        20
   AvgPx (6)                          119.71
   TransactTime (60)                  20211210-05:08:34.028
   HandlInst (21)                     AutomatedExecutionNoIntervention (1)
trailer ("trailer")
   CheckSum (10)                      204
---------------------- sent ----------------------
header ("header")
   BeginString (8)                    FIX.4.2
   BodyLength (9)                     140
   MsgType (35)                       NewOrderSingle (D)
   SenderCompID (49)                  CLI_SRV
   TargetCompID (56)                  SRV_CLI
   MsgSeqNum (34)                     5
   SendingTime (52)                   20211210-05:08:39.033
NewOrderSingle ("D")
   ClOrdID (11)                       ord4
   HandlInst (21)                     1
   Symbol (55)                        NYSE::IBM
   Side (54)                          2
   TransactTime (60)                  20211210-05:08:39.033
   OrderQty (38)                      21
   OrdType (40)                       2
   Price (44)                         120.451
   TimeInForce (59)                   4
trailer ("trailer")
   CheckSum (10)                      246
-------------------- received --------------------
header ("header")
   BeginString (8)                    FIX.4.2
   BodyLength (9)                     193
   MsgType (35)                       ExecutionReport (8)
   SenderCompID (49)                  SRV_CLI
   TargetCompID (56)                  CLI_SRV
   MsgSeqNum (34)                     9
   SendingTime (52)                   20211210-05:08:39.034
ExecutionReport ("8")
   OrderID (37)                       ord4
   ClOrdID (11)                       ord4
   ExecID (17)                        exec8
   ExecTransType (20)                 New (0)
   ExecType (150)                     New (0)
   OrdStatus (39)                     New (0)
   Symbol (55)                        NYSE::IBM
   Side (54)                          Sell (2)
   OrderQty (38)                      21
   OrdType (40)                       Limit (2)
   Price (44)                         120.45
   TimeInForce (59)                   FillOrKill (4)
   LastCapacity (29)                  Principal (4)
   LeavesQty (151)                    21
   CumQty (14)                        0
   AvgPx (6)                          0
   TransactTime (60)                  20211210-05:08:39.033
   HandlInst (21)                     AutomatedExecutionNoIntervention (1)
trailer ("trailer")
   CheckSum (10)                      164
-------------------- received --------------------
header ("header")
   BeginString (8)                    FIX.4.2
   BodyLength (9)                     200
   MsgType (35)                       ExecutionReport (8)
   SenderCompID (49)                  SRV_CLI
   TargetCompID (56)                  CLI_SRV
   MsgSeqNum (34)                     10
   SendingTime (52)                   20211210-05:08:39.048
ExecutionReport ("8")
   OrderID (37)                       ord4
   ClOrdID (11)                       ord4
   ExecID (17)                        exec9
   ExecTransType (20)                 New (0)
   ExecType (150)                     New (0)
   OrdStatus (39)                     PartiallyFilled (1)
   Symbol (55)                        NYSE::IBM
   Side (54)                          Sell (2)
   OrderQty (38)                      21
   OrdType (40)                       Limit (2)
   Price (44)                         120.45
   TimeInForce (59)                   FillOrKill (4)
   LastShares (32)                    18
   LeavesQty (151)                    3
   CumQty (14)                        18
   AvgPx (6)                          120.45
   TransactTime (60)                  20211210-05:08:39.033
   HandlInst (21)                     AutomatedExecutionNoIntervention (1)
trailer ("trailer")
   CheckSum (10)                      250
-------------------- received --------------------
header ("header")
   BeginString (8)                    FIX.4.2
   BodyLength (9)                     200
   MsgType (35)                       ExecutionReport (8)
   SenderCompID (49)                  SRV_CLI
   TargetCompID (56)                  CLI_SRV
   MsgSeqNum (34)                     11
   SendingTime (52)                   20211210-05:08:39.049
ExecutionReport ("8")
   OrderID (37)                       ord4
   ClOrdID (11)                       ord4
   ExecID (17)                        exec10
   ExecTransType (20)                 New (0)
   ExecType (150)                     New (0)
   OrdStatus (39)                     PartiallyFilled (1)
   Symbol (55)                        NYSE::IBM
   Side (54)                          Sell (2)
   OrderQty (38)                      21
   OrdType (40)                       Limit (2)
   Price (44)                         120.45
   TimeInForce (59)                   FillOrKill (4)
   LastShares (32)                    2
   LeavesQty (151)                    1
   CumQty (14)                        20
   AvgPx (6)                          120.45
   TransactTime (60)                  20211210-05:08:39.033
   HandlInst (21)                     AutomatedExecutionNoIntervention (1)
trailer ("trailer")
   CheckSum (10)                      228
-------------------- received --------------------
header ("header")
   BeginString (8)                    FIX.4.2
   BodyLength (9)                     200
   MsgType (35)                       ExecutionReport (8)
   SenderCompID (49)                  SRV_CLI
   TargetCompID (56)                  CLI_SRV
   MsgSeqNum (34)                     12
   SendingTime (52)                   20211210-05:08:39.050
ExecutionReport ("8")
   OrderID (37)                       ord4
   ClOrdID (11)                       ord4
   ExecID (17)                        exec11
   ExecTransType (20)                 New (0)
   ExecType (150)                     New (0)
   OrdStatus (39)                     Filled (2)
   Symbol (55)                        NYSE::IBM
   Side (54)                          Sell (2)
   OrderQty (38)                      21
   OrdType (40)                       Limit (2)
   Price (44)                         120.45
   TimeInForce (59)                   FillOrKill (4)
   LastShares (32)                    1
   LeavesQty (151)                    0
   CumQty (14)                        21
   AvgPx (6)                          120.45
   TransactTime (60)                  20211210-05:08:39.033
   HandlInst (21)                     AutomatedExecutionNoIntervention (1)
trailer ("trailer")
   CheckSum (10)                      222
l
---------------------- sent ----------------------
header ("header")
   BeginString (8)                    FIX.4.2
   BodyLength (9)                     68
   MsgType (35)                       Logout (5)
   SenderCompID (49)                  CLI_SRV
   TargetCompID (56)                  SRV_CLI
   MsgSeqNum (34)                     6
   SendingTime (52)                   20211210-05:08:40.565
Logout ("5")
   Text (58)                          goodbye
trailer ("trailer")
   CheckSum (10)                      212
continuous => logoff_sent (../runtime/session.cpp:1076)
-------------------- received --------------------
header ("header")
   BeginString (8)                    FIX.4.2
   BodyLength (9)                     85
   MsgType (35)                       Logout (5)
   SenderCompID (49)                  SRV_CLI
   TargetCompID (56)                  CLI_SRV
   MsgSeqNum (34)                     13
   SendingTime (52)                   20211210-05:08:40.566
Logout ("5")
   Text (58)                          remote initiated logout
trailer ("trailer")
   CheckSum (10)                      058
logoff_sent => logoff_received (../runtime/session.cpp:1063)
logoff_received => session_terminated (../runtime/session.cpp:358)
%

Screenshot client

expand Shows the client sending a logout, and the response from the server. Notice the state changes.

Shows the client logging out

About

Simple client/server example that can be used as a starting point for development using Fix8Pro

Topics

cpp high-performance market-data low-latency fixprotocol orderbook aggregated ohlc cpp-17 fix-engine brownian-motion vwap custom-fix fix8 fix8pro fix44 marketdatasnapshotfullrefresh marketdataincrementalrefresh executionreport newordersingle

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LGPL-3.0 license
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Releases 3

Release for Fix8Pro 22.03 Latest
Apr 1, 2023
+ 2 releases

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