QuickFIX includes several example applications in the examples/ directory to demonstrate various FIX application patterns.

ordermatch

ordermatch is a C++ server application that implements a simple matching engine. It accepts limit orders and matches them when buy and sell orders cross. This example demonstrates:

• FIX acceptor implementation
• Order management and matching logic
• Execution reports and order status handling
• Multi-session support

tradeclient

tradeclient is a C++ console-based trading client that allows you to interactively send orders and view executions. This example demonstrates:

• FIX initiator implementation
• Interactive order entry
• Message creation and sending
• Receiving and displaying execution reports

executor

executor is a simple server that automatically fills every limit order it receives. This example is available in multiple languages to demonstrate language binding usage:

• C++ - Full-featured implementation
• Python - Demonstrates Python bindings

The executor example is particularly useful for testing trading clients and demonstrates basic order execution flow.

Running the Examples

Example configuration files are provided in examples/cfg/. To run the examples:

1. Build QuickFIX with examples enabled (-DQUICKFIX_EXAMPLES=ON for CMake)
2. Navigate to the example directory
3. Run the executable with the appropriate configuration file

Using Examples as Templates

These examples serve as excellent templates for building your own FIX applications. They demonstrate:

• Application interface implementation
• Message handling and routing
• Configuration file setup
• Error handling patterns
• Best practices for FIX applications