Sample python quickfix executor and client applications.
*Requirements: Install quickfix http://www.quickfixengine.org/download
TODO: add info on how to build quickfix in ubuntu
*Execution: python executor.py executor.cfg (Executes new limit orders) python client.py client.cfg (Interactive order placement)
1 - places order 2 - exits d - pdb.set_trace() - to check what a mess inside a SWIG generated code
You can check what is going on in Logs folder by: tail -f *
or using wireshark, as it has a good representation plugins for FIX