Setup connection on SSL with FIX server


 

Some broker support SSL to send message to FIX server. QuickFix engine does not have support for SSL. Some commercial QuickFix engine support it eg. OnixS ultra low latency .NET FIX Engine.

 

Here I am give example how we can connect to FIX server on SSL.

We can install third party network proxy software which can route calls on SSL. We can  Stunnel program to support it. It can be used to add SSL functionality to commonly used in daemons like POP2, POP3, and IMAP servers without any changes in the programs’ code.

QuickFIX Configuration in Stunnel

Add following entry to Stunel.conf config file to connect with FIX Server

;it can be any name

[FIXSERVER]
client = yes
accept = 127.0.0.1:3500
connect=<FIXSERVER Address>: <PORT>

 

image

 

You can change listening port to any free port on local machine.

 

Change in QuickFix config File

[default]
PersistMessages=Y
ConnectionType=initiator
UseDataDictionary=Y

[SESSION]
ConnectionType=initiator
FileStorePath=store
FileLogPath=fixlog
BeginString=FIXT.1.1
DefaultApplVerID=FIX.5.0

TransportDataDictionary=FIXT.1.1.xml

AppDataDictionary=FIX50.xml
SenderCompID=ABC
TargetCompID=FIXSERVER
SocketConnectHost=127.0.0.1
SocketConnectPort=3500
HeartBtInt=20
ReconnectInterval=30
ResetOnLogon=Y
ResetOnLogout=Y
ResetOnDisconnect=Y

 

image

 

I hope, it will help you.

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