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Template project to get started with writing C++23 trading strategies using the FIX protocol.

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roq-trading/roq-fix-client-template

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A template project to help you get started with creating your own FIX client using Roq's FIX C++ API.

Prerequisites

Use stable for (the approx. monthly) release build. Use unstable for the more regularly updated development builds.

Initialize sub-modules

git submodule update --init --recursive

Create development environment

scripts/create_conda_env unstable debug

Activate environment

source opt/conda/bin/activate dev

Build the project

Sometimes you may have to delete CMakeCache.txt if CMake has already cached an incorrect configuration.

cmake . && make -j4

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Template project to get started with writing C++23 trading strategies using the FIX protocol.

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