Broker with FIX connection

Technical Help
#1

Hi Brian,

We're considering moving a part of our trading to QuantRocket a part of what we do with Interactive Brokers. One issue we have is that we also trade through FIX for other brokers.

How difficult would be to add support for FIX and what are our options to do that?

We'll need trading DMA orders and at a later stage VWAP algo too.

Thanks

#2

This is probably best discussed privately. Please email brian at quantrocket dot com

The more detail you can provide about your use case, the better. For example:

  • Are you looking for FIX support for IBKR only or for other brokers too?
  • Are you looking for FIX support for orders and executions only or also for market data?
  • Are you looking for native FIX support within QuantRocket or do you already have a FIX implementation you’re satisfied with and you simply want to integrate that with QuantRocket so that the blotter is informed about your positions etc. and can be used for tracking purposes.

If you can detail what problem you're trying to solve, we can go from there.