FiX Protocol and Matlab

[jzamoras]

Hi All. This is my first post

We have built some strategies in Matlab and we would like to DMA chilean exchange. We know they are using FIX 4.4 protocol.
We have a lot of experience using Interactive Brokers' ActiveX, but out c++ and java knowledge is pretty basic. How should we start?

Best Regards,
Jaime

 

[Eugene Krel]

Depends on whether you want to keep your strategy in matlab or move it to another language.

I use QuickFIX (both c++ and java, although java is better for my purposes mostly).
QuickFix: Open Source FIX Engine or QuickFIX/J - Free, Open Source Java FIX engine
The c++ version has a python api as far as I can remember.

There may be a matlab tool that allows you to produce FIX messages and maintain sessions, but I don't know of one.

 

[jzamoras]

Thanks for your answer. The idea is to keep matlab as strategies builder and send from it FiX messages.

Best,
Jaime

 

[MSKX]

There is now a Matlab toolbox (MATFIX) that enables direct FIX execution from Matlab. This toolbox allows you to trade with most brokers directly from Matlab!

See http://www.agoratron.com/our_products.html for more info.