QuickFIX/n is not compatible with the QuickFIX C++ .NET wrapper. This means you cannot simply replace the .NET wrapper DLLs with the QuickFIX/n DLL, and expect your existing code to compile.
The QuickFIX programming style is unchanged, so the top level interfaces you wrote code against are still the same. Creating an application is still the same as before. Your application needs to implement the standard application callbacks (FromApp, ToApp, etc…). MessageCracker is still the recommended way to receive messages, and you write your code in the OnMessage callbacks. Sending a message to a counterparty is the same method call.
Most of the changes you need to make to an existing application are minor, such as changing a method or namespace name. Below is a list of known compatibility issues:
Method names are now upper camel case.
Getter and setter methods no longer exist and have been (or will eventually be) replaced with .NET properties.
Previously, you would call
order.getClOrdID()to get the ClOrdID value from a NewOrderSingle message. Now, just use
For a setter:
exec.ClOrdID = order.ClOrdID;
Interface classes now start with I, per .NET convention. For instance, where you’d implement an
Applicationin QuickFIX/C++, you’ll now implement an
FIX Message classes used to be part of the QuickFix## namespace, where ## is the FIX version. Now they are part of the QuickFix.FIX## namespace.
Socket acceptor and initiator classes are different.
QuickFIX/n’s default initiator is
QuickFix.Transport.SocketInitiatorand the default acceptor is
There may be new or different QuickFIX settings. Please look at the configuration page to determine if you need to update your configuration files.
If we missed anything, let us know