FIX4wards have recently built a Python based FIX Order State and Position Manager application which sits on top of the QuickFIX engine. Its purpose is to maintain order and position state from execution reports. Orders and Positions can then be queried via an api akin to some broker REST API’s. The use of the state manager can potentially simplify client migration to a FIX based broker without having to re-engineer their existing trading application in support of FIX. It can additionally be used to recover state from FIX log files and to export data in csv format.
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