QuickFAST -- An implementation of the FAST protocol for native C++ and .NET

QuickFAST is an Open Source native C++ implementation of the FAST Protocol [SM]. FAST(Fix Adapted for STreaming) protocol was developed by FIX Protocol Limited [FPL] (http://www.fixprotocol.org/fast/) as a way to reduce the bandwidth and network-latency

Because FAST not specific to market data or the financial industry, there are opportunities for using FAST in a wide variety of situations.

QuickFAST is written to be portable to many platforms. It is routinely tested on Windows and Linux. The project also includes a .NET wrapper which supports using QuickFAST in the .NET environment. Ask if you want support for other platforms.

Instructions for getting started with QuickFAST are here

Building

QuickFAST can be built with CMake or with MPC. Both build from the same working copy; pick whichever suits you.

CMake

Boost and Xerces-C are located with find_package, so they can come from your platform's packages, from a package manager or from a local build.

cmake --preset default
cmake --build build
ctest --test-dir build --output-on-failure

The library alone is built by default; -DQUICKFAST_BUILD_TESTS=ON and -DQUICKFAST_BUILD_EXAMPLES=ON add the unit tests and the example programs, and the default preset above turns both on.

Installing exports a CMake package, so a project that uses QuickFAST needs only:

find_package(QuickFAST REQUIRED)
target_link_libraries(your_application PRIVATE QuickFAST::QuickFAST)

CMake with vcpkg

If you would rather not install Boost and Xerces-C yourself, vcpkg can build them, pinned to the baseline recorded in vcpkg.json. With VCPKG_ROOT set:

cmake --preset vcpkg
cmake --build build
ctest --test-dir build --output-on-failure

Docker

To build and run without installing anything on the host:

docker build -t quickfast .
docker run --rm quickfast -?

The image builds the library, runs the unit tests and keeps the example programs; InterpretApplication is its entry point.

There is also a development container under .devcontainer with the toolchain, vcpkg and a debugger already in place.

MPC

The original build. It needs MPC, and setup.sh or setup.cmd has to be edited to point at your Boost and Xerces-C installations.

. ./setup.sh
./m.sh
make

QuickFAST was developed by Object Computing Inc.(OCI) St. Louis Missouri USA. OCI has made QuickFAST available as open source software which may be used without payment of development or runtime license fees. OCI offers commercial support for QuickFAST.

For questions and discussion of QuickFAST, visit the QuickFAST users mailing list

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See also:

• For a open source Java implementation of FAST, see https://sourceforge.net/projects/openfast/
• For an open source C++ implementation of the FIX protocol, see http://www.quickfixengine.org/
• For an open source Java implementation of the FIX protocol, see http://www.quickfixj.org/