QuickFIX is a full-featured open source FIX engine, currently
compatible with the FIX 4.0-4.4 spec. It runs on Windows, Linux,
Solaris, FreeBSD and Mac OS X. API's are available for C++,
Java, .NET, Python and Ruby.
About FIX
The Financial Information eXchange (FIX) Protocol is a
"language" which defines specific kinds of electronic messages
for communicating securities transactions between two parties.
FIX defines only the format of the messages and the
session-level interaction between two applications. More
information on FIX can be found at the
FIX protocol web site.