CQG Quotes Direct (FIX FAST) in Rust

Quotes Direct API provides fast and reliable market data feeds using the industry-standard FIX formats.

The repository contains:

• rs-quotesdirectlib - Quotes Direct API library.
• sds-client - Example application of Security Definition Server client.
• ffs-client - Example application of data feed client.

Quotes Direct API library

This library provides structures, functions and methods for:

• reading TCP and UDP packets
• parsing incoming FAST messages
• generating outgoing FIX messages

Quotes Direct SDS Client Example

Example implementation of the CQG Quotes Direct Security Definition Service (SDS) client.

How to run

Obtain your username/password and FeedIDs from sales@cqg.com.

Edit the configuration file examples/sds-client.yaml and run the following command:

$ cd examples
$ cargo run --bin sds-client

Quotes Direct Data Feed Client Example

How to run

Get multicast address and port from Security Definition Service.

Edit the configuration file examples/ffs-client.yaml and run the following command:

$ cd examples
$ cargo run --bin ffs-client

License

This project is licensed under the MIT license.