I have implemented my own FIX client, something like QuickFIX. Now I need to test it. Is there a fake FIX exchange somewhere that I can use? Has anyone ever implemented a FIX server that I can use to validate my client? Is there a real exchange from which I can use their test connection to test and validate my fix client?
Any help here will be greatly appreciated!
Have you tried FIXimulator? http://code.google.com/p/fiximulator/ It doesn't exactly work as an exchange, but you can establish sessions, receive orders and execute (auto execution as well possible) them. Check it out.
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