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Quickfast

This is a custom version of the QuickFast implementation of the FAST protocol.

Clonning and Building

First, the repository must be cloned along with its submodules:

git clone --recursive https://github.com/clearctvm/MarketData.Quickfast.git
cd MarketData.Quickfast

It is necessary to set the Boost path for the Quickfast project. If there is a BOOST_ROOT environment variable set to the root of the Boost distribution, the file customBuildProperties.props.skel, located under the solutions subdir, can be used as is:

cd solutions
copy customBuildProperties.props.skel customBuildProperties.props

Otherwise, copy (as above), edit the newly created customBuildProperties.props file and change the line:

	<BOOST_ROOT>$(BOOST_ROOT)</BOOST_ROOT>

into something like:

	<BOOST_ROOT>C:\path\to\boost</BOOST_ROOT>

Now, the solution QuickFAST_VC140.sln can be build. This can be achieved by opening the solution on Visual Studio 2015, selecting the proper values in the Solution Configurations and Solution Platforms drop lists and building the solution. Or equivalently from the command line:

MSBuild QuickFAST_VC140.sln /p:Configuration="Static Debug" /p:Platform=x64 /m

The above command will build it in Static Debug for the x64 platform.

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