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How do I install QuickFix for Python?
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Solved pythoninstallationquickfix
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I tried to install QuickFix using pip install quickfix as suggested on their site.

However, during installation I get the error:

C++\Acceptor.cpp(21) : fatal error C1083: Cannot open include file: 'stdafx.h': No such file or directory

As far as I understand stdafx.h is a precompiled C++ header. So where can I get my hands on this file and how can I tell pip where to find it?

The full pip log is given below for reference:

------------------------------------------------------------
C:\Program Files (x86)\Python27\lib\site-packages\pip\__main__.py run on 04/25/16 23:14:35
Downloading/unpacking quickfix
  Getting page https://pypi.python.org/simple/quickfix/
  URLs to search for versions for quickfix:
  * https://pypi.python.org/simple/quickfix/
  Analyzing links from page https://pypi.python.org/simple/quickfix/
    Found link https://pypi.python.org/packages/63/6e/842f5fcaae56f6a992f6a4e962e256327a85e31f49cd18ef6785d71dcc11/quickfix-1.14.2.tar.gz#md5=9412b4c496403408f5cd3864a74be86f (from https://pypi.python.org/simple/quickfix/), version: 1.14.2
    Found link https://pypi.python.org/packages/8c/e1/0943a3ae87d5c9e13d97ff66e3f0d110dac3450c3b137c8fc3b61128f72a/quickfix-1.14.1.tar.gz#md5=6944d6c0840a3157eb5dae1552a7a3a6 (from https://pypi.python.org/simple/quickfix/), version: 1.14.1
    Found link https://pypi.python.org/packages/d4/73/88e00fab6aec1b5ca10816b294b351e3af2f6fc6fbf08f8c48b3ffaf60cb/quickfix-1.14.3.tar.gz#md5=6a4085d95e30af2c93e75d8e5b08d921 (from https://pypi.python.org/simple/quickfix/), version: 1.14.3
  Using version 1.14.3 (newest of versions: 1.14.3, 1.14.2, 1.14.1)
  Downloading from URL https://pypi.python.org/packages/d4/73/88e00fab6aec1b5ca10816b294b351e3af2f6fc6fbf08f8c48b3ffaf60cb/quickfix-1.14.3.tar.gz#md5=6a4085d95e30af2c93e75d8e5b08d921 (from https://pypi.python.org/simple/quickfix/)
  Running setup.py (path:c:\users\admin\appdata\local\temp\pip_build_Admin\quickfix\setup.py) egg_info for package quickfix
    running egg_info
    creating pip-egg-info\quickfix.egg-info
    writing pip-egg-info\quickfix.egg-info\PKG-INFO
    writing top-level names to pip-egg-info\quickfix.egg-info\top_level.txt
    writing dependency_links to pip-egg-info\quickfix.egg-info\dependency_links.txt
    writing manifest file 'pip-egg-info\quickfix.egg-info\SOURCES.txt'
    warning: manifest_maker: standard file '-c' not found

    reading manifest file 'pip-egg-info\quickfix.egg-info\SOURCES.txt'
    writing manifest file 'pip-egg-info\quickfix.egg-info\SOURCES.txt'
  Source in c:\users\admin\appdata\local\temp\pip_build_admin\quickfix has version 1.14.3, which satisfies requirement quickfix
Installing collected packages: quickfix
  Running setup.py install for quickfix
    Running command "C:\Program Files (x86)\Python27\python.exe" -c "import setuptools, tokenize;__file__='c:\\users\\admin\\appdata\\local\\temp\\pip_build_Admin\\quickfix\\setup.py';exec(compile(getattr(tokenize, 'open', open)(__file__).read().replace('\r\n', '\n'), __file__, 'exec'))" install --record c:\users\admin\appdata\local\temp\pip-ulak1y-record\install-record.txt --single-version-externally-managed --compile
    running install
    running build
    running build_py
    creating build
    creating build\lib.win32-2.7
    copying quickfix.py -> build\lib.win32-2.7
    copying quickfixt11.py -> build\lib.win32-2.7
    copying quickfix40.py -> build\lib.win32-2.7
    copying quickfix41.py -> build\lib.win32-2.7
    copying quickfix42.py -> build\lib.win32-2.7
    copying quickfix43.py -> build\lib.win32-2.7
    copying quickfix44.py -> build\lib.win32-2.7
    copying quickfix50.py -> build\lib.win32-2.7
    copying quickfix50sp1.py -> build\lib.win32-2.7
    copying quickfix50sp2.py -> build\lib.win32-2.7
    running build_ext
    Testing for std::tr1::shared_ptr...
    C:\Users\Admin\AppData\Local\Programs\Common\Microsoft\Visual C++ for Python\9.0\VC\Bin\cl.exe /c /nologo /Ox /MD /W3 /GS- /DNDEBUG -IC++ "-IC:\Program Files (x86)\Python27\include" "-IC:\Program Files (x86)\Python27\PC" /Tptest_std_tr1_shared_ptr.cpp /Fotest_std_tr1_shared_ptr.obj
    test_std_tr1_shared_ptr.cpp
    test_std_tr1_shared_ptr.cpp(1) : fatal error C1083: Cannot open include file: 'tr1/memory': No such file or directory
     ...not found
    Testing for std::shared_ptr...
    C:\Users\Admin\AppData\Local\Programs\Common\Microsoft\Visual C++ for Python\9.0\VC\Bin\cl.exe -std=c++0x /c /nologo /Ox /MD /W3 /GS- /DNDEBUG -IC++ "-IC:\Program Files (x86)\Python27\include" "-IC:\Program Files (x86)\Python27\PC" /Tptest_std_shared_ptr.cpp /Fotest_std_shared_ptr.obj
    cl : Command line warning D9002 : ignoring unknown option '-std=c++0x'
    test_std_shared_ptr.cpp
    test_std_shared_ptr.cpp(5) : error C2039: 'shared_ptr' : is not a member of 'std'
    test_std_shared_ptr.cpp(5) : error C2065: 'shared_ptr' : undeclared identifier
    test_std_shared_ptr.cpp(5) : error C2062: type 'int' unexpected
    ...not found
    building '_quickfix' extension
    creating build\temp.win32-2.7
    creating build\temp.win32-2.7\Release
    creating build\temp.win32-2.7\Release\C++
    C:\Users\Admin\AppData\Local\Programs\Common\Microsoft\Visual C++ for Python\9.0\VC\Bin\cl.exe /c /nologo /Ox /MD /W3 /GS- /DNDEBUG -IC++ "-IC:\Program Files (x86)\Python27\include" "-IC:\Program Files (x86)\Python27\PC" /TpC++\Acceptor.cpp /Fobuild\temp.win32-2.7\Release\C++\Acceptor.obj -std=c++0x
    cl : Command line warning D9002 : ignoring unknown option '-std=c++0x'
    Acceptor.cpp
    C++\Acceptor.cpp(21) : fatal error C1083: Cannot open include file: 'stdafx.h': No such file or directory
    error: command 'C:\\Users\\Admin\\AppData\\Local\\Programs\\Common\\Microsoft\\Visual C++ for Python\\9.0\\VC\\Bin\\cl.exe' failed with exit status 2
    Complete output from command "C:\Program Files (x86)\Python27\python.exe" -c "import setuptools, tokenize;__file__='c:\\users\\admin\\appdata\\local\\temp\\pip_build_Admin\\quickfix\\setup.py';exec(compile(getattr(tokenize, 'open', open)(__file__).read().replace('\r\n', '\n'), __file__, 'exec'))" install --record c:\users\admin\appdata\local\temp\pip-ulak1y-record\install-record.txt --single-version-externally-managed --compile:
    running install

running build

running build_py

creating build

creating build\lib.win32-2.7

copying quickfix.py -> build\lib.win32-2.7

copying quickfixt11.py -> build\lib.win32-2.7

copying quickfix40.py -> build\lib.win32-2.7

copying quickfix41.py -> build\lib.win32-2.7

copying quickfix42.py -> build\lib.win32-2.7

copying quickfix43.py -> build\lib.win32-2.7

copying quickfix44.py -> build\lib.win32-2.7

copying quickfix50.py -> build\lib.win32-2.7

copying quickfix50sp1.py -> build\lib.win32-2.7

copying quickfix50sp2.py -> build\lib.win32-2.7

running build_ext

Testing for std::tr1::shared_ptr...

C:\Users\Admin\AppData\Local\Programs\Common\Microsoft\Visual C++ for Python\9.0\VC\Bin\cl.exe /c /nologo /Ox /MD /W3 /GS- /DNDEBUG -IC++ "-IC:\Program Files (x86)\Python27\include" "-IC:\Program Files (x86)\Python27\PC" /Tptest_std_tr1_shared_ptr.cpp /Fotest_std_tr1_shared_ptr.obj

test_std_tr1_shared_ptr.cpp

test_std_tr1_shared_ptr.cpp(1) : fatal error C1083: Cannot open include file: 'tr1/memory': No such file or directory

 ...not found

Testing for std::shared_ptr...

C:\Users\Admin\AppData\Local\Programs\Common\Microsoft\Visual C++ for Python\9.0\VC\Bin\cl.exe -std=c++0x /c /nologo /Ox /MD /W3 /GS- /DNDEBUG -IC++ "-IC:\Program Files (x86)\Python27\include" "-IC:\Program Files (x86)\Python27\PC" /Tptest_std_shared_ptr.cpp /Fotest_std_shared_ptr.obj

cl : Command line warning D9002 : ignoring unknown option '-std=c++0x'

test_std_shared_ptr.cpp

test_std_shared_ptr.cpp(5) : error C2039: 'shared_ptr' : is not a member of 'std'

test_std_shared_ptr.cpp(5) : error C2065: 'shared_ptr' : undeclared identifier

test_std_shared_ptr.cpp(5) : error C2062: type 'int' unexpected

...not found

building '_quickfix' extension

creating build\temp.win32-2.7

creating build\temp.win32-2.7\Release

creating build\temp.win32-2.7\Release\C++

C:\Users\Admin\AppData\Local\Programs\Common\Microsoft\Visual C++ for Python\9.0\VC\Bin\cl.exe /c /nologo /Ox /MD /W3 /GS- /DNDEBUG -IC++ "-IC:\Program Files (x86)\Python27\include" "-IC:\Program Files (x86)\Python27\PC" /TpC++\Acceptor.cpp /Fobuild\temp.win32-2.7\Release\C++\Acceptor.obj -std=c++0x

cl : Command line warning D9002 : ignoring unknown option '-std=c++0x'

Acceptor.cpp

C++\Acceptor.cpp(21) : fatal error C1083: Cannot open include file: 'stdafx.h': No such file or directory

error: command 'C:\\Users\\Admin\\AppData\\Local\\Programs\\Common\\Microsoft\\Visual C++ for Python\\9.0\\VC\\Bin\\cl.exe' failed with exit status 2

----------------------------------------
Cleaning up...
  Removing temporary dir c:\users\admin\appdata\local\temp\pip_build_Admin...
Command "C:\Program Files (x86)\Python27\python.exe" -c "import setuptools, tokenize;__file__='c:\\users\\admin\\appdata\\local\\temp\\pip_build_Admin\\quickfix\\setup.py';exec(compile(getattr(tokenize, 'open', open)(__file__).read().replace('\r\n', '\n'), __file__, 'exec'))" install --record c:\users\admin\appdata\local\temp\pip-ulak1y-record\install-record.txt --single-version-externally-managed --compile failed with error code 1 in c:\users\admin\appdata\local\temp\pip_build_Admin\quickfix
Exception information:
Traceback (most recent call last):
  File "C:\Program Files (x86)\Python27\lib\site-packages\pip\basecommand.py", line 122, in main
    status = self.run(options, args)
  File "C:\Program Files (x86)\Python27\lib\site-packages\pip\commands\install.py", line 283, in run
    requirement_set.install(install_options, global_options, root=options.root_path)
  File "C:\Program Files (x86)\Python27\lib\site-packages\pip\req.py", line 1435, in install
    requirement.install(install_options, global_options, *args, **kwargs)
  File "C:\Program Files (x86)\Python27\lib\site-packages\pip\req.py", line 706, in install
    cwd=self.source_dir, filter_stdout=self._filter_install, show_stdout=False)
  File "C:\Program Files (x86)\Python27\lib\site-packages\pip\util.py", line 697, in call_subprocess
    % (command_desc, proc.returncode, cwd))
InstallationError: Command "C:\Program Files (x86)\Python27\python.exe" -c "import setuptools, tokenize;__file__='c:\\users\\admin\\appdata\\local\\temp\\pip_build_Admin\\quickfix\\setup.py';exec(compile(getattr(tokenize, 'open', open)(__file__).read().replace('\r\n', '\n'), __file__, 'exec'))" install --record c:\users\admin\appdata\local\temp\pip-ulak1y-record\install-record.txt --single-version-externally-managed --compile failed with error code 1 in c:\users\admin\appdata\local\temp\pip_build_Admin\quickfix
Imes answered 25/4, 2016 at 22:47 Comment(1)
The problem reported here seems to be Windows-specific - I was able to install the quickfix package under Linux using pip install quickfix. If this is the case, you might consider narrowing the question scope to the Windows operating system. – Junction
P
12

I never could figure out this problem. Instead I went here and downloaded it. Should work for you too.

Panga answered 26/4, 2016 at 13:26 Comment(2)
A quicker link lfd.uci.edu/~gohlke/pythonlibs/#quickfix Also note that if a version doesn't work, try going down version(s) until you get a working one. I've just tried the latest v39 which didn't work, but v38 did. Interestingly v37 doesn't work either. I've also been told to look out for Docker Compatibility as well. The joys of Quickfix .... – Lema
pip install quickfix‑1.15.1‑cp27‑cp27m‑win_amd64.whl , for example, after downloading: https://mcmap.net/q/1923823/-quickfix-library-step-by-step-successful-installation-for-windows-python-user – Leggy

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