Open quickfix_vs12.sln, quickfix_vs14.sln, or quickfix_vs15.sln
Batch build all projects. lib\quickfix.lib and lib\debug\quickfix.lib can be linked into your application. Header files are copied to the include directory.
Compile time options are controlled from the
    config_windows.h file in the src directory. The
    following options are supported:
    
| #define HAVE_STLPORT 1 | 
| Compile with stlport instead of standard visual c++ STL implementation. | 
| #define HAVE_ODBC 1 | 
| Compiles ODBC support into QuickFIX. | 
| #define HAVE_MYSQL 1 | 
| Compiles MySQL support into QuickFIX. If you enable this option, the mysql include and library directories must be in the Visual Studio search paths. | 
| #define HAVE_POSTGRESQL 1 | 
| Compiles PostgreSQL support into QuickFIX. If you enable this option, the postgres include and library directories must be in the Visual Studio search paths. | 
./configure && ./make sudo make install
You can also run configure with the --prefix=<base directory> option to install to a custom location.
./configure options:
| --with-python2 | 
| Build the Python2 API | 
| --with-python3 | 
| Build the Python3 API | 
| --with-ruby | 
| Build the Ruby API | 
| --with-mysql | 
| Compile in mysql support | 
| --with-postgresql | 
| Compile in postgresql support | 
| --with-stlport=<base directory> | 
| Compile with stlport instead of standard gcc STL implementation | 
When using the SUNPro compiler:
    
    CC=<full path to SUNPro CC binary>
    CFLAGS=-g -xs
    CXX=<full path to SUNPro CC binary>
    CXXFLAGS=-g -xs
    LD=<full path to SUNPro CC binary>
    LDFLAGS=-g -xs -lCstd
    AR=<full path to SUNPro CC binary>
    AR_FLAGS=-g -xs -xar -o