Frankly I came across two open source C++ FIX engines: fix8 and QuickFIX.

fix8's docs were horrible and hidden in a wiki that needed an account and even with access to them, it was a bitch to get anything working. I gave it a go on Mac at first, where C++ dev is a little less shitty but even there it was horrible. The thought of getting all its dependencies working on Windows put me right off it. I never actually got fix8 to work.

QuickFix had nice clear docs, only depended on OpenSSL (which I already had installed on Mac) and took very minimal effort to get successfully connected to a broker. On Windows, I installed OpenSSL binaries, built QuickFix itself with cmake and got it working with few problems.

I didn't want to pay for one of the commercial options. I'm sure they have better performance and if you buy a support contract they'll do whatever you need but this is a hobby for me, not a profession. Plus, I think anything super low latenc will be wasted on a Zorro plugin; I don't think Zorro can compete with a proper C++ implementation, which for arbitrage at least is pretty trivial.

Anyhow, I'm pretty happy with QuickFix. It's easy to install, easy to use, I haven't run into any bugs, the docs are easy to read and the code I've looked at (mainly session management and settings code) has been pretty clear and tidy.

I think the Sierra Chart people are full of themselves. There's some more feedback here, which is mostly positive: https://quant.stackexchange.com/questions/557/how-fast-is-quickfix