QuickFix includes bindings for Python. How do I install QuickFix so that I can import quickfix in Python on Windows?
easy_install quickfixdoesn't work- both binary and source downloads don't include 
setup.py - The source download has the following folder called python (amongst many others) - how do I use it?
 

Even less promising is the binary download which has a .lib file and an include folder with all the header files.
Please don't assume knowledge about makefiles or swig :)