In Java or C# you could use compositelogfactory to use both screenlogfactory and filelogfactory to write logs to both a log file and to the screen
QuickFix.ILogFactory logFactory = new QuickFix.CompositeLogFactory(settings);
logFactory = new CompositeLogFactory(
new LogFactory[] { new ScreenLogFactory(settings),
new FileLogFactory(settings)});
However in the Python version (SWIG C++ version), I can't find the CompositeLogFactory. Is this not available or is it possible to achieve the same functionality in a different (but similar) way through Python QuickFix?
The Python version simply wraps the C++ lib in Python bindings.
The C++ version doesn't have a CompositeLogFactory, so the Python-wrapped version doesn't have it either.