I solved the issue. It was indeed a path issue. If classes depend on other .jar then those need to be added to the javaclasspath as well.
Following the quickfix installation guide the following 4 jar files need to be in the path:
quickfixj-all.jar(includes core and message JARs)
1) The Banzai example is running correctly on my system.
2) The javaclasspath is set correct.
I'm successful calling (and creating the output objects in Matlab) other classes from the same quickfixj-all jar files.
I'm working on Windows 7:
Operating System: Microsoft Windows 7 Version 6.1 (Build 7601: Service Pack 1)
Java VM Version: Java 1.6.0_17-b04 with Sun Microsystems Inc. Java HotSpot(TM) 64-Bit Server VM mixed mode
I am having trouble with starting banzai on my computer. I know it has to probably deal with not having the the config file on the correct path.
I am receiving the error that SessionSettings is a undefined function. I am not sure where to put the correct file and what files to put there. Thank you!