fix-protocol Questions
4
I use a QuickFix/n initiator. My broker rejects my logon messages, citing wrong order of fields (tags) in the message header. Instead of 34, 49, 52, 56, the order should be 49, 56, 34, 52.
QuickF...
Delastre asked 9/6, 2014 at 21:6
3
Solved
I use MessageCracker Crack(message, sessionId); within FromAdmin and FromApp (I use version 1.4 of quickfix/n and message cracker seems to also handle admin messages, at least the overloaded OnMess...
Dickenson asked 31/7, 2013 at 8:24
5
Solved
I have a FixMessage and I want to calculate the checksum manually.
8=FIX.4.2|9=49|35=5|34=1|49=ARCA|52=20150916-04:14:05.306|56=TW|10=157|
The body length here is calculated:
8=FIX.4.2|9=49|35...
Polystyrene asked 22/9, 2015 at 3:53
3
Does QuickFIX provide the possibility of getting ALL existing fields of an incoming FIX message in a single step? (I use version 1.14.3 for Python.)
According to QuickFIX documentation, it's possi...
Ferrule asked 16/8, 2016 at 9:24
3
Solved
I'm trying to establish a FIX 4.2 session to fix.gdax.com (docs: https://docs.gdax.com/#fix-api or https://docs.prime.coinbase.com/?python#logon-a) using Python 3.5 and stunnel. Everything is worki...
Aforetime asked 4/11, 2017 at 11:54
2
Solved
The QuickFix website provides data dictionaries for various versions of FIX (note: I am talking about FIX rather than FIXML). I have not seen any mention of such data dictionaries in the FIX specif...
Kex asked 28/10, 2020 at 9:57
3
Solved
I am using QuickFIX/J version 1.6.4 within Apache Camel 2.17.0 and I get the session message Disconnecting: Encountered END_OF_STREAM. It is not an error, but in my case it leads to an unintentiona...
Krona asked 17/4, 2019 at 13:36
3
Solved
I am new to the FIX world. I am writing an application processing FIX messages in Java and for that I am using QuickFIX/J. I have downloaded the DataDictionary from the homepage (http://quickfixeng...
Binnacle asked 21/4, 2015 at 12:39
3
I am relatively new to FIX-Protocol.
The delimiter for a FIX-Protocol message sometimes show ^ and other times |. Wikipedia for FIX-Protocol says [SOH] ( <Start of Header> for hex 0x01 ) bein...
Bookstand asked 13/8, 2014 at 18:10
2
looking for some help in establishing a connection with my broker DUKASCOPY using stunnel and quickfix python over FIX4.4 protocol.
Here is my stunnel config:
client = yes
cert = /etc/stunnel/stu...
Vertievertiginous asked 2/10, 2018 at 22:39
1
I have this sample response that I get from my service provider. They have defined tags which are already defined (I have checked from FIXimate).
8=FIXT.1.19=108135=IB49=NSECM56=MTBM34=1924=1115=...
Primer asked 17/9, 2018 at 12:22
2
Solved
I'm trying to connect to Bloomberg through the FIX protocol (4.4) using QuickFIX/n.
Bloomberg requires to use the TLS 1.2 protocol. I have installed the PFX certificate following the instructions....
Pentstemon asked 25/10, 2017 at 15:28
3
Solved
I'm using QuickFIX and C# to create a FIX acceptor (server). I want the client (the FIX initiator) to logon using a username and password. However, I'm not sure how I can do that in QuickFIX.
By d...
Quiberon asked 27/8, 2010 at 9:16
2
Solved
I am writing an application that uses QuickFIX/J as FIX framework.
My counterpart sends me an ExecutionReport message of FIX version 4.4
But only some fields (the Parties component) are of version ...
Mariettamariette asked 30/4, 2015 at 12:29
3
Solved
I want test a FIX gateway for our company and was wondering if anything in opensource already exists that I can use or perhaps leverage to complete this task.
I am currently looking at QuickFix but...
Procession asked 5/3, 2010 at 13:58
1
I am trying to implement basic FIX requests with python quickfix (FIX 4.2), however the documentation is sparse for me to understand it fully (and i have done quite a bit of research ,links at the ...
Beachlamar asked 16/11, 2016 at 17:56
3
Solved
I am using quickfix with python. Looking at the doc page here tells us how to get fields. Say a message = fix.message (with quickfix as fix) comes in from the counterparty. I can get the 35 (MsgTyp...
Demonetize asked 12/10, 2015 at 20:48
1
Solved
I'm getting an exec report from my counter party, and my quickfix engine is rejecting it for "Tag not defined for this message type 371=1300"
It seems to be saying that the exec report has a non-s...
Schweiker asked 26/7, 2016 at 22:13
3
Solved
I am using QuickFIX/J in the newest version (1.6.0) and want you to ask if you know any Maven repositories to integrate in my pom file?
I could manually add the jar files to my local repository but...
Dally asked 21/4, 2015 at 7:0
2
Solved
I need a simple example of how to initialize a session and send one FIX message. I have this initial code:
SessionSettings settings = new SessionSettings( new FileInputStream("fix.cfg"));
Applica...
Simson asked 14/3, 2016 at 9:37
2
Solved
I'm trying to understand the StartTime and EndTime setting in the QuickFIX config file. I'm using QuickFIX .Net to implement a buy side FIX client, set as a initiator.
By default , both StartTime...
Cogitative asked 12/1, 2016 at 6:15
1
Solved
I am able to get spaces between tags by running:
tail -f filename | tr '\001' ' '
but I would like the tail output to have | delimiters, i.e.
35=D|49=sender|56=recipient
anyone know how? th...
Germainegerman asked 2/12, 2015 at 16:29
7
Solved
Can somebody suggest a place (websites) where to find 'real' FIX messages.
By real I mean not examples but 'real' so that if I put them into an engine it won't complain that tag 10 is incorr...
Sherbrooke asked 28/11, 2011 at 15:8
4
What are the lowest possible latencies for a FIX engine to send a FIX message from client to server?
I am building a FIX engine in C++ but I don't have a reference to know what would be considered a good performance number. Taking into account the network time and the FIX parsing time, what would ...
Housemaster asked 8/7, 2015 at 20:46
2
I found the second answer of Parsing FIX protocol in regex? to be very nice so I tried it out.
Here is my code.
new_order_finder1 = re.compile("(?:^|\x01)(11|15|55)=(.*?)\x01")
new_order_finder2 ...
Epiphora asked 3/7, 2015 at 5:14
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