I've implemented a Java program that uses QuickFIX/J (version 1.6.0). It gets a FIX message (execution report) from the counterparty with the repeating group NoPartyIDs (Tag 453) with following the...

I receive from the FIX server the following 'W' message: 8=FIX.4.2|9=141|35=W|34=98|49=CX|52=20150401-09:12:30.247|56=CACIB_MD2|55=608230|262=48|9883=IDB|268=2|269=0|58=No Bid Available|269=1|58=N...

I have a csv/log file of 35=S (Quote messages; "Tag=Value") and I need to extract the rates into a proper CSV file for data mining. This is not strictly FIX related, it's more of a R related questi...

I have implemented my own FIX client, something like QuickFIX. Now I need to test it. Is there a fake FIX exchange somewhere that I can use? Has anyone ever implemented a FIX server that I ca...

I'm using Quickfix/J to receive the message but "Sent test request TEST" happen. The log file (FIX.4.2-A-B.event.log)shows that: 23:19:05: Sent test request TEST 23:19:32: Disconnecting: Timed ou...

Suppose that I'm running a web-based exchange and a new customer signs up. I give that customer a new CompID and now I want to add that CompID to my acceptor. Do I have to restart my acceptor or ca...

I have a process between the Sell side client and an exchange that does currency conversons. There are two FIX adapters - one recieving the messages from the sell side and serving the messages to t...

What is the most efficient way in Quickfix/n 1.4 to extract the message type as defined here: http://www.fixprotocol.org/FIXimate3.0/en/FIX.5.0SP2/messages_sorted_by_type.html I currently use var ...

I'm pretty new to the FIX protocol and was hoping someone could help clarify some terms. In particular could someone explain (perhaps with an example) the flow of NewOrderSingle, ExecutionReport, ...

I'm getting the following error when trying to operate on this object. Anybody got any ideas? The project is on GitHub, but you will most likely not be able to run it unless you have a FIX server l...

I need to add/modify fields in the FIX4.4 dictionary. I haven't found any helpful documentation or tutorials on this. I'm guessing I have to modify the FIX44.xml file, but I'm not sure how exactl...

Could anyone explain what the difference between FIX and FAST? When should one use FIX, and when should one use FAST?

I am looking for a recommendation for a FIX library for .Net (C#). It should support FIX and possibly FIXML. I already know of QuickFix, but it has some bugs which I'd like to avoid. Ideas?...

1 question about Stunnel. I would like to use Stunnel as a FIX (Financial Information eXchange) gateway for internet, to support both SSL and non-SSL connection. Is Stunnel able to do without any e...

Well I assume this is more theoretical question for those who familar with hft. I receive orders from FAST and process them. I receive about 2-3 thousands orders per second. The question is if I sh...

I need to parse a logfiles that contains FIX protocol messages. Each line contains header information (timestamp, logging level, endpoint), followed by a FIX payload. I've used regex to parse the...

What is the FIX protocol for financial institutions?

I came across this very similar question but that question is tagged QuickFIX (which is not relevant to my question) and most of the answers are QuickFIX-related. My question is broader. I'm looki...