quickfix 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

5

Solved

We are creating a trading application, where the backend is totally in C++ (using QuickFix engine). We would like to build a web application in Django on top of this backend, where the user can pla...
Fango asked 1/9, 2011 at 18:59

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

2

Solved

PyPy has some compatibility limitations, especially regarding the CPython C API. I use QuickFix package which comes with precompiled SWIG bindings, and I'm considering using it with PyPy. As I am ...
Borough asked 7/7, 2011 at 9:58

2

I am trying to read from a FIX engine using Python and Quickfix, and have managed to get the engine to recognize custom messages by modifying the data dictionary used (with necessary message groups...
Multiplier asked 15/2, 2012 at 9:39

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

5

Solved

I want to log QuickFix messages in sort of parsed mode like tagname,Value I cannot find existing functionality. I am using QuickFix.Net. I was thinking about providing some sort of method that wo...
Pinchas asked 23/6, 2011 at 12:20

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

1

This issue is almost identical to this which was not answered properly: Reading Repeating Groups in Custom Messages using Python Quickfix python 2.7.15 on Windows, quickfix 1.15.1, FIX 4.2 I have...
Slumgullion asked 22/8, 2018 at 9:40

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

4

I'm relatively new to using python and quickfix, I want the transaction time for a message to be in UTC format so that the transact time looks like YYYYMMDD-HH:MM:SS.mmm so basically I want tag 60 ...
Anticyclone asked 13/2, 2012 at 13:55

1

Solved

In the FIX.4.4 data dictionary XML bundled with the quickfix library, it appears that some fields are marked as required that possibly should not be according to protocol specs as described in FIXi...
Casket asked 1/6, 2018 at 22:55

1

Solved

I've been working on a client API using QuickFIX and I'm planning to use SSL and certificate based authentication. I generated self signed certificates for acceptor and initiator the following way:...
Almsgiver asked 2/10, 2015 at 9:35

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

2

If I try to replace or cancel an order I get a message 58=Conditionally Required Field Missing and the next message contains 58=Invalid MsgType Here are the logs: Replacing an order (tgFZctx200U6...
Reserpine asked 4/2, 2017 at 13:41

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

2

Solved

I have given a project to develop Algorithmic trading system using c++ and quickFix library, I search on google about quickFix library but didn't find any useful information. Can anybody give me so...
Keverne asked 26/10, 2016 at 12:23

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

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