quickfix Questions
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
1
Solved
I tried to install QuickFix using pip install quickfix as suggested on their site.
However, during installation I get the error:
C++\Acceptor.cpp(21) : fatal error C1083: Cannot open include file...
Imes asked 25/4, 2016 at 22:47
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
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
1
Solved
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...
Psychopathy asked 22/4, 2015 at 8:25
1
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...
Yorktown asked 1/4, 2015 at 9:21
1
Solved
I'm using quickfixj. I have a custom message like "EndTrade", when I got that message, I want to end fix session? How can I do that? I have not find any way to do so.
It is not allowing me to use ...
5
Solved
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...
Epilepsy asked 11/7, 2012 at 14:41
1
Solved
I'm using quickfix with python bindings. Upon initialization while using FIX44.xml I get the following error:
Traceback (most recent call last):
File "C:\dev\my_proj\quickfix_app.py", line 1227, ...
Contretemps asked 8/4, 2014 at 15:36
2
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...
Striker asked 25/2, 2014 at 3:47
1
I found this solution to make the login part in QuickFIX via C++ with Username and Password.
Working with Visual Studio 2012 Express I had to make an additional include in order to avoid "error C...
Christology asked 22/10, 2013 at 11:46
2
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...
Epley asked 29/10, 2013 at 10:53
3
Solved
When the quickfix initiator reconnects at startTime (defined in config) it deletes the files with sequence number, but does not set ResetSeqNumFlag to Y, and the server replies with a Logout messag...
Averill asked 8/10, 2013 at 15:51
1
Solved
I have installed QuickFix on my mac and am keen to understand the examples that come with it as described here http://www.quickfixengine.org/quickfix/doc/html/examples.html. The trouble is this doc...
3
Solved
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 ...
Neaten asked 31/7, 2013 at 9:11
1
Solved
I have string FIX message as input and I want to convert it into a FIX Message. I am using QuickFix 1.13.3 (which I downloaded few days back from quickfix website)
I am quite new to QuickFix. Most...
Gilly asked 10/5, 2013 at 11:25
2
I guess this is a python vs SWIG question more than anything else...
I'm using a C++ package with SWIG Python bindings.
One of the objects I receive is a UTC time stamp from which I'm trying to ex...
1
Solved
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, ...
Cernuous asked 29/1, 2013 at 16:0
4
Solved
I'm using QuickFix with Python bindings.
How is it possible to control QuickFix's printouts?
As far as I can tell, there are no configuration parameters for this, and QuickFix dumps a lot of logs i...
2
Solved
Entity Framework 5 - The abstract type 'X' has no mapped descendents and so cannot be mapped
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...
Yoicks asked 21/9, 2012 at 20:51
1
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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...
Armandarmanda asked 15/11, 2012 at 16:39
2
Solved
VERY basic questions from a FIX newbie
Looking at the documentation at http://www.quickfixengine.org and reading posts here on stackoverflow I see lots of talk about message 'cracking'. I think I ...
1
Solved
How can I make the login part in QuickFIX in c++?
I found tons of tutorials and articles on how to do this on c# or java, but nothing on c++.
I have a server (acceptor), and a client (initiator). ...
Phonetist asked 12/11, 2012 at 18:0
6
Solved
How do you parse a FIX message using python ?
(FIX message as in the 'financial' FIX Protocol)
7
Solved
I have a method which receives a parameter of base type and performs some pre-processing depending on actual parameter type.
Here is my code:
public void OnMessageReceived(QuickFix42.Message mes...
Branch asked 11/10, 2010 at 10:12
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