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Questions tagged [fix-protocol]

The Financial Information eXchange Protocol ( a "FIX Protocol" ) is a series of messaging specifications for the electronic communication of both trade-related and quote-stream related electronic trading messages between a market-access venue and a trading-desk operator ( be it a human or an algorithmic-trading engine ).

What is FIX?

The Financial Information eXchange Protocol ( abbrev. as a "FIX Protocol" ) is a series of messaging protocol specifications for the electronic communication of trade-related messages to provide a common, global language for the automated trading of financial instruments.

A typical FIX Protocol compliant message is an ASCII string, consisting of number tags, associated with their values and looks like:

tagNumber1=tagValue1|tagNumber2=tagValue2|tagNumber3=tagValue3

and so on, where a character | is a tag-record delimiter.

Want to get started or look up an existing tag details?

Visit: https://www.fixtrading.org/standards/

608 questions
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where can I get FIX DATA (FIX as in FIX PROTOCOL)

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 incorrect or that I am missing some mandatory tags. I am…
Zo72
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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 be a good time in microseconds for a client to send…
LatencyGuy
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Maven repository for QuickFIX/J library

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 maybe there is a nicer and quicker way.
mrbela
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QuickFix error: Tag appears more than once in 'W' message

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=No Offer Available|10=249 which has tag 58 twice and…
Andrey Rubliov
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Quickfix/n, most efficient way to extract message Type?

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 msgType = Message.GetMsgType(message.ToString());…
Matt
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Parsing FIX protocol in regex?

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 header information into named groups. E.g.: …
victorhooi
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How to send FIX logon message with Python to GDAX/Coinbase

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 working apart from my logon message which is rejected and…
jp94
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Customizing the FIX logon process in a QuickFIX acceptor

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 debugging into the QuickFIX source code I have…
Martin Liversage
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capturing incoming FIX messages which fail QuickFix validation

A Quickfix client validates incoming messages using XML spec files. If a message fails validation, quickfix automatically sends a rejection response. AFAIK in this case quickfix does not call the standard callback for incoming messages fromApp(), so…
Jonathan Livni
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What is the FIX protocol for financial institutions?

What is the FIX protocol for financial institutions?
ariso
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What causes the "Disconnecting: Encountered END_OF_STREAM" session message in QuickFIX/J?

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 unintentional Logoff. What circumstances can lead to this…
Yannick
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Quickfix read custom repeating group

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=21828=61826=Nifty…
ap14
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Quickfix - Tag not defined for this message type

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-standard tag (1300), and my quickfix engine doesn't…
user3240688
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QuickFIX/J Error value out of range for this tag

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 values (Tag 453) NoPartyIDs = 4 (Tag 447)…
mrbela
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Changing the order of fields in a FIX message

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. QuickFix/n seems to automatically sort the various fields…
user3723746
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