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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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Does Stunnel support non-encrypt connection?

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 encryption? I just had a try with plain socket but it…
user462872
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MetaTrader 4 Fix protocol using Java

I've got a MT4 client setup on my machine and can successfully retrieve feeds. However, I have written a program using java to pull data using the FIX protocol. I'd like to know how my java program can pull the data that I see on my MT4 client…
user1066568
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quickfix for python installation failing on MacOS

I am trying to install the quickfix FIX engine module for python on Centos7/Ubuntu16 and MacOSX. I followed the instructions on http://www.quickfixengine.org/quickfix/doc/html/ The installation on Centos/Ubuntu works perfectly with a pip3.6 install…
Cryptoharf84
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Establishing a connection to DUKASCOPY using stunnel

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/stunnel.pem [OKSERVER] accept = 9443 connect =…
Jaspal Singh Rathour
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Getting all existing fields of a received FIX message with QuickFIX

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 possible to get a field value in a certain way: price =…
Siega Oy
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How to get pipe (|) delimiters between FIX tags in a UNIX command for FIX logs?

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? thanks
Jamie
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Getting fields from quickfix message

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 (MsgType) field by calling…
Wapiti
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QuickFIX/J mixing two different versions

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 5.0 Now I am trying to implement that I can read…
mrbela
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Getting Session Properties (Username and Password) for QuickFix/n

I have put my user name and password on the FIX configuration file. So I must think I should be able to get User name and passwords from some internal variable like session variable or SessionSetting variable or session.SessionDataDictionary or some…
auto9817
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QuickFIX/n - Initiator repeatedly throw errors during Logon phase

I am using the trade client application on this link below to make connection between one of my VPS server and brokers server. http://www.quickfixn.org/tutorial/example-applications . After one week of struggle, I been able to make a connection to…
auto9817
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Convert FIX message format ("Tag=Value") into CSV

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 question on how to clean a dataset. The raw messages look…
fabiog1901
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Weird behavior of Quickfix/j after "Sent test request TEST" happens

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 out waiting for heartbeat 23:19:33: Initiated…
macemers
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How does one dynamically agree on a SenderCompID and TargetCompID in quickfixj?

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 can that be done dynamically? It doesn't seem very…
Kiril
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How to convert a String FIX message to FIX FIX50SP2 format using QuickFixJ

Need a quick help. I am a newbie in QuickFixJ. I have a FIX message in a txt file. I need to convert that into FIX50SP2 format. I am enclosing the code snippet. String fixMsg =…
Rivu
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What's the expected behavior when TCP connection is lost?

I looked through FIX v4.2 spec, it is not clear to me what the expected behavior it should be when the TCP connection is lost in the middle of a session. More specifically, suppose the current sequence number is 100 and at this point the TCP…
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