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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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Filtering Messages by fields

I want to find messages which are matched with a user define pattern using C++ Code. The sample message is 8=FIX.4.4|9=70|35=A|34=1|49=SAM|52=20170124-02:55:47|56=SAM|98=0|108=300|141=Y|10=236| This is FIX message. I want to find out is a message…
Sam Mokari
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How do you validate values for an order using QuickFix

I'm a beginner with quickfix and I'm not sure if the problem I'm having is trivial or not. I want to validate the values of an order using quickfix such as symbol, price, quantity, etc. Does quickfix provide a function in python that validates if a…
Redson
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Which field define if the Order is in A-book or in B-book

I'm building a FIX acceptor and in when i process a new order i want to act to different depends if the order is in A-Book or in B-Book. I can't understand qhich field may give me this information. I was thinking about HandlIndt (21) but i'm not…
kitsuneFox
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FIX - How to find status

Im wringing a script that processes the FIX log files and reports a summary about each file. I’m having trouble reading the order status (Tag 39). Where in the log is the broken down order status ? I don’t see where 39 could equal (39=1) or…
AJ_
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QuickFIX/n MarketDataRequest duplicate tag 267 issue c#

I have added the debug pictures for visibility. The issue is that when I am to add NoMDEntryTypesGroup, it automaticly adds the 267 tag. Normally I want to add 267 but it adds value 1 as well. First state of message before adding the…
legend12345
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Reset sequence numbers but don't set ResetSeqNumFlag on Logon

Our customer (acceptors for this connection) has specified that sequence numbers should be reset after each disconnect or logout, but also that the Logon message may NOT contain the ResetSeqNumFlag field. I've removed the field from the Logon…
Gustav Karlsson
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Javascript FIX Engine SOH character Delimiter

ASCII character SOH which is not supposed to be printable. However, when console logged into my windows command prompt it shows a smiley face. I don't know if this is the problem deterring my FIX engine from successfully sending a logon packet. The…
Newbie_Techie
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Custom FIX Tag for Verifix

I'm trying to simulate an 8 (Execution Report) message from a particular firm who uses a custom FIX tag (not standard in the Execution Report Template). Is there any way to add this custom tag to my fill messages? I'm using Verifix 6.1 to send FIX…
Fueled By Coffee
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QuickFixJ - quickfix.UnsupportedMessageType: null(Websphere)

I developing something with QuickFixJ and I meet a strange situation. We have a stub to simulate the fix acceptor, locally on my environment is working I can send/receive messages we use a custom message type the quickfixj jar is regenerated based…
T. Lorand
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How to Add a new Column to a group in Quickfix?

Im using quickfix to connect to fix engine and receive data. But the market data that comes in are being rejected by my app, stating that the tag appears twice. 20160624-12:44:36.770 :…
Vivek Jeeva Kumar
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QuickFix Market Data Incremental Tag repeating

I am using quick fix. Once I send the market data message, the data coming in has the tag 268 as 2, which means it has two messages. But my fix application throws error as tag 278 appears more than once. So any idea how I can fix this? Below is the…
Vivek Jeeva Kumar
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QuickFix Market Data Message Error

I am new to fix. I am using quick fix library in my app. Im able to do logon and exchange heart beat. When i send the marketdata request, im getting the response from the server. But my application is sending reject message to fix, when it receives…
Vivek Jeeva Kumar
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How to rearrange the tags in FIX message?

I'm sending my fix marketdata request message as: 8=FIXT.1.1☺9=168☺35=V☺34=2☺49=XXXXX☺52=20160622-09:50:59.240☺56=XXXX☺262=1976060316☺263=1☺264=1☺265=0☺267=1☺269=0☺146=1☺55=ABC☺48=ABC☺22=8☺167=FXNDF☺762=PERIOD☺20000=1M☺10=165☺ In this I followed…
pallavi
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How to Logon in FIX Protocol?

I'm new to FIX protocol. We're using a TCP network stream to establish a connection then we read and write the FIX message to this stream. But when I send the logon message all I get is 0. It would be helpful if someone could share a snippet of…
Vivek Jeeva Kumar
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Validating sequence of tags in FIX message

I need to validate the sequence/order in which the fields comes in a FIX message. Is it possible to validate the sequence of tags in a FIX message using quickfix/j or Quickfix/n ? In the messages which I'm getting from server, certain tags are in…
user85
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