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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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Limitations on character in Fix Message

In Fix message, character is used as a delimiter between [tag=value] groups, Is there a problem if I used more than one character in the FIX message ?.…
ManKeer
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R and fix protocol

Is there any way to connect FIX protocol and R? FIX protocol gives C# ,JAVA API's to connect. I tried with C# and FIX .
user3646930
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Retrieve FIX Execution Report without ordering

For those who learned FIX. I wonder if any way to retrieve execution report (MsgType = 8) without doing something related to order like: New Order Single (D), Order Cancel Replace Request bla bla bla.. I do some research, but no one could give me…
Hobas Matius
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Market Data Request Code Formatting

var noMDETGroup1 = new QuickFix.FIX42.MarketDataRequest.NoMDEntryTypesGroup(); noMDETGroup1.MDEntryType = new MDEntryType('0'); var noMDETGroup2 = new QuickFix.FIX42.MarketDataRequest.NoMDEntryTypesGroup(); noMDETGroup2.MDEntryType =…
Hobas Matius
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Message rejected with "Required tag missing", when tag is present

I try to send Market Data Request and the log file gave me this.. 20151027-03:08:46.038 : 8=FIX.4.2 | 9=122 | 35=V | 34=2 | 49=CLTEST | 52=20151027-03:08:45.991 | 56=SERVTEST | 55=CPOTR DEC15 | 146=1 | 207=EXCH | 262=MDRID | 263=1 | 264=1 | 265=0 |…
Hobas Matius
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Quickfix does not replay to my message

I have a simple exchange simulator that uses Quickfix. In my test I have a client that establishes a connection with the exchange and send it a FIX message to log on. But for some reason the exchange doesn't acknowledge the message. My client then…
user13309329
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How to create a nested table in Hive for a FIX file format

In my research we are using the ( FIX 5.0 SP2 ) protocol format and ( CME DataMine ) data. But I am having problems creating a table for this data (nested tables). For example the basic message format is given by msg#1, starting at (^A1128) and…
jlroo
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Is there a way to use QUICKFIX 1.14 if I don't have support for C++11?

We are planning to use QUICKFIX 1.14, but most of our stuff is compiled using gcc 4.1 which does not support C++11. While compiling QUICKFIX 1.14 I realised that it requires C++11 support (it uses std::shared_ptr). What are my options here?…
Chani
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FIX Message Can 35=X does not have Symbol or SecID/SecIDSource

Hi I need help to understand, if 35=X message should contain Symbol/SecID within the repeating group. The FIX Specification indicates that under the repeating group both 55 and 48/22 are optional. I received a message from my client without a symbol…
Up-In-Air
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Quick fix reject message "Incorrect data format for value"

I am using quick fix (fix 4.4) to implement fix message. While requesting for security definition from ICE, getting below error: 8=FIX.4.4|9=117|35=3|34=21|49=414|50=54|52=20150921-10:49:47.704|56=ICE|45=2|58=Incorrect data format for…
DevX
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Why are resent messages discarded in QuickFIX?

I have a QuickFIX/J application running as acceptor. ResetOnLogon is N in the configuration. When the initiator is logged on, since the seq nums are different the initiator app sends the messages and I see those messages in the FIX log file. The…
xyzt
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QuickFix - messages out of sequence

What could cause a message to sent out of sequence like this? 20150731-12:42:46.096 : 8=FIX.4.2^A9=57^A35=0^A34=1400^A49=erio123^A52=20150731-12:42:46.094^A56=B^A10=014^A 20150731-12:43:00.916 :…
ManInMoon
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quickfixj Integration with External OMS

I am doing a development to integrate a non Java OMS system with QuickFIX/J to send buy/sell orders to multiple brokerage systems . I have written the belog logic to send the messages I have written this under main function which is in the same…
SaravanaKumar Subramaniyan
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quickfix C+ Incorrect BeginString with FIXT.1.1 and FIX.5.0 - FIX.5.0SP2

I'm creating an initiator and acceptor which speak FIX.5.0SP2. I'm getting an "58":"Incorrect BeginString" error on logon, on the acceptor (and on fromAdmin on the initiator). I believe my configs are correct: initiator: # default settings for…
MateodelNorte
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Quickfix client for Rapid Addition engine

My FIX server is using Rapid Addition engine, can I use use QuickFIX client code to connect to my FIX server which is on Rapid Addition? I think it should be able to connect since client can be on any technology but not sure whether this really…
user85
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