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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/

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Financial Information Protocol

I have two job offers in hand, first company X in Noida profile of Associate Support Engineer but the work is on FIX (Financial Exchange protocol) Support and Certifications Package of 3.8 plus 50 k joining bonus and Company Y in Pune, package 3…
Akshay Kumar Srivastava
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Where to get information to correctly parse repeating groups in FIX?

I am trying to extend my FIX parser to include repeating groups. I, myself, haven't dealt with repeating groups so I don't know where to get information about what fields are included in repeating groups. For the first cut, I am going to ignore…
Shahbaz
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OO1B character when running example code of quickfix

I am trying to use an example code of the Quickfix library. I compiled the code with: g++ -o main tradeclient.cpp Application.cpp -std=c++11 -fexceptions -finline-functions -lquickfix -lpthread -lxml2 -lz it compiles perfectly! When I run the…
Luis Cruz
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SocketInitiator getSession give session not at the same order as in the config file

When I try to get a sessionconfig by the index that exist in the file that contains the sessionConfig (in our case "InitiatorSettings.cfg") [default] FileStorePath=data FileLogPath=log HeartBtInt=30 ReconnectInterval=5 [session]…
Badis
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WSO2 ESB - architecture for FIX

I am a beginner in ESB subject, with no expieriance in that subject at all. I am about to create an application for Prop trading using WSO2 ESB (I like the thing they have implemented FIX server in it). However, in our company we need to separate…
Piotr
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FX/Forex Currency - FIX Tag 54 How to use it

I am new to FIX protocol I am not sure how exactly Tag54 (Buy/Sell) works According to the API I am reading for making FX Single Order via FIX They say: Tag 55 Tag 54 Tag 15 Buy EUR EUR/USD 1 EUR Sell USD EUR/USD 1 …
Andre
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Rebuilding QuickFIX/J with Ant

The User FAQ of QuickFIX/J describes the opportunity to rebuild the data dictionary of QuickFIX/J to customize the application. It is described in the FAQs tis way: You'll need ant installed. QF/J generates the source from the DDs in…
mrbela
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Is it possible to change cast of an object dynamically?

I want have a "pointer" to an object but the object can be one of two classes. QuickFix.Message newOrderSingle; if (ecn.versionFIX.Equals(VersionFIX.FSS_FIX44)) { newOrderSingle = new…
ManInMoon
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QuickFix/N sending error message before getting to crack

I am trying to subscribe to MarketData SnapShot full refresh. I can see data message 35=W coming in from an established API, but I cannot catch it in either FromApp or FromAdmin. The quick fix engine is immediately finding something wrong with…
ManInMoon
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NoClassDefFoundError (org/logicalcobwebs/cglib/proxy/Callback) in QuickFIX/J application

I am writing a Java program with QuickFIX/J (version 1.6.0). Everything works fine as long as I only logged to files.. Now, I wanted to add JDBC logging: SessionSettings sessionSettings = null; try { sessionSettings = new…
mrbela
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QuickFix do not validate user defined fields for specific message only

I implement QuickFix client and I parse SecurityDefinition message ('d') with many user-defined fields. The service provider wants me not to validate user-defined fields, as he says that they add new fields from time to time and don't want to make…
Andrey Rubliov
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How to test the connection in QuickFix/J

I wrote an QuickFix program and created a config file.. Now, when I'm running my application, nothing happens.. So I ask me, how I can recognize if the connection (my program is of type initiator) is established or not. I've added to the methods…
mrbela
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Remove a FIX tag in QuickFIX/n which should be a member of a repeating group but is not?

I'm developing an adapter to read CME execution reports (35=8) and the CME occasionally sends [constant] tag-337 (ContraTrader) and tag-375 (ContraBroker) values, which are members of repeating group tag-382 (NoContraBrokers) according to the FIX…
Junkiebev
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Updating from FIX 4.4 to FIX 5.0 sp2

I have a test framework and i'm using "quckfixj-all" jar to test FIX 4.4 messages, but now I need FIX 5.0 SP2, can anyone please help me understand what all changes are required? Is it sufficient if I just change the jar version to latest one or do…
user85
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can Financial Information eXchange connect to any broker

Can FIX (Financial Information eXchange) be used to connect to any broker or can it only be used to connect to brokers that offer a FIX API?
user1819133
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