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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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How to reconnect using different initiator settings when error happens

Iam using quickfixj-1.5.3. When I am trying to connect, I am getting below error. <20150211-04:16:04, FIX.4.4:ABCD.ZYXW.IJK->ABCD, error> (java.net.ConnectException: java.net.ConnectException: Connection refused (Next retry in 15000…
DPK
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Connecting F# app to FIXImulator

I'm trying to connect my F# app with FIXImulator. FIXImulator is running on local machine and listening on port 9878. The application compiles and runs (it also works in interactive mode). However, the connection is never established. I don't think…
PiotrWolkowski
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Multicasting with FIX

I have a scenario in which a FIX server will send to multiple clients. I have found examples in which this is done by sending to each session round-robin fashion however, is there any facility in FIX that allows what might be called multicasting?…
Andrew
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quickfix doesn't correct restore session after waking up

I've got an issue, please, look at the logs: AAA is an LP BBB is me ... 20141222-14:57:12.863 : 8=FIX.4.4 9=71 35=0 49=AAA 56=BBB 34=1326 52=20141222-14:57:12.905 10=033 here I closed the notebook and here opened 20141223-06:54:15.190 : 8=FIX.4.4…
herolover
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Confirmation Message [Type 'AK'] and ConfirmationAck Message [Type 'AU']

I am using Quickfixn to create Buy side application and using the Quickfix 4.4.I am looking for creation of Confirmation message( type 'AK' ) and ConfirmationAck message [type 'AU'].Can anyone tell me how is the flow of the confirmation message[type…
V.Raval
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QuickFix/n : Tag not defined in order

I am trying to prepare a Quote request using quickFix/n but the tag order is automatically sorted by quickfix/n. Can anyone suggest how can I manually specify tag orders in my application? Below is the message that is automatically sorted by…
Abhishek Mishra
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Syncronization issue in Verifix while validating received FIX messages

I'm using this FIX automation tool called VeriFIX to validate FIX messages. The problem I'm facing is, in my script I'm expecting an acknowledgement message from server in different session but there's a synchronization issue here. The comes before…
user85
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The TCP-Socket-Client connecting to a FIX-API-Server always gets a timeout?

First of all, tracert and ping to the given FIX-IP connect within 2-5 msec! But all the tries to connect with $Socket = New-Object System.Net.Sockets.TcpClient $IP, $PORT or just PS>telnet Fix-IP Fix-Port get a time-out. Is the normal…
gooly
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error C2248 while using std::atomic::atomic

Firstly, pardon me for the long post. I am using boost::lockfree::spsc_queue to run on two separate threads to process FIX messages. I am using quickfix for converting FIX strings from a file to convert to FIX Messages. I want to be able to pass the…
Kapil Sharma
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quickfixn Execution Report tag 'avgpx'

I am working on creation of Execution report of OrderCancelRequest flow in quickfixn when OrderCancelRequest is valid and order can be cancelled. I am stuck at the tag 'avgpx' of execution report for OrderCancelRequest. Avgpx is the calculated…
V.Raval
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Quickfixj -Message 2 Rejected: Required tag missing:55

I am using Quickfixj 1.5.3 and receiving NewOrderSingle message. The message got rejected since some tags are missing but I don't want miss those messages. My Initiator configured as RejectInvalidMessage=N, ValidateFieldsHaveValues=N,…
Bibin Zacharias
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Disconnects in FIX connections in local network

I have a FIX server and FIX client implementing FIX4.4 running on the same network. I use QuickFIX C++ engine. Altough they are on the same network, sometimes they disconnect. In the FIX server's event logs: 20140612-01:21:30.000 : Sent test request…
xyzt
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QuickFIXJ FieldnotFound exception

In my application I am receiving a huge FIX messages. Should I check the tag is present for all the tags I retrieving. If I am not checking the presence of a tag, I get FieldNotFound exception in case the tag is not exist in the message. Is there…
Bibin Zacharias
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FIX Protocol 4.4 Connection not responding to Login

To anyone who can help, I am having a show stopping issue connecting to the test server. My TCP/IP connection is established via: Socket _socket = new Socket(AddressFamily.InterNetwork, SocketType.Stream, ProtocolType.Tcp); I send the connection…
guerrillacodester
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Is this an efficient way to parse a large string in FIX format?

I need to parse a FIX message as fast as possible. My approach is below. I keep a ref to the FixString in FP_FixString, then I work through it sequencially getting Tag values as I need them. The fix message is large (approximately 4,000 chars and…
ManInMoon
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