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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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How does logging effect Quickfix performance?

I am using .net/c++ version of quickfix. How does logging effect Quickfix performance? If I disable logging to file, can it help to increase performance of quickfix? Thanks,
Seçkin Durgay
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QuickFix MessageCracker: How to decide which messages should be implemented?

I am working on implementing Initiator side for a broker FIX platform using QuickFix in C++. Their FIX spec provides the list of messages they support; Logon, Heartbeat and other messages. MessageCracker (Fix 4.2) provides two overloads for same…
MaLoad
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undefined reference to `FIX8::TEX::ctx() while building my FIX8 Wrapper

I am using FIX8 API, I have downloaded installed & even ran there test applications. Now I am trying to built my own wrapper around it & use it. The compilation is fine & I get a .o file, but it fails in the linking with error. undefined reference…
Kratos
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How do I create an object from parsing FIX XML data in C++?

The XML below represents a FIX message. This message has a variable number of fields (numbered using the id tag), each containing differing attributes. So I would like to parse this XML and with my additional coding abilities output a C++ message…
user997112
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How to implement Close Trade or Close Position with QuickfixJ

I am not really sure how to implement Close Trade or Close Position with QuickFIXJ. Is it possible?
atik
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Unable to retrieve header field SenderCompID , 142 from de-serialized Quickfixj Quote messase

Our FIX Engine implemented in QuickfixJ send the received quote message in the quote session to another application listening on JMS queue for further processing like persistig to DB. The message serialized and de-serialized using Apache…
atik
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Quickfixj automatic re-subscription to Quote session

As part of the conformance test performed by our FIX provider on the connector application we have developed should automatically re-connect and re-subscribe to the quote session, after experiencing an abrupt disconnection across all sessions.…
atik
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FIX (Financial Information eXchange) with Mule

As we find that FIX is an opensource contribution (http://ricston.com/blog/transport-mule-fix/) to Mule, we were keen to find if anyone has tried FIX connector on Mule Cluster environment, has anyone used FIX connector with mule version 3.4.2 and…
Mujahed
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how to create a trade capture report using Appia fix engine?

I'm trying to write a simulator to create FIX message in java Using Appia.jar. I am able to generate execution report by initializing ExecutionReport.class object.. But i am not able to find any class file specific to trade capture report..please…
user3269656
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Architecture diagram involving the flow of data between trading engine, order routing engine,quickfix and the exchange

If I write an order routing system based on QuickfixJ, can I just start submitting my trades to an exchange? Or do I need to register myself with the exchange or get permission or something like that? I am not able to understand how QuickfixJ, the…
Victor
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Parsing fix xml and mapping fields to column names

I have some FIX reference data and I want to map fields to column names. For example, 8=FIX.4.29=46535=d34=249=CX52=20131209-11:54:48.79556=ICAP67=182=900320=91322=77c945fd-f4b2-4c64-80db…
user2309137
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quickfixJ Getting Session settings from the session object

I would like to customize the sent Login message in the toAdmin method by adding the Username and Password values from the current session settings. Something like that: @Override public void toAdmin(Message message, SessionID sessionId) { …
nakhli
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Quickfix/J - do I need to call Session.lookupSession(sessionId).logon();

Is it neccessary to call this line Session.lookupSession(is).logon(); in this code socketInitiator.start(); SessionID sessionId = socketInitiator.getSessions().get(0); Session.lookupSession(id).logon(); while…
FutuToad
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Insert FIX message with unicode delimiter in Scala

I am using a velocity template for a FIX message containing ; as the delimiter in the template file. I want to replace the ; with \u000 character as delimiter when actualy publishing the message. When I try msg.replaceAll(";", "\u000") ,…
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SecurityLists appearing incomplete

I am receiving incomplete SecurityLists from a venue. Here is the message I am receiving: 8=FIXT.1.1|9=112|35=y|34=9|49=xxx|52=20130913-11:17:37.418|56=xxx|146=1|020001=20130913-11:17:37.402|10=108 (I have deleted the COMPID's) I have tried…
user2309137
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