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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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FIX Difference between Security Definition Request (MsgType=c) and Security List Request (MsgType=x)

In FIX what is the difference between Security Definition Request (MsgType=c) and Security List Request (MsgType=x)
userH
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in HFT does it make sense to try to parallel orders processing?

Well I assume this is more theoretical question for those who familar with hft. I receive orders from FAST and process them. I receive about 2-3 thousands orders per second. The question is if I should try to process them synchronous or…
Oleg Vazhnev
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Wildfly 17 enabling JMX remote on the same server gives logmanager errors

I’m looking to enable JMX to allow datadog to monitor our java JBoss wildfly systems but keep hitting runtime errors I have set up the standalone.xml with …
Marcus Adams
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What is difference between OUCH protocol and FIX protocol. Message for both protocol looks quite similar

We are using fix earlier but client say implement OUCH for placing trade since that's faster . I checked on internet and message looks quite similar. How it get speed benefit. Please give me some example message
Shalini Garg
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Is there a Fix implementation running under mono?

Is there an implementation of the fix protocol running under mono (either free or commercial) ? I found the following ones, but none indicates if the code it's mono compatible : QuickFix VersaFix Onixs B2Bits RA-Cheetah
Julien
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QuickFix optional fields check value exists

I'm writting a FIX Engine based on Quickfix/N that listen for trade Executions (ExecutionReport) and save them into a database. Requesting a field value from the API throws a FieldNotFoundException if the value is not present in the received…
Fede
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Is it standard practice to keep a FIX connection connected all day long, or relogin periodically?

I wrote a program in Python using the quickfix package which connects to a vendor via FIX. We login in the morning, but don't actually send messages through the connection until the end of the day. The issue is, we don't want to keep the program…
Alex F
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QuickfixJ Performance Benchmark

Are there any recent performance benchmark results done on QuickFixJ ? I'm aware of the suite of performance tests available on the Quickfix C++ product, is there a java equivalent of it? I know every use case is going to be different depending on…
Stephen Lee
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How to change string into a QuickFix message?

I am trying to read my FIX logs and to parse them with the cracker that I wrote in python. However, this does not work because in my cracker I have calls like message.getHeader() which are QuickFix methods. They unsurprisingly return an error:…
Wapiti
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Parsing FIX message in regex

I found the second answer of Parsing FIX protocol in regex? to be very nice so I tried it out. Here is my code. new_order_finder1 = re.compile("(?:^|\x01)(11|15|55)=(.*?)\x01") new_order_finder2 =…
Johnyy
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quickfix.Message cannot be cast to quickfix.fix50sp2.Message

I'm using the latest quickfix version which is 1.6.0. I already have code which is written against 1.5.3 and what I'm trying to do is upgrade that to 1.6.0 The problem I have is when I use the crack(msg,sessionID) method it throws quickfix.Message…
SashikaXP
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QuickFix/N how best to deal with multiple FIX versions

I connect to several APIs that all use FXI4.2 but now I wish to connect to another that uses its own version of FIX4.4. I have an router app that send orders to the various APIs and it would appear that I need to duplicate all my methods (e.g. the…
ManInMoon
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Fix Protocol: How to handle 3-way OCO orders

I have a situation where I get 4 orders from my customer (see below). One order is an OTO (Order triggers order) and it will trigger the other three orders if it gets filled. Those three orders OCO (Order cancels order) each other. So, if one gets…
Brian Rice
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How to send a simple QuoteRequest message with QuickFIX engine?

I'm trying to send a QuoteRequest (Tag 35=R) with QuickFIX engine required fields being: QuoteReqID (Tag: 131) NoRelatedSym (Tag: 146) Symbol (Tag: 55) OrderQty (Tag: 38) *This tag MUST be part of the repeating group (broker said) Account (Tag:…
Stephane
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FIX Engine and Scala: alternative to QuickfixJ?

Pretty generic question, I know, but after a google search I could find any "definitive" answer, so here I am asking. Using Scala, what alternative do I have when it comes to FIX protocol? In Java, I worked with QuickfixJ before, but I was…
mdm
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