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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 to retrieve tag value from quickfixj FIX.4.2 executionreport

I want to persist a fix4.2 message to database by retrieving the value of each tag. I am having the ExecutionReport object of the fix message. I am retrieving the tag value of account using exec.getString(1) and this tag value is not present in the…
Shadab Ali
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FIX protocol : ClearingBusinessDate field

I have a questions about FIX protocol. I plan to send a PositionReport message without a PositionReportRequest message received. But i must fill a field, ClearingBusinessDate, in the PositionReport message that i do not know what is the purpose of…
xyzt
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Required field Missing 35 on NewOrderSingle Market Order

Don't know why the the FIX server is throwing this error. Using Fix.4.4, I've got a client generating a Market Order. Its being received by the Server, but its returning an error. The Logon is successful on the client and server side. Then the…
Lucio Flores
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Parsing multiple back to back messages in a block of data

I have a block of data, which essentially consist of pipe-seperated fixed messages (back to back). I am using python, and the only way I can think of, is to find the index of the 8=FIX.4.2 tag (denoting the start of a message), work my way back to…
Pradyot
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how to send bid ask message by quick fix?

I want sent bid ask message in quick fix protocol by fix acceptor. i must send bid ask message by quick fix i use quickfix_net dll as fix acceptor , how to i send bid ask by this dll
zandi
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Quickfixj :i need to know what is the limitations and the problems for QuickFixJ

i need to know what is the limitations and the problems for QuickFixJ since i want to start development on it and i want to know if there's any problems with
rifai15
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eliminate FIX layer to increase performance

does it makes sense? a protocol designed for speed as well as resiliency that eliminates the FIX layer for high performance order execution?
4pie0
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formatting a FIX message to a c++ struct or classe

say I want to format my fix message received in a XML form ( not FIXML ! ) but kind of like the spec description, for example like that …
Joy
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Parsing information with | as the delimiter not working

Attempting to parse data from a text file in a csv format and using | as the delimiter. When I try to parse the data all I get is the information with no space or breaks where the | would be. All the data is written as one long sentence. I'm…
Ed Vega
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FIXT.1.1 5.0 SP2 Unable to Send/Recv with certain tags included

i'm working on FIX, both client and server. The FIX messages seems fine when i send standard NewOrderSingle and I get an ExecutionReport. However, when the server tries to send an ExecutionReport with the following tags, it either gets rejected/not…
Zaken
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FIX 5.0 (or SP2) timeout on logins very occasional

[Sometimes] I get very weird login issues. And it's only sometimes I keep getting disconnect and login and its a loop. Probably it could be due to server load while it is doing many things. I dont have a dedicated server for the DB or FIX and all…
Zaken
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FIX mass cancel of orders base on criteria

I'm currently working with FIX5.0 and need to do a mass cancel of all orders for a certain account. When we send a NewSingleOrder we also specify Account (Tag=1), and each order may or may not have the same account. It could be 1000's of orders on…
Zaken
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How to parse fix message to JSON format by Linux command

I have fix message file that would needed to be converted to JSON format, like below. How can I use a shell script to convert these? From: 05/03 11:23:19.123456 << 8=FIX.4.2^9=451^35=D^49=abc^56=bcd 05/03 11:23:19.123457 <<…
Lam Chin Fei
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Assigning multiple values to a single dictionary key python

i'm trying to assignee repeating FIX tag values to a single dictionary key. the line i'm reading contains multiple <269> FIX tags whit different values: : ['8=FIX.X.X', '9=XXX', '35=V', '34=XXXXXX', '49=XXX.XXXXX.X', '56=XXX.XXXXX',…
Epsilon
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QUICKFIX Logon Request. Session getting disconnected.

I am trying to get messages from a message queue and forward them to some other queue using quickfix. I encounter an IllegalStateException when a message is read. Exception message is Logon did not succeed. I think the issue is with session…
Anant Binjola
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