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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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Quickfix/n, how to disable store and log factories?

How can I disable all of Quickfix/n's log and file factories? I want to handle all logging and message sending myself because I do not like the way how Quickfix sources log messages, meaning I want to decide when and how logging messages originate.…
Matt
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Fix OrigClOrdID (tag 41) in a chain of replaces. Is it the very first one of the order OR the previous one in the chain?

So whenever I want to change (reduce) the quantity of my order (OrderCancelReplaceRequest) I have to send a new ClOrdID and the original ClOrdID (tag 41). Ok, so let's say I change the quantity for a second time. Does the original ClOrdID (tag 41) I…
Becky
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Fix Protocol with Excel VBA

I have already created code in Excel VBA which collects data by dde link and executes them according to some rules. Shortly, this Excel VBA code will send me messages about buying or selling stocks that I am tracking. Now, I want to execute these…
user1531024
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Open source wrapper library for all major brokers for submitting orders and getting prices?

Is there a single open source library which contains API calls for each brokers to do common functionalities like, get price ticks, submit orders? for ex) buy("MSFT",33); //will send buy order to Interactive Brokers, MBtrade etc. Basically I am…
KJW
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Is it possible to communicate with an external system over TCP/IP using WCF?

We are building a system that interacts with an external system over TCP/IP using the FIX Protocol. I've used WCF to communicate from client to server, where I had control over both client and server, but never to an external TCP/IP based system. …
MedicineMan
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Parse structured file (FIX 4.4) in powershell

I need to parse a structured file (FIX protocol 4.4) in powershell. The structure is like this 20220606-21:10:21.930 : 8=FIX.4.49=209 35=W34=35 49=FIXDIRECT.FT 52=20220606-21:10:21.925 56=MM_EUR_FIX_QS 55=US30 262=96 268=2 269=0 270=32921.6…
mart
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quickfix/field/HaltReason is not assignable to 'quickfix/IntField

When I logon, I'm sending a application message request (BW) and server responding with multiple type of messages, but for the Security Status one, it returns Halt Reason Exception. I have 2 onMessage function, these for Security Definition Report…
Başak Gören
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Getting started on FIX protocol with PHP sockets

I have pretty basic knowledge of PHP sockets and the FIX protocol altogether. I have an account that allows me to connect to a server and retrieve currency prices. I adapted this code to connect and figure out what I receive back from the remote…
NickOpris
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FTX FIX protocol returns "Invalid signature" message

I have been trying to to implement a FIX Client in Go to interact with FTX. To send the initial logon message, FTX's API doc asks the client to include a signature in the message. In the return message from the FTX, it says "Invalid…
Harry G
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QuickFix C++ and SSL: Issue connecting to LMAX using sTunnel

Goal: Using sTunnel with QuickFix C++: To login to the LMAX UAT over SSL-internet and send FIX 4.2 messages over a TCP connection. Another similar SO question can be found here, but doesn't appear to solve this particular issue. OS: Ubuntu 19.10 |…
p.luck
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Origin of FIX data dictionaries

The QuickFix website provides data dictionaries for various versions of FIX (note: I am talking about FIX rather than FIXML). I have not seen any mention of such data dictionaries in the FIX specification, so my assumption is that an independent…
Ciaran McHale
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How to send a FIX message with custom tag ordering?

The order request is sent on FIX server and the order of tags is changed. What if I wanted output for the sequence as it is arranged by me (and not getting modified by the server). public void send50(Order order) { …
Farhana Khan
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Quickfix: acceptor and initator in same application?

I am new to quickfix (I'm a student trying to teach myself), and have downloaded the examples from quickfix.org (in c++) and have been able to connect ordermatch to tradeclient and get them talking to each other. I changed the config file for…
Brandon
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QuickFIX - Receive and send orders from different algorithms (sources)

I built a FIX Initiator Application using the QuickFIX/J library to send orders to my broker. If you don't know what is a FIX Application, consider that my program is an application that sends message to a server through TCP connection. To get and…
Giiovanna
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How to call FIXAPI using any library (fixparser for nodejs)?

I want to use FIXAPI for one of my application. I am trying connect "LOGON" api. But i am not getting any error or any Response. While i was tried with "b2bits simulator", it works. But Using any library, it does not give me any error or reponse.…
Jagdish Openxcell
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