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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 fromApp() method not being called

I am attempting to subscribe to certain message types from one of our providers. I send the 35=BW message as per their API, and I receive all the Quote messages that I need. However, I can only see them in the quickfix generated log, they are not…
Tiberiu
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Does QuickFIX/N support messages containing two components with one group each, both with same name?

I am using QuickFIX/N 1.8 and when it has to create the DataDictionary based on an XML, it fails because my FIX50SP1_TRTN.xml (provided by Thomson Reuters) contains one message (AllocationReport) with two components (TrdInstrmtLegGrp,…
Santiago
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Quickfix: How to use SSL in Python

[Sorry for my English] I have problems to connect my client quckfix developed in python. the config file does not respond as i would like. If i change the path(a incorrect path, for forced the error) to the file *.pem and restart the application.…
Javier Escalona
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QuickFIX/J Initiator - setup username and password at Logon

I am working on the development of a solution to connect to a financial market using the FIX protocol with the quickfixj framework. Specifically I am implementing an initiator and I require to connect to the acceptor specify username and password.…
Yoandy Pérez Villazón
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QuickFIX python connection error:Timed out waiting for logon response

i get timed out error while running the Quickfix application in python. here i add a console response.i did not get a logon response <20190306-11:00:08.000000000, FIX.4.2:TW->ISLD, event> (Created session) <20190306-11:00:08.000000000,…
rajat barot
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Adding Password to Logon message with QuickFix

Hi there I am having issues with Quick Fix python. I need to add Tag 554 to my outbound Logon message to send messages in to the exchange as it is required but I am unsure how to go about this. All the online examples I find are C++ code and my…
jgillespie484848
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Python FIX API - no response at Logon

I've been trying to set up a connection to the FIX API for the GDAX crpyto exchange, but I can't seem to logon properly. I'm using the code below to generate the message: import time import simplefix import socket import base64 import hmac import…
TheOdeexs
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FIX order tracking

With respect to FIX 4.2 or greater: Q1.a. How are incoming and outgoing sequence #’s correlated/linked? Is there a buyer specific FIX tag a buyer can embed/use explicitly for tracking upon submitting a buy order that is also included in…
ElmerF
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How to validate a FIX message against Fix dictionary in QuickFix/J?

If validation is on in QuickFix/J, the received FIX message is validated against the FIX dictionary configured for Fix engine. ValidateIncomingMessage| Allow to bypass the message validation (against the dictionary). Default is "Y". Is there any…
Amit Bhati
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Quick Fix Java based Fix client - Is socket initiator and acceptor both needed for sending messages and receiving response back

I am working on a solution to send FIX messages generated for trades done to a third party system using quick fix java library. Third party system will some times send back response for these messages or messages related to these after some time. My…
user3405212
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Copy operator not working in Quick Fast C++

Now currently I am working on copy operator. What I understand from all the document and other material available on net is that Quickfast maintains a dictionary which is used by multiples entries within a UDP message to check the previous…
chetan
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FIX QuoteRequest Header fields out of order (or Unsupported Message)

I'm trying to send QuoteRequest to get quote before deciding to whether to place an order, but the Fix server is unhappy. It seems to me that I follow the documentation here and here, but obviously I'm missing something obvious. Although, I send…
uzla
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Configuring SSL in Quickfix/n for Bloomberg

I am trying to connect to Bloomberg FIX (EMSX) through SSL using QuickFIX/n. I have got 3 .pem files from Bloomberg using which I have to configure the SSL connectivity. I have gone through all the available reference material on the internet but in…
Ssp
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Error in Postion Report (FIX 4.4): Group 702's first entry does not start with delimiter 704

I am new to the FIX protocol and I am using QuickFIX to parse my FIX messages. Whenever I receive a Position Report message (AP), it gets rejected by the FIX engine with the below error: Group 702's first entry does not start with delimiter…
Vivek Jeeva Kumar
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Implementing FIX Protocol-based orders with support for Stop Loss and Take Profit

I spent a substantial amount of time looking for examples or descriptions of how to implement order execution methodology that will support stop losses and take profits through FIX Protocol. I assume that I will have to generate three orders, the…
Michal
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