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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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Detecting loss of connection to fix gateway? (QuickFix)

I'm trying to find a good way to detect a loss of connection. My adapter is implemented as a Fix::Application based on one of the examples. It uses a socket initiator to connect to the fix gateway. When I unplug the internet it takes about 30…
Fredrick
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Implementing a FIX client through QuickFixJ throws NoSuchMethodError

I am relatively new to FIX and this is my first time trying to connect. I am attempting to use the QuickFixJ library to connect to a UAT environment I have been provided with. Specifically I am using quickfixj-all-1.6.0.jar I have implemented the…
a.hrdie
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Financial Information eXchange web platform (QuickFix/J)

I am only a few days familiar with FIX and i would appreciate some guidance on the below. A trading system connected to an exchange is able to accept FIX messages for trading and market data request purposes. I am trying to build a FIX web platform…
mario
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how to parse a flat file (in python) with FIX message format?

Anyone knows what is the best way to parse a FIX-Protocol version 4.4 format flat file in python? I came across quickfix44 module but can't find information on how to use that module against a flat file as opposed to live streaming fix messages. Any…
prd999
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How do I access QuickFix's generic group api?

I can't find any instances of something that should be simple on the web. How do I define a generic group in QuickFix? I am using the Python bindings and define an MDIncrementalRefresh group like this: group =…
Wapiti
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How to parse repeating groups efficiently in Java with the FIX protocol?

I am interested in parsing FIX messages with repeating groups. Can someone provide examples of how this is done in the API level with the major FIX engines and discuss how this can be done efficiently in the implementation level? As an example, I am…
Michelle Queen
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FIX: Client asked for GapFill but I want to send a SequenceReset instead. What sequence should it have?

So my client is requesting a GapFill because our sequences are off. Instead of replaying the messages I want to send a SequenceReset instead. My question is simple: What should be the message sequence of this SequenceReset I am about to send to him?…
chrisapotek
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how high frequency trading system connects to exchange

I'm trying to study about high frequency trading systems. Whats the mechanism that HFT use to connect with the exchange and whats the procedure (does it has to go through a broker or is it direct access, if it's direct access what sort of connection…
RS1
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How to get a message request from its sequence number?

Given a sequence number, I need to find the corresponding request message string. I can't find a way to it easily do that with quickFix lib. To be short, I've had the idea to use the FileStore "body" file to help me retrieve the message request…
yves Baumes
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QuickFIXJ Logon Issue

Having issues w/QuickFixJ. The issue is that I can't correctly send a logon message. Additionally, I'm having a hard-time understanding how to setup the flow of messages. I'm not trying to execute trades, just retrieve market data. The…
mr-sk
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QuickFIX: Load a message from the logs

I am building a tool to replay logs. Manually parsing the logs is annoying, so I'm wondering if there is a way to simply load a message from the log. Also, I am not against just using a third-party replay tool if one exists.
Jonathan Allen
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FIXML python parser

I am looking to parse a FIXML file (~150M size) in python and eventually generate a pandas dataframe off the parsed data. I have been experimenting with xmltodict & the ETree parsers for xml but wondering if there is already a python parser for…
prd999
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How to connect server by quickfix using private key

Im connecting to server using FIX protocol 4.4. Previously i used username and password for authentication. Below is my configuration file [DEFAULT] ConnectionType=initiator HeartBtInt=30 ReconnectInterval=30 ResetOnLogout=Y ResetOnDisconnect=Y …
DPK
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Quickfixn - Tag Appears More Than Once Rejection

I'm having an issue with Quickfixn and I'm hoping someone with more experience working with it can shed some light on an issue I'm facing. For some reason, messages are getting rejected by the QuickFix engine because of repeating tags... I expect to…
Franco Trombetta
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QuickFix Trouble - Repeating Groups

My fix engine keeps rejecting messages and I was hoping someone could help me figure out why... I'm receiving the following sample message: 8=FIXT.1.1 9=518 35=AE 34=4 1128=8 49=XXXXXXX 56=YYYYYYY 52=20130322-17:58:37 552=1 54=1 37=Z00097H4ON…
Franco Trombetta
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