Stack Overflow
Stack Overflow

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
3
votes
1 answer

quickfix : how to get Symbol ( flag 55 ) from messages?

I'm running QuickFix with the Python API and connecting to a TT FIX Adapter using FIX4.2 I am logging on and sending a market data request for two instruments. That works fine and data from the instruments comes in as expected. I can get all kinds…
Wapiti
  • 1,851
  • 2
  • 20
  • 40
3
votes
1 answer

FIX session level reject

I am studying fix session layer and having some confusion about session level reject. In case of a garbled or invalid (error in checksum, bodylength, required tag missing...etc) received message during the session what will be the correct recovery…
newbie
  • 4,639
  • 10
  • 32
  • 45
3
votes
1 answer

tshark export FIX messages

The Objective I'm trying to achieve the following: capture network traffic containing a conversation in the FIX protocol extract the individual FIX messages from the network traffic into a "nice" format, e.g. CSV do some data analysis on the…
commander.trout
  • 487
  • 6
  • 14
3
votes
0 answers

why initator seems missing logon response and can't build a stable session?

my FIX initiator today didn't get any message in default time and sent TEST message to Acceptor for testing the session if active or not, and not got HEARTBEAT response, so it believed the session was broken, then disconnecting the session and…
Cruis
  • 357
  • 2
  • 9
3
votes
2 answers

Entity Framework 5 - The abstract type 'X' has no mapped descendents and so cannot be mapped

I'm getting the following error when trying to operate on this object. Anybody got any ideas? The project is on GitHub, but you will most likely not be able to run it unless you have a FIX server laying around. I can't seem to internet this error…
Jeremy Gray
  • 1,378
  • 1
  • 9
  • 24
2
votes
2 answers

Sending a TradeCaptureReport in QuickFIX using Python but cannot receive any TradeCaptureReportAck

I wrote an initiator using the Python API for QuickFIX 1.13.3. It simply sends a message of type TradeCaptureReport (code: AE) to an acceptor. I should receive a TradeCaptureReportAck (indeed, I receive it if I use another client), but nothing comes…
Jir
  • 2,985
  • 8
  • 44
  • 66
2
votes
6 answers

FIX protocol using java

I have developed a utility in Java using the Financial Information eXchange(FIX) protocol to pull data from an input stream. However, I currently have not found any test servers online to which I can connect to that implement the FIX protocol. Could…
user1066568
  • 717
  • 3
  • 15
  • 32
2
votes
2 answers

FIX issue with new order single

I am new to FIX technology and am working on a FIX application. Whenever I send a NewOrderSingle message, I get an error. I am using the QuickFix engine in C# and creating RequestPlaceOrder objects and filling the required fields. The FIX message…
CrazyC
  • 1,840
  • 6
  • 39
  • 60
2
votes
2 answers

QuickFix engine acceptor and initiator

i`m trying to make a quickfix initiator and acceptor connect to each other and just send a heartbeats. But no matter what i try it dont seems to work at all. I read all the documentation avaible but there isnt much and with almost no working…
Jordan
  • 530
  • 7
  • 23
2
votes
2 answers

Quickfix Syncing Sequence Numbers

If, for whatever reason, my application loses track of what sequence number I was on, what is the recommended way of re-establishing the session to continue trading?
DD.
  • 21,498
  • 52
  • 157
  • 246
2
votes
2 answers

Normalize FIX logs

I have a log file (FIX) that I'm trying to convert to csv with headers for…
fixguy23
  • 23
  • 3
2
votes
0 answers

Does QuickFix engine provide recovery by default

I am using QuickFix engine based Initiator application. Will that application handle recovery by default or I need to provide MessageStoreFactory? If needed then I will use "FileStoreFactory". Also I assume default "MessageStoreFactory" and…
snehal
  • 31
  • 2
2
votes
1 answer

Deribit FIX API Logon

Following code doesn't seem to work to Logon using FIX API. Getting "invalid credentials" from the exchange though same username and access key seem to work with REST API over websockets. Seems like issue with the definition of nonce. Here I am…
nik
  • 33
  • 6
2
votes
4 answers

FIX protocol engine for Delphi?

Can anyone recommend a FIX Engine (commercial or open source) for use with Delphi? Is it possible to use QuickFIX with Delphi?
hohoho
  • 21
  • 2
2
votes
1 answer

Is Session.sendToTarget() thread-safe?

I am trying to integrate QFJ into a single-threaded application. At first I was trying to utilize QFJ with my own TCP layer, but I haven't been able to work that out. Now I am just trying to integrate an initiator. Based on my research into QFJ, I…
MarkoPaulo
  • 474
  • 4
  • 19
1 2 3
…
40 41