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Questions tagged [quickfix]

QuickFIX is an open source implementation of FIX protocol, currently compatible with the FIX 4.0-5.0 specifications.

The Financial Information Exchange (FIX) Protocol is a message standard developed to facilitate the electronic exchange of information related to securities transactions. It is intended for use between trading partners wishing to automate communications.

That being said, the purpose of FIX is to make communication between financial vendors trivial, leaving them to focus on their core business. The FIX organization also specifically cites that openness has been key to their success. QuickFIX intends on expanding the openness of FIX into not just the specification of, but also the implementation of the protocol.

So what is QuickFIX? Simple. QuickFIX is a free and open source implementation of the FIX protocol. QuickFIX is not crippled, all of the source is open for all supported versions of FIX. There is no upgrade to a commercial version.

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What are the lowest possible latencies for a FIX engine to send a FIX message from client to server?

I am building a FIX engine in C++ but I don't have a reference to know what would be considered a good performance number. Taking into account the network time and the FIX parsing time, what would be a good time in microseconds for a client to send…
LatencyGuy
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QuickFix error: Tag appears more than once in 'W' message

I receive from the FIX server the following 'W' message: 8=FIX.4.2|9=141|35=W|34=98|49=CX|52=20150401-09:12:30.247|56=CACIB_MD2|55=608230|262=48|9883=IDB|268=2|269=0|58=No Bid Available|269=1|58=No Offer Available|10=249 which has tag 58 twice and…
Andrey Rubliov
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quickfix - Configuration failed: contains no fields

I'm using quickfix with python bindings. Upon initialization while using FIX44.xml I get the following error: Traceback (most recent call last): File "C:\dev\my_proj\quickfix_app.py", line 1227, in start_app initiator =…
Jonathan Livni
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Quickfix/n, most efficient way to extract message Type?

What is the most efficient way in Quickfix/n 1.4 to extract the message type as defined here: http://www.fixprotocol.org/FIXimate3.0/en/FIX.5.0SP2/messages_sorted_by_type.html I currently use var msgType = Message.GetMsgType(message.ToString());…
Matt
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How to parse a string FIXMessage into a FIXMessage object in c#

I have string FIX message as input and I want to convert it into a FIX Message. I am using QuickFix 1.13.3 (which I downloaded few days back from quickfix website) I am quite new to QuickFix. Most of the sample code/help that google returned is for…
Ishwar Jindal
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How to make the login part in QuickFIX

How can I make the login part in QuickFIX in c++? I found tons of tutorials and articles on how to do this on c# or java, but nothing on c++. I have a server (acceptor), and a client (initiator). The username and password of the client are stored in…
Qsiris
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Quickfix 58=Conditionally Required Field Missing

If I try to replace or cancel an order I get a message 58=Conditionally Required Field Missing and the next message contains 58=Invalid MsgType Here are the logs: Replacing an order (tgFZctx200U61 is my side. FG is an…
MikhailSayno
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Customizing the FIX logon process in a QuickFIX acceptor

I'm using QuickFIX and C# to create a FIX acceptor (server). I want the client (the FIX initiator) to logon using a username and password. However, I'm not sure how I can do that in QuickFIX. By debugging into the QuickFIX source code I have…
Martin Liversage
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QuickFIX initiator certificates are not required to establish SSL communication with the acceptor

I've been working on a client API using QuickFIX and I'm planning to use SSL and certificate based authentication. I generated self signed certificates for acceptor and initiator the following way: 1) Generate and export server/acceptor…
Dr Boom
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capturing incoming FIX messages which fail QuickFix validation

A Quickfix client validates incoming messages using XML spec files. If a message fails validation, quickfix automatically sends a rejection response. AFAIK in this case quickfix does not call the standard callback for incoming messages fromApp(), so…
Jonathan Livni
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Passing data from Django to C++ application and back

We are creating a trading application, where the backend is totally in C++ (using QuickFix engine). We would like to build a web application in Django on top of this backend, where the user can place his orders. Both the Django (python) and the C++…
Lazylabs
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What causes the "Disconnecting: Encountered END_OF_STREAM" session message in QuickFIX/J?

I am using QuickFIX/J version 1.6.4 within Apache Camel 2.17.0 and I get the session message Disconnecting: Encountered END_OF_STREAM. It is not an error, but in my case it leads to an unintentional Logoff. What circumstances can lead to this…
Yannick
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Quickfix read custom repeating group

I have this sample response that I get from my service provider. They have defined tags which are already defined (I have checked from FIXimate). 8=FIXT.1.19=108135=IB49=NSECM56=MTBM34=1924=1115=21828=61826=Nifty…
ap14
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Do you find it necessary to customize the quickfix data dictionary?

In the FIX.4.4 data dictionary XML bundled with the quickfix library, it appears that some fields are marked as required that possibly should not be according to protocol specs as described in FIXimate. For example: 35/OrderId in message…
Andrew Gilchrist
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How to start working on QuickFix library

I have given a project to develop Algorithmic trading system using c++ and quickFix library, I search on google about quickFix library but didn't find any useful information. Can anybody give me some information , from where should I start?
Arun Pal
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