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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.

738 questions
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Quickfix - Tag not defined for this message type

I'm getting an exec report from my counter party, and my quickfix engine is rejecting it for "Tag not defined for this message type 371=1300" It seems to be saying that the exec report has a non-standard tag (1300), and my quickfix engine doesn't…
user3240688
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QuickFIX/J Error value out of range for this tag

I've implemented a Java program that uses QuickFIX/J (version 1.6.0). It gets a FIX message (execution report) from the counterparty with the repeating group NoPartyIDs (Tag 453) with following the values (Tag 453) NoPartyIDs = 4 (Tag 447)…
mrbela
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how to logout fix session?

I'm using quickfixj. I have a custom message like "EndTrade", when I got that message, I want to end fix session? How can I do that? I have not find any way to do so. It is not allowing me to use new Session().logout().
Muneeb Nasir
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Changing the order of fields in a FIX message

I use a QuickFix/n initiator. My broker rejects my logon messages, citing wrong order of fields (tags) in the message header. Instead of 34, 49, 52, 56, the order should be 49, 56, 34, 52. QuickFix/n seems to automatically sort the various fields…
user3723746
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Quickfix reset sequence number at start time but not set ResetSeqNum in Logon message

When the quickfix initiator reconnects at startTime (defined in config) it deletes the files with sequence number, but does not set ResetSeqNumFlag to Y, and the server replies with a Logout message with text "seq msg number to low ..." Is there a…
user166344
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how do i run quickfix examples?

I have installed QuickFix on my mac and am keen to understand the examples that come with it as described here http://www.quickfixengine.org/quickfix/doc/html/examples.html. The trouble is this documentation is very poor and gives no instructions on…
godzilla
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Accessing UtcTimeStamp from Python via SWIG

I guess this is a python vs SWIG question more than anything else... I'm using a C++ package with SWIG Python bindings. One of the objects I receive is a UTC time stamp from which I'm trying to extract the time stamp. The object has the following…
Jonathan Livni
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How to log QuickFix message in human-readable format

I want to log QuickFix messages in sort of parsed mode like tagname,Value I cannot find existing functionality. I am using QuickFix.Net. I was thinking about providing some sort of method that would iterate through all presenting tags and parse them…
Captain Comic
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How to control QuickFix printouts

I'm using QuickFix with Python bindings. How is it possible to control QuickFix's printouts? As far as I can tell, there are no configuration parameters for this, and QuickFix dumps a lot of logs into the stdout... Here's an example log (replaced…
Jonathan Livni
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quickfix for python installation failing on MacOS

I am trying to install the quickfix FIX engine module for python on Centos7/Ubuntu16 and MacOSX. I followed the instructions on http://www.quickfixengine.org/quickfix/doc/html/ The installation on Centos/Ubuntu works perfectly with a pip3.6 install…
Cryptoharf84
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Establishing a connection to DUKASCOPY using stunnel

looking for some help in establishing a connection with my broker DUKASCOPY using stunnel and quickfix python over FIX4.4 protocol. Here is my stunnel config: client = yes cert = /etc/stunnel/stunnel.pem [OKSERVER] accept = 9443 connect =…
Jaspal Singh Rathour
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Avoiding casting multiple times

I have a method which receives a parameter of base type and performs some pre-processing depending on actual parameter type. Here is my code: public void OnMessageReceived(QuickFix42.Message message) { if (message is…
mr goose
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Getting all existing fields of a received FIX message with QuickFIX

Does QuickFIX provide the possibility of getting ALL existing fields of an incoming FIX message in a single step? (I use version 1.14.3 for Python.) According to QuickFIX documentation, it's possible to get a field value in a certain way: price =…
Siega Oy
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Getting fields from quickfix message

I am using quickfix with python. Looking at the doc page here tells us how to get fields. Say a message = fix.message (with quickfix as fix) comes in from the counterparty. I can get the 35 (MsgType) field by calling…
Wapiti
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QuickFIX/J mixing two different versions

I am writing an application that uses QuickFIX/J as FIX framework. My counterpart sends me an ExecutionReport message of FIX version 4.4 But only some fields (the Parties component) are of version 5.0 Now I am trying to implement that I can read…
mrbela
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