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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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Getting Session Properties (Username and Password) for QuickFix/n

I have put my user name and password on the FIX configuration file. So I must think I should be able to get User name and passwords from some internal variable like session variable or SessionSetting variable or session.SessionDataDictionary or some…
auto9817
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QuickFIX/n - Initiator repeatedly throw errors during Logon phase

I am using the trade client application on this link below to make connection between one of my VPS server and brokers server. http://www.quickfixn.org/tutorial/example-applications . After one week of struggle, I been able to make a connection to…
auto9817
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Weird behavior of Quickfix/j after "Sent test request TEST" happens

I'm using Quickfix/J to receive the message but "Sent test request TEST" happen. The log file (FIX.4.2-A-B.event.log)shows that: 23:19:05: Sent test request TEST 23:19:32: Disconnecting: Timed out waiting for heartbeat 23:19:33: Initiated…
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How does one dynamically agree on a SenderCompID and TargetCompID in quickfixj?

Suppose that I'm running a web-based exchange and a new customer signs up. I give that customer a new CompID and now I want to add that CompID to my acceptor. Do I have to restart my acceptor or can that be done dynamically? It doesn't seem very…
Kiril
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How to convert a String FIX message to FIX FIX50SP2 format using QuickFixJ

Need a quick help. I am a newbie in QuickFixJ. I have a FIX message in a txt file. I need to convert that into FIX50SP2 format. I am enclosing the code snippet. String fixMsg =…
Rivu
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What's the expected behavior when TCP connection is lost?

I looked through FIX v4.2 spec, it is not clear to me what the expected behavior it should be when the TCP connection is lost in the middle of a session. More specifically, suppose the current sequence number is 100 and at this point the TCP…
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How to install a Swig enabled Python extension (QuickFix)

QuickFix includes bindings for Python. How do I install QuickFix so that I can import quickfix in Python on Windows? easy_install quickfix doesn't work both binary and source downloads don't include setup.py The source download has the following…
Jonathan Livni
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QuickFix optional fields check value exists

I'm writting a FIX Engine based on Quickfix/N that listen for trade Executions (ExecutionReport) and save them into a database. Requesting a field value from the API throws a FieldNotFoundException if the value is not present in the received…
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Is it standard practice to keep a FIX connection connected all day long, or relogin periodically?

I wrote a program in Python using the quickfix package which connects to a vendor via FIX. We login in the morning, but don't actually send messages through the connection until the end of the day. The issue is, we don't want to keep the program…
Alex F
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Repeating groups in quickfix/c++

I am writing a program that uses the quickfix library. The documentation is very poor, so I am requesting the help of SO fellows. I have seen in the Group class that there are iterators. So I suppose that there is some STL-ish way of parsing…
Luca Martini
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QuickFix/J: Sending message when logged out

This page in the QuickFix/J documentation makes the following claim: Sessions exist whether or not a counter party is connected to it. As soon as a session is created, you can begin sending messages to it. If no one is logged on, the messages will…
user2248785
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Import non-cmake GitHub project in CLion

Checking CLion help https://www.jetbrains.com/help/clion/2016.2/importing-existing-non-cmake-project.html I see how to import a non-CMake project into CLion. And I'm also able to clone a project from GitHub…
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Modify Session Settings in QuickFix using Python

After reading the config file: f = "excfg.cfg" settings = fix.SessionSettings(f) Is it possible to modify the settings of a particular session dynamically? For example modifying the TargetCompID or the SocketAcceptPort. I am pretty much looking…
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How do I install QuickFix for Python?

I tried to install QuickFix using pip install quickfix as suggested on their site. However, during installation I get the error: C++\Acceptor.cpp(21) : fatal error C1083: Cannot open include file: 'stdafx.h': No such file or directory As far as I…
mchen
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Python - Quickfix : getHeader() attribute error when trying to login

I am using Quickfix and I modified my toAdmin function to insert the username and password into the logon message. I adapted my code from the c++ instructions but I got a weird getHeader() attribute error. The traceback is the following :…
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