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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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quickfixj logs have no newlines for windows notepad

I need to change the charset or add System.setProperty("line.separator", "\r\n"); so I added the above in the main function but that doesn't make newlines appear in the quickfixj log. Any ideas?
rupweb
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quickfixj 35=AG message shows in session messages log but not fromAdmin

how do you catch lower level exceptions from quickfix which appear in the messages log but aren't caught by fromAdmin
rupweb
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quickfix C+ Incorrect BeginString with FIXT.1.1 and FIX.5.0 - FIX.5.0SP2

I'm creating an initiator and acceptor which speak FIX.5.0SP2. I'm getting an "58":"Incorrect BeginString" error on logon, on the acceptor (and on fromAdmin on the initiator). I believe my configs are correct: initiator: # default settings for…
MateodelNorte
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Quickfix client for Rapid Addition engine

My FIX server is using Rapid Addition engine, can I use use QuickFIX client code to connect to my FIX server which is on Rapid Addition? I think it should be able to connect since client can be on any technology but not sure whether this really…
user85
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QuickFix/N logging performance

Has anyone tried creating their own logger in c# as per: https://github.com/connamara/quickfixn/blob/master/QuickFIXn/FileLog.cs I am testing this and I don't seem to be able to increase logging speed - there appears to be a finite amount of time…
ManInMoon
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OO1B character when running example code of quickfix

I am trying to use an example code of the Quickfix library. I compiled the code with: g++ -o main tradeclient.cpp Application.cpp -std=c++11 -fexceptions -finline-functions -lquickfix -lpthread -lxml2 -lz it compiles perfectly! When I run the…
Luis Cruz
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SocketInitiator getSession give session not at the same order as in the config file

When I try to get a sessionconfig by the index that exist in the file that contains the sessionConfig (in our case "InitiatorSettings.cfg") [default] FileStorePath=data FileLogPath=log HeartBtInt=30 ReconnectInterval=5 [session]…
Badis
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Rebuilding QuickFIX/J with Ant

The User FAQ of QuickFIX/J describes the opportunity to rebuild the data dictionary of QuickFIX/J to customize the application. It is described in the FAQs tis way: You'll need ant installed. QF/J generates the source from the DDs in…
mrbela
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Is it possible to change cast of an object dynamically?

I want have a "pointer" to an object but the object can be one of two classes. QuickFix.Message newOrderSingle; if (ecn.versionFIX.Equals(VersionFIX.FSS_FIX44)) { newOrderSingle = new…
ManInMoon
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QuickFix/N sending error message before getting to crack

I am trying to subscribe to MarketData SnapShot full refresh. I can see data message 35=W coming in from an established API, but I cannot catch it in either FromApp or FromAdmin. The quick fix engine is immediately finding something wrong with…
ManInMoon
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QuickFIX/n - Incorrect handling of SequenceRest Gap Fill message

While performing a message recovery operation in chunks of 2500 messages per resend request, drop copy gap fills the administrative messages. Assuming sending "resend request’s” from 10260 till 36264. 1st resend request 10260 till 12759 2nd resend…
user3690873
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What are the available open source acceptors for quickfix?

What are the available open source quickfix acceptors/servers/simulators which have MATCHING and EXECUTION option. If you any tool please give the link. I found few tools like fiximulator,quickfix-messenger and ect. But these tools don't have order…
FxMax
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NoClassDefFoundError (org/logicalcobwebs/cglib/proxy/Callback) in QuickFIX/J application

I am writing a Java program with QuickFIX/J (version 1.6.0). Everything works fine as long as I only logged to files.. Now, I wanted to add JDBC logging: SessionSettings sessionSettings = null; try { sessionSettings = new…
mrbela
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QuickFix do not validate user defined fields for specific message only

I implement QuickFix client and I parse SecurityDefinition message ('d') with many user-defined fields. The service provider wants me not to validate user-defined fields, as he says that they add new fields from time to time and don't want to make…
Andrey Rubliov
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How to test the connection in QuickFix/J

I wrote an QuickFix program and created a config file.. Now, when I'm running my application, nothing happens.. So I ask me, how I can recognize if the connection (my program is of type initiator) is established or not. I've added to the methods…
mrbela
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