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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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Save/Persist FIX::SessionSettings to file

In QuickFIX/j it is possible to save (an updated) SessionSettings to a file using toStream: public static void writeSettings(SessionSettings settings, File settingsFile) throws IOException { FileOutputStream settingsOut = new…
Theofanis Pantelides
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Remove a FIX tag in QuickFIX/n which should be a member of a repeating group but is not?

I'm developing an adapter to read CME execution reports (35=8) and the CME occasionally sends [constant] tag-337 (ContraTrader) and tag-375 (ContraBroker) values, which are members of repeating group tag-382 (NoContraBrokers) according to the FIX…
Junkiebev
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QuickFIX Invalid message: Expected BodyLength=454, Recieved BodyLength=469

When receiving a ExecutionReport (35=n) i receive the below error QuickMessage: Invalid message: Expected BodyLength=454, Recieved BodyLength=469 Sample Vendor Message…
user3690873
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How to get already connected session details from acceptor side

Can we get the logs of already communicating initiator and acceptors using another acceptor in QuickFix/J?
jemmi Balaji Reddy
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Can we connect initiator to alternate FIX acceptor if existing acceptor failed?

I have one FIX initiator running on my machine and two FIX acceptor 'A' and 'B' are running on different machine. If suppose 'A ' fails to respond then I want to connect automatically to acceptor 'B'. Is it possible to configure either FIX initiator…
101-Amol
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converting FIX::DateTime to FIX::UTCTIMESTAMP

I am working on a C++ quickfix program where I obtain the current time using ctm = FIX::DateTime::nowUtc() ; I prefer to use the datetime format because I want to do some math to calculate an expiry time for an order. the FIX::ExpireTime…
camelccc
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Using external packages Java

I have never used Java before. And as a C++ programmer the concept of packages seem kind of foreign to me. If I import a custom package from an open source library I downloaded (quickfix) and compiled using Ant, how do I make sure my Java code finds…
Luis Cruz
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How to reconnect using different initiator settings when error happens

Iam using quickfixj-1.5.3. When I am trying to connect, I am getting below error. <20150211-04:16:04, FIX.4.4:ABCD.ZYXW.IJK->ABCD, error> (java.net.ConnectException: java.net.ConnectException: Connection refused (Next retry in 15000…
DPK
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Quickfix crack() throws Field not found exception for field 35

I'm very new in quickfix. I created a client that connects normally with server. On my fromApp() function I can print the message with a simple std::cout << message << std::endl; and all fields of the message are there, also they are there on log…
Rafael Nascimento
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quickfix doesn't correct restore session after waking up

I've got an issue, please, look at the logs: AAA is an LP BBB is me ... 20141222-14:57:12.863 : 8=FIX.4.4 9=71 35=0 49=AAA 56=BBB 34=1326 52=20141222-14:57:12.905 10=033 here I closed the notebook and here opened 20141223-06:54:15.190 : 8=FIX.4.4…
herolover
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Required tag missing error on MarketDataRequest query

I have a FIX44.MarketDataRequest query based on Trade Client example from QuickFIX-n example applications. But I can't manage to get something useful from the server with this query. I always get the error Required tag missing for this query. Here…
Radu Dumbrăveanu
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Adding custom field in QuickFIX/C++ (FIX50SP2.xml)

I added a custom field in FIX50SP2.xml and also included this field in the ExecutionReport message. Then I ran "Generator.rb" followed by "generator_c++.sh". Included below is the src/fix42/Logon.h file that was generated. There are some extra ", [,…
Prasoon Tiwari
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getting "Input string was not in a correct format" upon starting QuickFixN

I have a C# application that has used QuickFixN successfully for some time now. This morning after a machine crash, when I restart I get "Input string was not in correct format" here: System.FormatException: Input string was not in a correct…
mcmillab
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QuickFix error: 58=Conditionally Required Field Missing (268)

This is the server config…
Ivan
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QuickFix C++ Socket Error Connection Reset By Peer?

I getting "Socket Error: Connection reset by peer." while trying to login to the server. Below are the logs:- <20141024-08:20:25.556, FIX.4.4:CMSPCFX->CNX, outgoing>…
Abhishek
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