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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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How to get the quickfix timestamp?

I've seen in quickfix doxygen documentation that it generates an utc timestamp as soon as it has received a FIX message from a socket file. Have a look in ThreadedSocketConnection::processStream(), it calls then m_pSession->next( msg,…
yves Baumes
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Session level and application lvl seqNumber?

Does quickfix/j maintain same sequence of seqNum for both type of messages(session and application lvl messages) or each level has separate sequence of seqNum. Suppose I have a connection running, in the same time I'm getting orders msgType=D and…
Muneeb Nasir
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Quicklfix related question(FIX::Application)

I am trying to use FIX::Application along with SessionSettings. The Fix server I am trying to connect to does not see any incoming connection. From my side I see a Logon Message being formulated in toAdmin() callback(which I print out and add…
Pradyot
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Confirmation Message [Type 'AK'] and ConfirmationAck Message [Type 'AU']

I am using Quickfixn to create Buy side application and using the Quickfix 4.4.I am looking for creation of Confirmation message( type 'AK' ) and ConfirmationAck message [type 'AU'].Can anyone tell me how is the flow of the confirmation message[type…
V.Raval
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compiling quickfix on Solaris 10

I have been trying to compile quickfix on a Solaris 10 box. however when I try to run the bootstrap it gives a large number of warnings of the form ' warning: underquoted definition of AM_PATH_AUDIOFILE' before failing with: aclocal: macro…
camelccc
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QuickFix/n : Tag not defined in order

I am trying to prepare a Quote request using quickFix/n but the tag order is automatically sorted by quickfix/n. Can anyone suggest how can I manually specify tag orders in my application? Below is the message that is automatically sorted by…
Abhishek Mishra
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entry must be roll rate entry type?

while sending marketDataRequest, fix Server responded me with error message. entry must be roll rate entry type I do not understand why i'm getting s error. Here is my code. MarketDataRequest mkrReq = new MarketDataRequest(new MDReqID( …
Muneeb Nasir
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Quickfixj -Message 2 Rejected: Required tag missing:55

I am using Quickfixj 1.5.3 and receiving NewOrderSingle message. The message got rejected since some tags are missing but I don't want miss those messages. My Initiator configured as RejectInvalidMessage=N, ValidateFieldsHaveValues=N,…
Bibin Zacharias
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Disconnects in FIX connections in local network

I have a FIX server and FIX client implementing FIX4.4 running on the same network. I use QuickFIX C++ engine. Altough they are on the same network, sometimes they disconnect. In the FIX server's event logs: 20140612-01:21:30.000 : Sent test request…
xyzt
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QuickFIXJ FieldnotFound exception

In my application I am receiving a huge FIX messages. Should I check the tag is present for all the tags I retrieving. If I am not checking the presence of a tag, I get FieldNotFound exception in case the tag is not exist in the message. Is there…
Bibin Zacharias
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How does logging effect Quickfix performance?

I am using .net/c++ version of quickfix. How does logging effect Quickfix performance? If I disable logging to file, can it help to increase performance of quickfix? Thanks,
Seçkin Durgay
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QuickFix MessageCracker: How to decide which messages should be implemented?

I am working on implementing Initiator side for a broker FIX platform using QuickFix in C++. Their FIX spec provides the list of messages they support; Logon, Heartbeat and other messages. MessageCracker (Fix 4.2) provides two overloads for same…
MaLoad
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undefined reference to `FIX8::TEX::ctx() while building my FIX8 Wrapper

I am using FIX8 API, I have downloaded installed & even ran there test applications. Now I am trying to built my own wrapper around it & use it. The compilation is fine & I get a .o file, but it fails in the linking with error. undefined reference…
Kratos
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How to implement Close Trade or Close Position with QuickfixJ

I am not really sure how to implement Close Trade or Close Position with QuickFIXJ. Is it possible?
atik
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QuickFIX rejects ExecutionReport due to missing Symbol field

I have a FIX client written in nQuickfix.net which is connected to a FIX server. I send a NewOrderSingle and it sends me an ExecutionReport message. But the message is not passed to the application layer, it is rejected in the QuickFIX layer. When I…
xyzt
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