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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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Unable to retrieve header field SenderCompID , 142 from de-serialized Quickfixj Quote messase

Our FIX Engine implemented in QuickfixJ send the received quote message in the quote session to another application listening on JMS queue for further processing like persistig to DB. The message serialized and de-serialized using Apache…
atik
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Is it possible to configure QuickFIX to server from one port for multiple session?

I have a FIX server implemented using QuickFIX. I create FIX sessions for each client currently.So, there's a 1-1 relation between Sessions and Connections. Is it possible to serve for all clients from a particular port? I mean 1-Many relation…
xyzt
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quickfix/j connection state machine

Could somebody explain Quickfix/J connectivity as a finite state machine (ideally w/ a diagram)? Specifically what is the difference between the methods in SessionStateListener, (presumably representing the state changes), and what order should they…
Luciano
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Query a remote server using QuickFix/J in Java to get position of an instrument

I'm building a client for trading with a remote server using FIX protocol and QuickFix/J API. I can send order, receive price updates, cancel orders etc... I'm asked now to "query API for current position of an instrument". So let's say I can submit…
Emiliano Fraticelli
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QuickFixN HotSpotFX MarketData cracker wanted

Save me reinventing the wheel. Does any have and maybe willing to share a cSharp cracker for HotSpotFX MarketData. I want something that takes the FromApp messages and parses them into a suitable form for storing the Prices on disk.d Moderators…
ManInMoon
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Using the quickfix window with vim+jslint

I'm using the vim+jslint combo described here, and am having problems figuring out how to use the two together. I'm guessing that the list of errors is supposed to show on the top half and the second half has the actual page? If so, how do I go…
Corey Hart
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Request time-out in Quickfix ??

is there anyway to set request time-out while sending message from initiator ?? we had a issue where we got late reply from acceptor and application went in not responsive mode. issue can be with network delay or etc. but I think it will be good if…
Nauty
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Quickfix C# initiator implementation questions

I am in the process of QuickFix service initiator implementation in c# which needs to do the following. Listen to incoming QuoteRequest messages and save them to a local database/queue. Our users will have the ability to hit the Bids on these…
user3293876
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socket client multi threading quickfix/n

I want to create multi threaded initiator in quick fix/n,c#. Is it possible to create multi threaded initiator that send quick fix messages to multiple servers. I can see multi threaded acceptor in quick fix/n.Please give your suggestions.Thank you.
Vishwesh R.
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Is is possible to set StartTime/EndTime dynamically?

I'm new to Quickfix/J. Could I set or overwrite the StartTime/EndTime dynamically or programmably so that the value of StartTime will be the exact time when I start the program? Or I need to modify the source codes to achieve that? Thanks you
macemers
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Quickfixn : How to write execution report to store file‏

I have created a application to send messages between client-server and I am having a problem on server side. I want to write the incoming NewOrderSingle message( .body extension file) files in store folder on server side. The newordersingle…
Vishwesh R.
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Architecture diagram involving the flow of data between trading engine, order routing engine,quickfix and the exchange

If I write an order routing system based on QuickfixJ, can I just start submitting my trades to an exchange? Or do I need to register myself with the exchange or get permission or something like that? I am not able to understand how QuickfixJ, the…
Victor
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QuickFIX: How to change target platform

After compilation libquickfix.dylib, and link it in Xcode with my programm, error is: ld: warning: ignoring file /Users/marekbaranowski/jmbSoftware/_NOM2/ QuickFIX/libquickfix.dylib, file was built for x86_64 which is not the architecture being…
theWalker
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Fix message correct format

I am developing an application based on quickfix/n.My fix message format is as following. I want to know that is this fix message format is correct?? Just wanted to confirm that I am heading towards right direction. Also I want to know that using…
vish.raval
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quickfixJ Getting Session settings from the session object

I would like to customize the sent Login message in the toAdmin method by adding the Username and Password values from the current session settings. Something like that: @Override public void toAdmin(Message message, SessionID sessionId) { …
nakhli
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