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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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Sending SequenceReset to acceptor

I'm trying to see what QF/j can handle out of the box and tried sending a SequenceReset. however all the QF/J acceptor on the other end sends back is a regect message. Session.sendToTarget(FixOrders.createSequenceReset(), sessionId); public static…
FutuToad
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Quickfix/J - do I need to call Session.lookupSession(sessionId).logon();

Is it neccessary to call this line Session.lookupSession(is).logon(); in this code socketInitiator.start(); SessionID sessionId = socketInitiator.getSessions().get(0); Session.lookupSession(id).logon(); while…
FutuToad
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Mixing types in QuickFIX/C++

I have been working with quickfix and Visual Studio and see that I can initialize an instance of FIX42::NewOrderSingle from a FIX41::NewOrderSingle with no compiler issues or even issues during runtime. The same is true when I have a method with a…
Al Kurlansky
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quickfix bad_cast exception with cracked login_message

I found this solution to make the login part in QuickFIX via C++ with Username and Password. Working with Visual Studio 2012 Express I had to make an additional include in order to avoid "error C2680: 'FIX44::Logon &' : invalid target type for…
Ben
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quickfix event after sending message

I am doing something with fix protocol using quickfix library. I wrote class like this: public class ApplicationImpl implements Application { ... @Override public void toApp(Message arg0, SessionID arg1) throws DoNotSend { //this is invoked…
Nyger
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QuickFIX/J Multiple Logon

Currently, the example provided in QuickFIX/J, only allow single executor to talk with single banzai. From the settings in configuration file : SenderCompID TargetCompID Their behavior is as follow : Executor - I only allowed single connection from…
Cheok Yan Cheng
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FIX server rejecting message saying there is a body length error?

I'm sending a new order message (message type 'D') to my FIX server and it's getting kicked back from 'pre-validation' on the server with the response that the stated message body length does not match the actual message. In a text editor it…
gearhead
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No field delimiter in outgoing FIX messages?

I am using quickfix, compiled from the source on a linux box, setup to use the python headers. Everything 'seems' fine when I run my code, but I can't log on to my FIX server, and I noticed that the messages I'm sending have no field/tag…
gearhead
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How to enable client side debug printout

I installed the latest quickfix on a virtual machine environment, it does not work properly. Here is what I found: 1. At server side I run run_executor_python.sh 2. At client side I run run_tradeclient.sh Server side does not receive anything - I…
my_question
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QuickFixJ multiple login requests sent(login response treated as request)

I use QuickFixJ, there is only initiator in settings. I send logon request, receive response but it's treated as a logon request and another logon request is…
Nik
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stunnel is not accepting incoming request from other machine

I have Machine A where stunnel is running. I am sending data on port of Machine A from Machine B but stunnel is not listening this port when request comes from different machine. It works fine when I send request on same port from local…
Neeraj Kaushik
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Quickfix, Is there a "catch-all" method OnMessage to handle incoming messages not handled by overloaded methods?

I use MessageCracker Crack(message, sessionId); within FromAdmin and FromApp (I use version 1.4 of quickfix/n and message cracker seems to also handle admin messages, at least the overloaded OnMessage(Quickfix.Fix44.Longon message, SessionID…
Matt
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Quickfix/J hot to obtaint the Source IP

Is there any possibility to obtain the source IP by using a QuickFix engine? My server is the acceptor, and I need the source IP for logging purposes. Thanks
CristiL
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How can I implement pending orders in FIX protocol?

I have a FIX server which supports open/close positions. Now, I want to add support for pending orders. In the NewOrderSingle message, there is a field OrdType which defines the type of order, Market,Limit,Stop, etc. I used these ones for position…
xyzt
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Server/Client application do not communicate in all executions but only in some (Code unchanged)

I have implemented a client and server. Both implement quickfix.Application and use ThreadedSocketInitiator/ThreadedSocketAcceptor to initiate/accept sessions. The client starts a thread that sends messages to the server. The call back function…
Arvind Haran
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