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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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Recursive Calls to toApp in my Quickfix/J Application implementation

I'm doing something like this in my Quickfix/J Application implementation: public void toApp(Message message, SessionID sessionID) throws DoNotSend { try { Session.sendToTarget(message, sessionID); } catch (SessionNotFound e) { …
FutuToad
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Is it possible in production to use quickfix/j to generate session name from messages

I was wondering if you generally hardcode session names when receiveing FIX messages? I noticed that you can receive FIX messages with the SENDER and TARGET ID's missing. For example my sessions can look like…
FutuToad
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Required fields within repeating groups FIX

So I am trying to generate repeating groups in a FIX message, but I need a method to determine which fields are required for each repeating group so I don't have to hard code everything. For some reason, the quickfix DataDictionary class's method…
raj rajaratnam
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How to log messages to file in Quickfix C++

I looked at the Log.h file, it seems like I need to implement my own log class inherit from the interface to log messages to file I am just wondering if there is any existing class to use to log messages to file, I know there is a ScreenLogFactory,…
cynric4sure
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Maven repo for quickfix/j with the attached source files

Does anyone know if there is a repo for quickfix/j with the attached source files?
FutuToad
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QuickFixn Outgoing Connection

I was hoping someone can shed some light on how the Quickfixn engine handles outgoing FIX messages... I have an outgoing connection set up, and I'm getting heartbeats. When I generate an outgoing message however, it gets rejected because it says…
Franco Trombetta
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how to close and reopen TCP connection in QuickFix

Using QuickFixN, if I restart my trading application I occasionally am unable to logon, getting a "an existing connection was forcibly closed by the remote host" error. The QuickFix engine retries to connect every 30secs, but always gets the same…
mcmillab
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QuickFIX marketdatarequest after disconnect

Im using quickfix. I start session and send MarketDataRequest, it works fine, but after the disconnect happened and quickfix session reconnected, i cant get any market data anymore. Server does not respond on my MarketDataRequests at all. Only…
Vitaliy Nesterenko
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QuickFIX /n Not Connecting

I have a implementation of QuickFIX/n that I have given to a client. It connects to the Currenex RFQ system. They experience a issue when the start up the application occasionally. No errors are getting thrown, and it works fine in my testing. …
user576838
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Incorrect data format for value - UTCDate

using Fix 4.2, I am receiving messages like this: 8=FIX.4.29=15135=W49=aSERVER56=myNAME34=84823052=20130226-00:43:05.53755=USD/JPY268=1269=2270=92.699271=0272=20130226273=19:43:04274=210=251 but my QuickFix implementation is throwing this…
mcmillab
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Data Dictionary in QuickFix within .net Wrapper

I'm using the QuickFix .Net Dll to receive and process TradeCaptureReport messages. I have been sent a TradeCaptureReport message that contains a few custom fields. I'm able to pull some values from the message using the various get*() methods,…
priehl
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Namespace problems in QuickFix's .Net DLL wrapper

I'm battling with the QuickFix engine in .Net (using the C++ DLL wrapper) to craft a TradeCaptureReportRequest message: var req = new QuickFix44.TradeCaptureReportRequest(); req.set(new…
priehl
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Using QuickFix/n to read a FIX log file

I have a FIX format log file and a data structure I've built myself in C#. What I want to do is to run the log file in QuickFix and build my own event listener. In that listener, I'll convert the FIX types into the types I need and fill my DS. I've…
Yonatan K
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Quickfix on windows not working as expected?

I am using "quickfix_net.dll" and "quickfix_net_messages.dll" downloaded from quickfix.org. I am using Visual C++ 2010 Express and doing development in fully managed environment. When I receive a message through fromApp() and call crack() on that…
Rampal Chaudhary
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QuickFix using Pipes, shared memory, message queues etc

Here's my scenario: In my application i have several processes which communicate with each other using Quickfix which internally use tcp sockets.the flow is like: Process1 sends quickfix messaage-> process 2 sends quickfix message after processing…
Rampal Chaudhary
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