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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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get the value of QuickFix::Field::OrdType?

I downloaded QuickFix.dll from quickfixengine.org When I declare an object which belongs to namespace QuickFix::Fields, I cannot get its corresponding base value (I mean char value for OrdType, string value for OrderID etc). As there are no…
Rampal Chaudhary
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Reading quickfix log file

I want to test my trading system by playing execution reports back into my application. Then I could verify that my order/position state is correct. I found this somewhat related question: how to replay a quickfix log The difference is that in the…
eak12913
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Error using QuickFix with VC++ in Visual Studio 2010 (utility.obj)

Here it goes: I downloaded the QuickFix source, built it using CMake and got the .sln file. Then I opened the .sln file in VC++ 2010 and built the project named "quickfix_vs10" (actually i built a library named quickFix.lib) and got some warnings…
Rampal Chaudhary
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quick fix (java) protocol reconnect

I am using quick fix protocol, If my log in (start in SocketInitiator) get reject the fix protocol try to connect again and again every 5 sec (using "ReconnectInterval"), Is there a way to make the reconnect not in a equal intervals? for example…
Ggdw
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How to retrieve tag value from quickfixj FIX.4.2 executionreport

I want to persist a fix4.2 message to database by retrieving the value of each tag. I am having the ExecutionReport object of the fix message. I am retrieving the tag value of account using exec.getString(1) and this tag value is not present in the…
Shadab Ali
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Initiator and acceptor on different OS

I have to run my initiator and acceptor on two different OS. I am seeing a weird problem of socket disconnection. Following are the different scenarios I have tried. I am using C++/Quickfix. I have been using the setup on Debian/Ubuntu for a long…
Groovy
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Adding custom field to QuickFIX data dictionary

I defined a custom field at "fields" section of the FIX44.xml dictionary. Then, I added that field to NewOrderSingle message. When i start my application i get this error: Configuration failed: E:\fix\validation\FIX44.xml: Configuration failed:…
xyzt
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How to hardcode the settings

How can I hardcode the settings of the initiator and the acceptor, so that I don't need an external settings file? This is what I've tried so far: FIX::SessionSettings serverSettings; FIX::Dictionary…
Qsiris
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Required field Missing 35 on NewOrderSingle Market Order

Don't know why the the FIX server is throwing this error. Using Fix.4.4, I've got a client generating a Market Order. Its being received by the Server, but its returning an error. The Logon is successful on the client and server side. Then the…
Lucio Flores
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Getting raw fix messages via quickfix C++

Is there a way to get a log of all messages in raw format that are sent via an initiator in quickfix? Specifically, I'm unable to log in after calling the initiator.start() method, and would like to know what fix logon message is getting sent as a…
KS1
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How to determine is message was sended by QuickFix

Actualy my problem touches network connection. Assume my program is sending some message and exactly at this moment network connection is down. As I realized, QuickFix notifies me with Application.onLogout. But I might call Session.sendToTarget…
Alexey.Popov
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Application is crashing while creating quickfix group

If I create a group like: QuickFix.Group group = new QuickFix.Group(3, 50) it's working perfectly. If I create group like QuickFix.Group group = new QuickFix.Group(73, 50) // or QuickFix.Group group = new QuickFix.Group(555, 600) I am getting…
user1224985
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when Session.sendToTarget() returns false?

Can anyone tell me, in which circumstances quickfix.Session.sentToTarget(message, sessionId) returns false. Actually we i tried to send order to aceptor, it returns false, not throw any exception. Don't know why this happening every thing seems to…
Muneeb Nasir
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How can I send and receive messages on quickfix?

I have created two classes: Initiator and Acceptor. I want to send messages from the initiator to the acceptor and then process the received messages. I can't send message. This is my initiator.java SocketInitiator socketInitiator = null; String…
Muneeb Nasir
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FIX transformer

We have a requirement to write a converter which converts from FIX format to business specific canonical form and vice versa. If I see quickfixj engine for FIX4.2, received application message is in java object form - quickfix.fix42.NewOrderSingle,…
sset
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