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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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QuickFix how to not send resend request?

I need to know how we can restrict sending a "Resend Request". I'm copying the logs below. It appears that the "Resend Request" is being send from QuickFixEngine dll since we have not written any code for initiating a resend request. Please help me…
Anish
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How To Install / Get QuickFIX Libraries

I am creating an application using QuickFIX/N, since I am coding inside of VB.NET. Now, this has always been my issue for the longest time, and the online documentation is shit - or just overly confusing in my opinion. After I have both QuickFIX and…
JamesD31
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how to send bid ask message by quick fix?

I want sent bid ask message in quick fix protocol by fix acceptor. i must send bid ask message by quick fix i use quickfix_net dll as fix acceptor , how to i send bid ask by this dll
zandi
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Quickfixj :i need to know what is the limitations and the problems for QuickFixJ

i need to know what is the limitations and the problems for QuickFixJ since i want to start development on it and i want to know if there's any problems with
rifai15
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Does Quickfix answer pending heartbeat requests before closing FIX connection?

Basically i randomly get "heartbeat timed out" messages on my acceptor, maybe once a day, whereas heartbeat is configured to 60s, but i can't figure why this is happening. I do close and reopen my initiator quite a few times per day. Could that be a…
Nicolas B
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Using fix with dds and/or tibco - ideas?

Instead of using the quickfix engine and its ways of send/receive fix messages, if i were to implement fix protocol over dds how would you recommend i go over it? I am new to dds. I understand that i might have to configure topics but what would…
Fanatic23
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formatting a FIX message to a c++ struct or classe

say I want to format my fix message received in a XML form ( not FIXML ! ) but kind of like the spec description, for example like that …
Joy
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How do I install quickfix on windows 10

I have downloaded the wheel file for installation, but I get an error when trying to install using pip in a powershell, stating that this is not a supported wheel on this platform. Installation command: pip install…
William Wood
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QuickFix C++ - How to established Trading session from client APP?

I have build my quickfix C++ source code with the SSL support using below command. My quickfix library got build successfully. On Linux (with system openssl), cmake -DCMAKE_BUILD_TYPE=RelWithDebInfo -DHAVE_SSL=ON…
alshamsh93
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QUICKFIX Logon Request. Session getting disconnected.

I am trying to get messages from a message queue and forward them to some other queue using quickfix. I encounter an IllegalStateException when a message is read. Exception message is Logon did not succeed. I think the issue is with session…
Anant Binjola
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Is tag35=4 sent via ToApp or ToAdmin

I want to stop all duplicate messages(orders really) but allow message tag 35=4 through. This is needed after a reconnect it…
ManInMoon
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How to implement a class with FIX types

Here is a working code #include "quickfix/FixFields.h" #include "quickfix/Values.h" int main() { FIX::BeginString beginString(FIX::BeginString_FIX42); return 0; } It compiles and if I print the value of beginString I get the expected…
e271p314
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QuickFIX streaming FX ticker in C++

This is the test output from a slightly modified quickfix/examples/tradeclient/Application.cpp
Stacey Pellegrino
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Why is a FIX connection dropping heartbeats when both endpoints are on the same server?

We have two applications using QuickFIX engine, both are running in the same machine. Sometimes we see that the session ends due to lack of heartbeats. How can it be since both are running on the same machine?
xyzt
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How to install quickfix library in python. Christopj Gohlke's windows wheel is not available

I want to install quickfix library but it returns error. I found a solution to that through this topictext, but the link where I could download wheel file is not available anymore. How can I install quickfix now? If anyone have the windows wheel for…
Aidana Bolat
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