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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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QuickfixJ Performance Benchmark

Are there any recent performance benchmark results done on QuickFixJ ? I'm aware of the suite of performance tests available on the Quickfix C++ product, is there a java equivalent of it? I know every use case is going to be different depending on…
Stephen Lee
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How to change string into a QuickFix message?

I am trying to read my FIX logs and to parse them with the cracker that I wrote in python. However, this does not work because in my cracker I have calls like message.getHeader() which are QuickFix methods. They unsurprisingly return an error:…
Wapiti
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quickfix.Message cannot be cast to quickfix.fix50sp2.Message

I'm using the latest quickfix version which is 1.6.0. I already have code which is written against 1.5.3 and what I'm trying to do is upgrade that to 1.6.0 The problem I have is when I use the crack(msg,sessionID) method it throws quickfix.Message…
SashikaXP
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QuickFix/N how best to deal with multiple FIX versions

I connect to several APIs that all use FXI4.2 but now I wish to connect to another that uses its own version of FIX4.4. I have an router app that send orders to the various APIs and it would appear that I need to duplicate all my methods (e.g. the…
ManInMoon
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quickfix python marketdatarequest

Im trying to replicate a MarketDataRequest in Python that I have in Java but cant find any code example. Has anyone any experience with Python and Quickfix The Java code looks like this: MarketDataRequest mdr = new MarketDataRequest(); if…
Christian
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FIX Engine and Scala: alternative to QuickfixJ?

Pretty generic question, I know, but after a google search I could find any "definitive" answer, so here I am asking. Using Scala, what alternative do I have when it comes to FIX protocol? In Java, I worked with QuickfixJ before, but I was…
mdm
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quickfix/n error : MsgSeqNum too high

I have created a Fix application using 'QuickFIX/n is v1.4.0' from this 'http://www.quickfixn.org/download' site. When I executed an application,i randomly get error of sequence number.Sometimes the application runs fine and sometime I get sequence…
vish.raval
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Quickfix/n, how to disable store and log factories?

How can I disable all of Quickfix/n's log and file factories? I want to handle all logging and message sending myself because I do not like the way how Quickfix sources log messages, meaning I want to decide when and how logging messages originate.…
Matt
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What is the purpose of quickfix message store?

What is the purpose of the message store structure in quickfix? I understand that you can log all incoming and outgoing fix messages via the message store interface and quickfix provides multiple implementations like file store etc. My question is…
Fanatic23
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Does Quickfix automatically fill in header, body and trailer fields?

When want to send a Quickfix message (Logon, for example) do I need to go and fill in every field manually, or will data from the Settings file get automatically added as necessary. Currently, I can connect but not log into my broker's FIX server…
gearhead
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Issue with Qt dynamic library in Linux

I built an application based on QuickFIX Engine in Qt, named fixapp; it works fine. My broker asked me to specify a local port to connect to them. Then I couldn't find such configuration file, so I modified the source code of QuickFix. I used the…
Ian Xu
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Fix OrigClOrdID (tag 41) in a chain of replaces. Is it the very first one of the order OR the previous one in the chain?

So whenever I want to change (reduce) the quantity of my order (OrderCancelReplaceRequest) I have to send a new ClOrdID and the original ClOrdID (tag 41). Ok, so let's say I change the quantity for a second time. Does the original ClOrdID (tag 41) I…
Becky
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Quickfix setting ResetSeqNumFlag

Is there a way to set ResetSeqNumFlag=Y using the Quickfix config?
DD.
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Is there a way to replay quickFIX/J messages

Is there a way to replay messages from the quickFIX/J in the *messages.log file? It appears this question was asked a while back, but I'm wodering of any new developments: Store And Replay WCF Messages The intent is to be able to re-run messages…
Pedro Checo
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Reading Repeating Groups in Custom Messages using Python Quickfix

I am trying to read from a FIX engine using Python and Quickfix, and have managed to get the engine to recognize custom messages by modifying the data dictionary used (with necessary message groups). The problem I am now facing is reading repeating…
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