Stack Overflow
Stack Overflow

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.

738 questions
3
votes
1 answer

Quickfix handling same session from multiple servers

I am using Quickfix/J to implement FIX protocol. The issue is we will have two servers supporting the application when it goes live. However, only one server will have the FIX engine up and running. Plan is to route the FIX requests from the other…
Leo
  • 187
  • 6
  • 19
3
votes
3 answers

how can I process fix message quicker when sending through quickfixj

I am having a problem with processing speed in QuickfixJ. I read in this question that its possible to process 300messages/sec. I also saw elsewhere numbers reported in the thousands. My Quickfix session code receives a list of messages and sends…
robthewolf
  • 7,343
  • 3
  • 29
  • 29
3
votes
3 answers

QUICKFIX 64-bit Build for .NET on Visual Studio (.NET C++ DLL Wrapper)

I spent a sleepless night trying to build QUICKFIX to have the 64-bit version of quickfix_net.dll and quickfix_net_messages.dll My C# Framework is 64-bit and the regular offered QUICKFIX dll's are 32-bit, so I have no other choice (Switching back…
Mehdi LAMRANI
  • 11,289
  • 14
  • 88
  • 130
3
votes
1 answer

How do you read the legs of a multileg order using QuickFix in C#?

When processing a QuickFix44.NewOrderMultileg message in C#, how do you extract the details of the legs? The only documentation I've found so far seems to apply only to market data and/or be wildly out of…
Eric
  • 11,392
  • 13
  • 57
  • 100
3
votes
1 answer

Strange QuickFix engine response to execution report message

I am currently experiencing a strange problem with the open-source QuickFix engine. Our broker is sending some test trades with MsgType = 8 (Execution Report), and our QuickFix engine immediately replies with an exception saying "Unsupported Message…
macleojw
  • 4,113
  • 10
  • 43
  • 63
3
votes
1 answer

QuickFix C++ and SSL: Issue connecting to LMAX using sTunnel

Goal: Using sTunnel with QuickFix C++: To login to the LMAX UAT over SSL-internet and send FIX 4.2 messages over a TCP connection. Another similar SO question can be found here, but doesn't appear to solve this particular issue. OS: Ubuntu 19.10 |…
p.luck
  • 646
  • 2
  • 9
  • 34
3
votes
2 answers

Origin of FIX data dictionaries

The QuickFix website provides data dictionaries for various versions of FIX (note: I am talking about FIX rather than FIXML). I have not seen any mention of such data dictionaries in the FIX specification, so my assumption is that an independent…
Ciaran McHale
  • 2,126
  • 14
  • 21
3
votes
2 answers

Quickfix: acceptor and initator in same application?

I am new to quickfix (I'm a student trying to teach myself), and have downloaded the examples from quickfix.org (in c++) and have been able to connect ordermatch to tradeclient and get them talking to each other. I changed the config file for…
Brandon
  • 31
  • 1
  • 2
3
votes
1 answer

QuickFIX - Receive and send orders from different algorithms (sources)

I built a FIX Initiator Application using the QuickFIX/J library to send orders to my broker. If you don't know what is a FIX Application, consider that my program is an application that sends message to a server through TCP connection. To get and…
Giiovanna
  • 424
  • 6
  • 21
3
votes
1 answer

How are function failures propagated for NodeJS Wrapped C++ Code?

I am specifically interested in how this nodeJS wrapper for quickfix node-quickfix handles failures on sending FIX messages out. The function signature in question seems to be: function send([Object], callback fn) This can be seen in the example…
ajoseps
  • 1,871
  • 1
  • 16
  • 29
3
votes
1 answer

Quickfix: How to use SSL in Python

[Sorry for my English] I have problems to connect my client quckfix developed in python. the config file does not respond as i would like. If i change the path(a incorrect path, for forced the error) to the file *.pem and restart the application.…
Javier Escalona
  • 76
  • 6
3
votes
0 answers

QuickFIX python connection error:Timed out waiting for logon response

i get timed out error while running the Quickfix application in python. here i add a console response.i did not get a logon response <20190306-11:00:08.000000000, FIX.4.2:TW->ISLD, event> (Created session) <20190306-11:00:08.000000000,…
rajat barot
  • 86
  • 3
3
votes
1 answer

Adding Password to Logon message with QuickFix

Hi there I am having issues with Quick Fix python. I need to add Tag 554 to my outbound Logon message to send messages in to the exchange as it is required but I am unsure how to go about this. All the online examples I find are C++ code and my…
jgillespie484848
  • 71
  • 1
  • 7
3
votes
1 answer

FIX order tracking

With respect to FIX 4.2 or greater: Q1.a. How are incoming and outgoing sequence #’s correlated/linked? Is there a buyer specific FIX tag a buyer can embed/use explicitly for tracking upon submitting a buy order that is also included in…
ElmerF
  • 75
  • 4
3
votes
2 answers

How to validate a FIX message against Fix dictionary in QuickFix/J?

If validation is on in QuickFix/J, the received FIX message is validated against the FIX dictionary configured for Fix engine. ValidateIncomingMessage| Allow to bypass the message validation (against the dictionary). Default is "Y". Is there any…
Amit Bhati
  • 5,569
  • 1
  • 24
  • 45
1 2 3
…
49 50