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
2 answers

Quick Fix Java based Fix client - Is socket initiator and acceptor both needed for sending messages and receiving response back

I am working on a solution to send FIX messages generated for trades done to a third party system using quick fix java library. Third party system will some times send back response for these messages or messages related to these after some time. My…
user3405212
  • 61
  • 1
  • 5
3
votes
0 answers

Building Quickfix on Windows for 64bit

I've downloaded what I believe is the latest Quickfix from Github. It builds fine as an x86 project, but when I try to build it as an x64 project there's a load of warnings (see below). I can't imagine I'm the first person to want to build a 64bit…
Sean
  • 60,939
  • 11
  • 97
  • 136
3
votes
1 answer

FIX QuoteRequest Header fields out of order (or Unsupported Message)

I'm trying to send QuoteRequest to get quote before deciding to whether to place an order, but the Fix server is unhappy. It seems to me that I follow the documentation here and here, but obviously I'm missing something obvious. Although, I send…
uzla
  • 515
  • 1
  • 4
  • 20
3
votes
1 answer

Error in Postion Report (FIX 4.4): Group 702's first entry does not start with delimiter 704

I am new to the FIX protocol and I am using QuickFIX to parse my FIX messages. Whenever I receive a Position Report message (AP), it gets rejected by the FIX engine with the below error: Group 702's first entry does not start with delimiter…
Vivek Jeeva Kumar
  • 75
  • 2
  • 11
3
votes
1 answer

QuickFix and SessionSettings

I am working with a python implementation of quickfix. http://www.quickfixengine.org I would like to set SocketConnectHost other than via the configuration '.ini' file, but have not discovered how to do this. I have discovered that the…
abattia
  • 33
  • 5
3
votes
3 answers

Implementing FIX Protocol-based orders with support for Stop Loss and Take Profit

I spent a substantial amount of time looking for examples or descriptions of how to implement order execution methodology that will support stop losses and take profits through FIX Protocol. I assume that I will have to generate three orders, the…
Michal
  • 93
  • 2
  • 8
3
votes
2 answers

Will I run into trouble with python's Global Interpreter Lock?

I am aware that this question is rather high-level and may be vague. Please ask if you need any more details and I will try to edit. I am using QuickFix with Python bindings to consume high-throughput market data from circa 30 markets…
Wapiti
  • 1,851
  • 2
  • 20
  • 40
3
votes
2 answers

Detecting loss of connection to fix gateway? (QuickFix)

I'm trying to find a good way to detect a loss of connection. My adapter is implemented as a Fix::Application based on one of the examples. It uses a socket initiator to connect to the fix gateway. When I unplug the internet it takes about 30…
Fredrick
  • 1,210
  • 2
  • 15
  • 24
3
votes
2 answers

How do you get repeating groups in a quickfixj message

For a quickfixj message like a trade capture report, it can sometimes have nested repeating group. Take a look at NYSE's trade capture report message on page 10 of their document :…
Kaleb Blue
  • 487
  • 1
  • 5
  • 20
3
votes
2 answers

Implementing a FIX client through QuickFixJ throws NoSuchMethodError

I am relatively new to FIX and this is my first time trying to connect. I am attempting to use the QuickFixJ library to connect to a UAT environment I have been provided with. Specifically I am using quickfixj-all-1.6.0.jar I have implemented the…
a.hrdie
  • 716
  • 2
  • 14
  • 35
3
votes
2 answers

Compiling a quickfix program

I am trying to use the quickfix library to connect to a broker using the FIX protocol. I just built the library using the documentation they provide and use their sample code right now #include "quickfix/FileStore.h" #include…
Luis Cruz
  • 1,488
  • 3
  • 22
  • 50
3
votes
1 answer

FIX API quickfix multithreading

What is the proper way of connecting to mulitple servers/acceptors using quickfix? Create a thread for each session under the fix application Create a seperate application for each session, create multiple initiators, start each initiator in a…
Yair Levy
  • 1,354
  • 16
  • 12
3
votes
0 answers

QuickFix C++ how to validate fields to have values for outgoing FIX message

We use QuickFixC++. I noticed outgoing FIX message ( IOI ) from our system has empty price value (tag 44) as 44=-nan. Our system's QuickFix has ValidateFieldsHaveValues as Y ( default value). Is it only for incoming message ? If so, is there any…
GoodToLearn
  • 81
  • 5
3
votes
2 answers

Can I tell quickfix to relax validation against dictionary?

Having some problems with incoming messages for our quickfix connection. We use a dictionary because of repeating groups in the messages, but this means quickfix is applying a strict validation of incoming messages. But I've had problems with the…
PeteOopNorf
  • 97
  • 1
  • 7
3
votes
1 answer

Tag number to Name string

In QuickFix, how can I get the name of the tag from the tag number using Python? For example, for OrdStatus, how do I convert tag number 5 to the String "OrdStatus_CANCELED"?
user3092887
  • 471
  • 1
  • 5
  • 8
1 2 3
…
49 50