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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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How do I access QuickFix's generic group api?

I can't find any instances of something that should be simple on the web. How do I define a generic group in QuickFix? I am using the Python bindings and define an MDIncrementalRefresh group like this: group =…
Wapiti
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FIX: Client asked for GapFill but I want to send a SequenceReset instead. What sequence should it have?

So my client is requesting a GapFill because our sequences are off. Instead of replaying the messages I want to send a SequenceReset instead. My question is simple: What should be the message sequence of this SequenceReset I am about to send to him?…
chrisapotek
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QuickFix/n rejecting trade capture report from ICE

I have a fairly simple quickfix/n setup to the ICE test platform but the engine at this end is rejecting trade capture reports (ae) - stating that field 828 (TrdType) has an incorrect data format for the value. It looks like the exchange is sending…
Steve
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How to get a message request from its sequence number?

Given a sequence number, I need to find the corresponding request message string. I can't find a way to it easily do that with quickFix lib. To be short, I've had the idea to use the FileStore "body" file to help me retrieve the message request…
yves Baumes
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QuickFIXJ Logon Issue

Having issues w/QuickFixJ. The issue is that I can't correctly send a logon message. Additionally, I'm having a hard-time understanding how to setup the flow of messages. I'm not trying to execute trades, just retrieve market data. The…
mr-sk
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QuickFIX: Load a message from the logs

I am building a tool to replay logs. Manually parsing the logs is annoying, so I'm wondering if there is a way to simply load a message from the log. Also, I am not against just using a third-party replay tool if one exists.
Jonathan Allen
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quickfix.Message.getField method

I am iterating over a quickfix Message. For a given field, how do I fetch the value for that field without knowing the type? The quickfix.Message has methods like 'Double getDouble(int field), String getString(int field)' etc also, methods like…
Rejeev Divakaran
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QuickFix Python API - possible to subclass MessageStoreFactory in Python?

How do you subclass the MessageStoreFactory class in Python when using the Python bindings for QuickFix? When I attempt this the object is not "seen" as a MessageStoreFactory: NotImplementedError: Wrong number of arguments for overloaded function …
user611942
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Using the quickfix python along with twisted

I have used quickfix in c++. I am trying to use the python version. Documentation seems a little sparse, so I was hoping to get some information regarding the same. I have an emulator, that assembles a message in various protocols (some fix/ some…
Pradyot
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How to connect server by quickfix using private key

Im connecting to server using FIX protocol 4.4. Previously i used username and password for authentication. Below is my configuration file [DEFAULT] ConnectionType=initiator HeartBtInt=30 ReconnectInterval=30 ResetOnLogout=Y ResetOnDisconnect=Y …
DPK
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Quickfixn - Tag Appears More Than Once Rejection

I'm having an issue with Quickfixn and I'm hoping someone with more experience working with it can shed some light on an issue I'm facing. For some reason, messages are getting rejected by the QuickFix engine because of repeating tags... I expect to…
Franco Trombetta
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How to correct a compile/build issue with quickfix (v1.13.3) with Python support (... "_quickfix" import exception)

It took the equivalent of a 1/2 day for me to figure this out, so I want to share the Quickfix Engine compile problem I encountered and the solution. I didn't get a reply from the "Quickfix Engine" help resources pointed to…
NYCeyes
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Disconnect in Quickfixj

I am using quickfixj where I have acceptor from which I am sending fix message using Logout() method "8=FIX.4.29=8235=534=38749=TEST152=20130409-08:01:47.86256=TEST2-1136558=User Is Blocked10=231" to initiator , but I can see heart beat sent from…
Arvind
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QuickFix Trouble - Repeating Groups

My fix engine keeps rejecting messages and I was hoping someone could help me figure out why... I'm receiving the following sample message: 8=FIXT.1.1 9=518 35=AE 34=4 1128=8 49=XXXXXXX 56=YYYYYYY 52=20130322-17:58:37 552=1 54=1 37=Z00097H4ON…
Franco Trombetta
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QuickFIX: log rotation feature

It seems QuickFIX has not log rotation feature. Is it possible to do it somehow?
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