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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 get Symbol ( flag 55 ) from messages?

I'm running QuickFix with the Python API and connecting to a TT FIX Adapter using FIX4.2 I am logging on and sending a market data request for two instruments. That works fine and data from the instruments comes in as expected. I can get all kinds…
Wapiti
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FIX session level reject

I am studying fix session layer and having some confusion about session level reject. In case of a garbled or invalid (error in checksum, bodylength, required tag missing...etc) received message during the session what will be the correct recovery…
newbie
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QuickFIX - set StartTime\EndTime

QuickFIX has a configuration file where you set StartTime and EndTime. Unfortunately AFAIK QuickFIX only supports UTC for this configuration, whereas exchanges are often timezone dependent. This means that you need to remember to update this…
Jonathan Livni
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quickfix MDEntryTime No Milliseconds

I'm trying to generate an MDEntryTime with a value that contains milliseconds. The milliseconds are getting dropped once they get entered into the Message. Upon further inspection, I find this little gem inside Field.h explicit UtcTimeOnlyField( int…
Lucio Flores
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Repeating Group Messages in Quickfix C++

We cannot seem to process some group messages with QuickFix. I am trying to set up a connection with the ICE exchange using QuickFix (C++). I have created a custom data dictionary to handle ICE's non-standard messages. The first message to handle…
Mark Jackson
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why initator seems missing logon response and can't build a stable session?

my FIX initiator today didn't get any message in default time and sent TEST message to Acceptor for testing the session if active or not, and not got HEARTBEAT response, so it believed the session was broken, then disconnecting the session and…
Cruis
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Entity Framework 5 - The abstract type 'X' has no mapped descendents and so cannot be mapped

I'm getting the following error when trying to operate on this object. Anybody got any ideas? The project is on GitHub, but you will most likely not be able to run it unless you have a FIX server laying around. I can't seem to internet this error…
Jeremy Gray
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QuickFix.ConfigError: Configuration failed: FileLogPath not defined

when I set parameter FileLogPath in my quickfix config file (with value: outgoing) and try to do something like this: SessionSettings sessionSettings = new SessionSettings(CfgFile); FileStoreFactory fileStoreFactory =…
Draško
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Is there a MessageCodeGenerator for the C++ quickfix?

In quickfixJ there's a way to automatically generate custom messages and custom field objects by using your custom Data Dictionary and running their MessageCodeGenerator task. http://www.quickfixj.org/quickfixj/usermanual/1.5.1/usage/codegen.html I…
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quick fix for JSP with in Eclipse?

I'm running Eclipse 3.4 java enterprise adition and writing JSP pages with it. It does not appear to support quick fix, for example ArrayList ourList; comes up as an error but there isn't a quick fix option to add the import java.util.ArrayList…
Jared
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Quickfix is slow

long time=System.currentTimeMillis(); MarketDataRequest request=new MarketDataRequest(); System.out.println("First: " +(System.currentTimeMillis()-time)); time=System.currentTimeMillis(); request=new MarketDataRequest(); …
DD.
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Sending a TradeCaptureReport in QuickFIX using Python but cannot receive any TradeCaptureReportAck

I wrote an initiator using the Python API for QuickFIX 1.13.3. It simply sends a message of type TradeCaptureReport (code: AE) to an acceptor. I should receive a TradeCaptureReportAck (indeed, I receive it if I use another client), but nothing comes…
Jir
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Quickfix changing sequence number

I need to lower my received sequence number for performing FIX certification to check the gap fill/resend works. I tried editing the number but now I get EOF Exception whenever I launch my app. The format of the sequence number file is a bit…
DD.
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FIX issue with new order single

I am new to FIX technology and am working on a FIX application. Whenever I send a NewOrderSingle message, I get an error. I am using the QuickFix engine in C# and creating RequestPlaceOrder objects and filling the required fields. The FIX message…
CrazyC
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QuickFix engine acceptor and initiator

i`m trying to make a quickfix initiator and acceptor connect to each other and just send a heartbeats. But no matter what i try it dont seems to work at all. I read all the documentation avaible but there isnt much and with almost no working…
Jordan
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