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Questions tagged [quickfixj]

QuickFIX/J is the Java port of QuickFIX, an open-source engine for writing applications that communicate via FIX (Financial Information eXchange) protocol.

Documentation and source are at QuickFIXJ.org.

325 questions
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QuickFix/J: Sending message when logged out

This page in the QuickFix/J documentation makes the following claim: Sessions exist whether or not a counter party is connected to it. As soon as a session is created, you can begin sending messages to it. If no one is logged on, the messages will…
user2248785
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Letting a different thread handle process if another hasn't finished

I am playing around quickfix and I have a design question. I process messages received in a function below: void processFixMessage(Message message){ //do stuff here } There's almost a certain chance that I cosume(process) messages slower. My…
Kaleb Blue
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How to enable multi threading in Camel quickfixj component

I am using camel quickfix component for consuming market prices for different currency pair. I am subscribing for around G20 currency pair so we are getting lot's of update and our ennd point is not able to handle such load so is start rejecting…
user1047873
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QuickFIX/J: Enable protocols and ciphersuite setting

I was looking at the this link for help regarding QuickFIX/J configuration. How would I enable TLS 1.2 as the enabled protocol? Is it: [SESSION] EnabledProtocols=Tls1.2 What if I wanted to specify ciphersuites? For example, to only use ciphersuites…
user3809938
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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 setting ResetSeqNumFlag

Is there a way to set ResetSeqNumFlag=Y using the Quickfix config?
DD.
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quickfix/field/HaltReason is not assignable to 'quickfix/IntField

When I logon, I'm sending a application message request (BW) and server responding with multiple type of messages, but for the Security Status one, it returns Halt Reason Exception. I have 2 onMessage function, these for Security Definition Report…
Başak Gören
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How to convert raw String with a FIX message to QuickFIX/J Message object

What is the recommended way to convert a raw String, with one FIX message, to one QuickFIX/J Message object of the appropriate type, like one quickfix.fix44.ExecutionReport object? I only have to deal with the FIX 4.4 version. I found two options at…
Felipe Windmoller
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QuickFIX/J: how to detect when connection fails?

When I connect an initiator to a FIX server using SSL via the initiator.start() method, it fires up a separate thread to establish the connection. Now when this fails e.g. due to an SSL handshake issue or an issue with server connectivity, the…
skword
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How to send a FIX message with custom tag ordering?

The order request is sent on FIX server and the order of tags is changed. What if I wanted output for the sequence as it is arranged by me (and not getting modified by the server). public void send50(Order order) { …
Farhana Khan
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Quickfix fromApp() method not being called

I am attempting to subscribe to certain message types from one of our providers. I send the 35=BW message as per their API, and I receive all the Quote messages that I need. However, I can only see them in the quickfix generated log, they are not…
Tiberiu
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QuickFIX/J Initiator - setup username and password at Logon

I am working on the development of a solution to connect to a financial market using the FIX protocol with the quickfixj framework. Specifically I am implementing an initiator and I require to connect to the acceptor specify username and password.…
Yoandy Pérez Villazón
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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
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Quickfix message are different after serialization and deserialization

I'm try to implement creating FIX message to create manually MarketDataIncrementalRefresh. When I convert created message to String then convert it to MarketDataIncrementalRefresh from this String - I'm getting another…
Yuriy Alevohin
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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
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