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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.

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How to test the connection in QuickFix/J

I wrote an QuickFix program and created a config file.. Now, when I'm running my application, nothing happens.. So I ask me, how I can recognize if the connection (my program is of type initiator) is established or not. I've added to the methods…
mrbela
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Updating from FIX 4.4 to FIX 5.0 sp2

I have a test framework and i'm using "quckfixj-all" jar to test FIX 4.4 messages, but now I need FIX 5.0 SP2, can anyone please help me understand what all changes are required? Is it sufficient if I just change the jar version to latest one or do…
user85
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How to reconnect using different initiator settings when error happens

Iam using quickfixj-1.5.3. When I am trying to connect, I am getting below error. <20150211-04:16:04, FIX.4.4:ABCD.ZYXW.IJK->ABCD, error> (java.net.ConnectException: java.net.ConnectException: Connection refused (Next retry in 15000…
DPK
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How do I create my own fork of Apache Camel Quickfixj component?

I want to use Apache Camel 2.14.0 in my project, and specifically use the Quickfixj component. However, I want to make some changes to the camel-quickfix component, and deploy those changes to our local Nexus repo for use. The changes would meet…
Jose
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QuickFIX/J disabling store messages

I have a FIX application which receives FIX MarketData messages and sends them to inner applications. I disabled MarketData logging since it's generating extremely large logs but we have the same problem for stores. When I look at a heap dump, I see…
xyzt
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QuickFIXJ setting SendingTime in messages

I have a FIX application which is connected to several price providers. It distributes the data it received to our inner applications. When it is sending the received messages from the price providers to the target applications, it modifies the…
xyzt
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does qfixj overrides value of tag 43

If I explicitly add tag 43=N in a message, will qfixj replace it with Y when the same message is re-sent for some reason? if yes then is there a way to tell qfixj to not include/replace this tag on re-sending any particular message? i do not want to…
h.i
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invalid session for QuickFIXJ

I am trying a FIX connection to an external counterparty which works properly on one server. I have moved the implementation onto another server (on a different network with its own firewall). I can see that the logon messages are exchanged…
ali haider
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Session level and application lvl seqNumber?

Does quickfix/j maintain same sequence of seqNum for both type of messages(session and application lvl messages) or each level has separate sequence of seqNum. Suppose I have a connection running, in the same time I'm getting orders msgType=D and…
Muneeb Nasir
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Effects of setting PersistMessages to N and FileStorePath issues in QuickFixJ:

I am running into out of memory issues after a certain amount of time when I run my quickfixj app. After a little investigation I found out that this was being caused by messages that quickfixj caches for re sending when a resend request is…
h.i
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entry must be roll rate entry type?

while sending marketDataRequest, fix Server responded me with error message. entry must be roll rate entry type I do not understand why i'm getting s error. Here is my code. MarketDataRequest mkrReq = new MarketDataRequest(new MDReqID( …
Muneeb Nasir
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Quickfixj -Message 2 Rejected: Required tag missing:55

I am using Quickfixj 1.5.3 and receiving NewOrderSingle message. The message got rejected since some tags are missing but I don't want miss those messages. My Initiator configured as RejectInvalidMessage=N, ValidateFieldsHaveValues=N,…
Bibin Zacharias
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QuickFIXJ FieldnotFound exception

In my application I am receiving a huge FIX messages. Should I check the tag is present for all the tags I retrieving. If I am not checking the presence of a tag, I get FieldNotFound exception in case the tag is not exist in the message. Is there…
Bibin Zacharias
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Quickfixj automatic re-subscription to Quote session

As part of the conformance test performed by our FIX provider on the connector application we have developed should automatically re-connect and re-subscribe to the quote session, after experiencing an abrupt disconnection across all sessions.…
atik
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quickfix/j connection state machine

Could somebody explain Quickfix/J connectivity as a finite state machine (ideally w/ a diagram)? Specifically what is the difference between the methods in SessionStateListener, (presumably representing the state changes), and what order should they…
Luciano
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