A C# port of the QuickFIX engine, a library for communicating via the FIX protocol.
Questions tagged [quickfixn]
134 questions
2
votes
1 answer
QuickFIX Initiator sends logout request and does not reconnect
I am using a FIX session to get TradeCaptureReports. When connection is established, I get responses to TradeCaptureRequest. After logon, heartbeat messages are sending and receiving.
But then FIX initiator sends logout request and does not…
Onur Güven
- 21
- 3
2
votes
1 answer
QuickFIX/n: Detect errors
I've implemented an acceptor service using QuickFIX/n, and it seems like whenever any type of error, like a malformed incoming message or bad sequence numbers, occurs, QuickFIX/n hides the message and deals with the error internally.
Is there a way…
bgh
- 1,986
- 1
- 27
- 36
1
vote
1 answer
Quickfixn c# MarketDataSnapshotFullRefresh but cannot get market data
I am getting market data via quickfixN open source project and using MarketDataSnapshotFullRefresh project. I set 1 minute between the start and end times on config file.System logged out at end time and logged on in 1 minute later. No problem so…
Huseyin Durmus
- 380
- 6
- 14
1
vote
1 answer
Message parsing not working (Linux - Ubuntu)
I`m trying to make a working sample in a Linux Machine (with ubuntu).
But when the method FromAdmin(Message msg... is invoked, on Windows it parses to a right message type. Eg.
switch (msg)
case QuickFix.FIX44.Reject reject: (On windows it works…
Fernando Zago
- 41
- 2
1
vote
1 answer
Validating QuickFix/N Repeating Group Where First Two Fields Swap Order
I am implementing a client to connect to a server which as far as I can tell uses a hybrid of FIX4.2 and FIX4.4.
The server sends group 453 (NoPartyIDs) with fields in a non-standard order when some events occur.
According to the specification…
HOLY_CRAP_LIONS
- 11
- 1
1
vote
0 answers
Required Tag is not Found In Fix Protocol
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I'm working on Fix 4.4 protocol using quickfix library. My message is rejecting due to some tags and time accuracy problems.
ClientInitiator app = new ClientInitiator();
SessionSettings settings = new…
Waqas Ahmed
- 13
- 2
1
vote
1 answer
Monitoring disconnects in QuickFIX/n
Working with QuickFIX/n and need to find a way to monitor potential crashes on the executor side (I am developing the client side). I see there is logging when a connection stops but no way of tracking and triggering anything in the code.
I have…
sirNikolai
- 19
- 2
1
vote
3 answers
QuickFixN: How to set fields in a specific sequence on a QuoteRequest message?
We have a requirement to send the first 3 fields of the message in the order that they are set, i.e. QuoteReqID, OnBehalfOfCompID, Account. However when they are added to the message, they get reordered numerically ascending, i.e. Account,…
Lewis Hamill
- 171
- 1
- 13
1
vote
1 answer
Adding fields to trailler alters checksum position - quickfix C# - #quickfixn
my friends.
I am trying to update these two trailer fields using this code below, but, each time I do it, they go past checksum invalidating so the resulting message.
--------------------------code -----------------
no.Trailer.SetField(new…
Roberto Dalmaso
- 11
- 1
1
vote
1 answer
MsgSeqNum sequences and different sessions
For example I have config for QuickFix/n with two sessions, something like:
[DEFAULT]
...
[SESSION]
# Settings for first session
...
[SESSION]
# Settings for second session
...
These sessions should have different MsgSeqNum sequences i.e. if I…
Maxim
- 9,701
- 5
- 60
- 108
1
vote
0 answers
How to set a TP and SL using Limit and Stop orders in FIX API/QuickFIX/n
I am using QuickFIX/n to write an application. I followed an example from the documentation(QuickFIX/n Example). Using this example I got the application working, but I want to know how to get the market price into my trading session so that I can…
TheLastStark
- 770
- 5
- 18
1
vote
0 answers
How configure quickfix/n failover
I am a beginner in Quickfix / n.
I want to run on Quickfix / n a primary server and a backup server to use failover. But I do not know how to configure the .cfg file of my primary server and the .cfg file of my backup.
I would also like to know if…
Xime Zabala
- 55
- 7
1
vote
0 answers
How to use FIXT11 function in quickFix/n package
I have a question of using FIXT1.1 xml.
Indeed, I have successfully established the connection by using the transport dictionary (FIXT11.xml) and app dictionary (FIX50SP2.xml) ; However, I would like to do the following action manually:
Resend…
jo jojo
- 11
- 2
1
vote
1 answer
Get value from void QuickFix library method
I have a QuickFix Application in C#:
public class MyQuickFixApp : IApplication
{
...
public void ToApp(Message msg, SessionID sessionID)
{
string s = msg.GetString(Tags.ClOrdID);
...
…
user2376997
- 501
- 6
- 22
1
vote
0 answers
How to drop QuickFix tag if i can't reach message with this tag
I'm sending OrderNewSingle message and server returns message with tag 18=u and i want to drop this tag , but i can't catch this message in fromApp and fromAdmin functions.
Its ExecutionReport message _ 35=8.In this message tag:18=u and "u" value…
Giorgi Gachechiladze
- 19
- 3