Questions tagged [quickfixn]

A C# port of the QuickFIX engine, a library for communicating via the FIX protocol.

QuickFIX/n project homepage

134 questions
1
vote
1 answer

QuickFixN has session disconnection event that doesn't call OnLogout

In the QF event log there are session layer events: 20180418-13:30:51.268 : Connection failed: A connection attempt failed because the connected party did not properly respond after a period of time, or established connection failed because…
rupweb
  • 3,052
  • 1
  • 30
  • 57
1
vote
2 answers

quickfixn executionreport 35=8 in message log but didn't hit fromapp or crack

So we send a FIX deal message without a side, and the bank rejects with a 35=8 execution report with 150=8 reject, and text FIX Tag 54 (Side) has invalid value (0). Reason (should be either 1 or 2) and then a 35=3 reject message with Value is…
rupweb
  • 3,052
  • 1
  • 30
  • 57
1
vote
2 answers

QuickFix - parse string with microseconds to DateTime

I´m having the following error in my .Net application: 20170710-18:47:34.938 : Connection succeeded 20170710-18:47:34.940 : Initiated logon request 20170710-18:47:35.012 : Verify failed: Could not convert field: Could not convert string…
1
vote
1 answer

Quickfix/n - No event for connection timeout or host not found?

So I have a project where I need to create failover between two FIX quote hosts in case of failure. The FixApplication (IApplication) OnLogout() is nice to hook an event to when a socket is dropped or you are logged out. This is simple. But this…
1
vote
1 answer

QuickFixN : How to set DeliverToCompID (Tag 128)

I have a C# QuickFix application which require to set (Tag 128)DeliverToCompID, but the class QuickFix.SessionSettings does not contain this field, this means I cannot load DeliverToCompID from the header...I understand DeliverToCompID should be set…
littlecodefarmer758
  • 968
  • 2
  • 10
  • 23
1
vote
1 answer

Quickfixn OnLogout not triggered when logging out

I wrote a trading app on the example Tradeclient that was on the quickfixn github page. It is now heavily modified, but regarding logging on and off it hasn't been changed. I now have the issue that when the logout button is pressed, it calls the…
MihkelT
  • 131
  • 1
  • 8
1
vote
1 answer

Error: Tag appears more than once (Field=9215)

ICE just updated their service and now my cannot connect to it, I get this error message: 8=FIX.4.49=11335=334=1149=27350=152=20161116-16:15:19.92056=ICE45=1058=Tag appears more than once371=9215372=d373=1310=223 I am using QuickFixn V1.3 and I…
Daxito
  • 71
  • 8
1
vote
1 answer

logout not working after SeqReset

Using C# and QuickFix/N I am trying to logout cleanly from an initiator. initiator.Stop(true); int tryCount = 5; while (initiator.IsLoggedOn) { tryCount--; if (tryCount…
ManInMoon
  • 6,795
  • 15
  • 70
  • 133
1
vote
0 answers

Quickfix\N Logout before Logon

I have a quickfix service where some clients connect in the morning. Everything works fine except for a reason: The first conenction message (35=A) in the morning gets rejected: 8=FIX.4.49=74 35=5 34=1 49=xxxFIXMDFServer 52=20160520 12:40:02.882…
1
vote
1 answer

Handling MassQuote response from Quickfix in C#

I'm developing a basic trading platform with a Buy/Sell button and a Bid/Ask display. I'm sending a MarketDataRequest successfully -> get a MassQuote response -> Sending a MassQuoteAcknowledgement back and getting the updates. I just can't figure…
Brett
  • 1,951
  • 2
  • 28
  • 35
1
vote
2 answers

IntelliSense/ReSharper and custom Quickfixn library generation

I am developing a Quickfix/n initiator to be used with several counterparties, in the same instance, all using the same version of FIX (4.2 in this instance) but utilizing a unique messaging specification and I would like to use…
Junkiebev
  • 143
  • 9
1
vote
1 answer

Resetting Sequence Numbers on QuickFIXn

I havent been able to find an answer to this exact scenario with the quickFIXn engine. I will be setting up here as the initiator and will have a Start Day, End Day, start Time and end time set up for week long session. At the end of the week the…
QV1
  • 529
  • 2
  • 5
  • 17
1
vote
1 answer

Fix.4.2 protocol implementation(Fiximulator - Banzai(client)) message log

I am trying to implement Fix.4.2 protocol, but It is difficult to understand the message log I attached below. Here Logon(35=A) request was sent with MsgSeqNum(34=1) from client. Then for testing ResendRequest and SequenceReset session level…
Parashuram
  • 303
  • 2
  • 6
  • 19
1
vote
1 answer

QuickFIX/n: FieldNotFoundException when querying group

I'm currently using QuickFIX/n to build an acceptor service, and I've built an initiator to test the acceptor. I suspect the error I get is due to a bug in the acceptor because the same error occurs with a message that someone else is sending to the…
bgh
  • 1,986
  • 1
  • 27
  • 36
1
vote
3 answers

INET Nordic FIX protocols extending to nanosecond granularity timestamps

All INET Nordic FIX protocols will be enhanced by extending to nanosecond granularity timestamps on 16.oktober 2015 (see notification and section 3.1.1 in the spec). The timestamps will look like this: 20150924-10:35:20.840117690 quickfix currently…
hrannarorn
  • 13
  • 3
1 2
3
8 9