A C# port of the QuickFIX engine, a library for communicating via the FIX protocol.
Questions tagged [quickfixn]
134 questions
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System.TypeLoadException: 'Could not load type because it contains an object field that is incorrectly aligned or overlapped by a non-object field.'
I am using a nuget package called QuickFix/n and an external DLL. Both are NETStandard 2.0. If I use just one or another in my application, it works fine, but if I use both, I get the error message below when creating the…
user10466538
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How to subscribe to multiple symbols in QuickFix44
Can I subscribe for multiple Symbols I try to do like this:
var sidesGrp3 = new QuickFix.FIX44.TradeCaptureReport.NoSidesGroup();
sidesGrp3.SetField(new Symbol("BTCUSD.ecn"));
var sidesGrp4 = new…
Bogdan
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- 3
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Quickfix/N the callbacks ToApp ToAdming is not trigering in Initiator
I created simple quickfix application:
public static void Main()
{
SessionSettings settings = new SessionSettings("C:\\Users\\user\\Desktop\\Work\\QFLib\\config\\Config2.txt");
MyQuickFixApp myApp = new MyQuickFixApp();
…
Bogdan
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1 answer
How to send a fix recovery request (U2) using the quickfixn library?
As mentioned here:
https://library.tradingtechnologies.com/tt-fix/recovery/Msg_RecoveryRequest_U2.html
Not able to find a Recovery Request message (U2) type that this library supports, however, in FIX44.xml there is this message type:
Nexus23
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2 answers
FIX5.0 Reference Tag
I'm new to FIX protocol development. Our company needs to connect to a broker and they are using FIX5.0/FIXT.1.1
I want to know which specific tag i can add "reference" information in the tag and the FIX server, whatever it does (reject, execution…
Zaken
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Adding Strong Ciperhs in the Fix Connection for Trade Capture using QuickFix.Net on Windows 2012 server
We have a C# Windows service running on a Windows 2012 box which uses the QuickFIx.NET DLL. The App transmits some trades over for Regulator reasons. We are being enforced to add additional Ciphers by our receiver. Following 2 are…
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QuickFix synchronous order filling
Can the order filling be executed synchronously with fix protocol? Since protocol by it's nature is async I am thinking to use TaskCompletionSource. However I experience problem in picking up unique identifier. OrderId won't work in case when…
unsafePtr
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QuickFIX/J Get fields and groups for customized data dictionary
How can I get fields and groups using QuickFIX/J for customized data dictionary?
I receive market data transmitted in customized MarketDataSnapshotFullRefresh (type W) FIX messages. As I understood, I can't use the crack method for this. I'm not…
George
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How to allow and parse FIX message with QuickFIX if Field 55 appears multiple times in FIX incoming message?
This particular broker does not provide a DataDictionary so I have to create my own based on their documentation.
This is how they send a particular…
user10466538
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1 answer
QuickFixN OnLogon NullReferenceException at QuickFix.Session.NextLogon
I can't tell what's wrong here. Admin and logon message code looks ok, the messages look ok, and data dictionary looks ok.
20211122-12:29:48.018 : Initiated logon request
20211122-12:29:48.129 : Sequence numbers reset due to…
rupweb
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QuickFIX/n error: Tag appears more than once (Field=523)
My QuickFIX/n 5.0SP2 application is rejecting the R message with error - Tag appears more than once (Field=523). I have looked at all the similar issues on this site and the suggested solutions are not working for me. I have UseDataDictionary=Y in…
Shruti
- 11
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1 answer
How to use quickfix for two symbols in char field
I have noticed that in Fix version 4.4 they use two symbols for a char field
Example below:
FIX 4.4 : MiscFeeType <139> field
Type: char
So lets see what values are defined for these field
https://www.onixs.biz/fix-dictionary/4.4/tagnum_139.html
10…
Captain Comic
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Connection over a proxy Quickfix/n
I am trying to establish a connection with quickfix/n but I am behind the company firewall. So I need to connect over a proxy to the acceptor.
According to the documentation of quickfix/j it is possible via JAVA, however in the documentation of…
Jack
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FIX client using QuickFIXN rejecting Quote Cancel messages from server - required tag missing 295 NoQuoteEntries - FIX 4.2
I am currently working on our FIX client to change the StreamingQuoteDuration on our quote requests to 2 minutes in order to work around a max stream limit imposed by our counterparty. I have encountered an issue with the Quote Cancel message that…
Lewis Hamill
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QuickFix /N application randomly getting stuck / hanging at SendRaw Function
I have a simple c# window forms application that uses QuickFix/n to connect to our broker. This sits on a W2012 server and occasionally executes orders.
Sometimes it will be absolutely fine and run for hours on end and sometimes it hangs totally…
zamzam
- 1