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Questions tagged [quickfixn]

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

QuickFIX/n project homepage

134 questions
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how to read FIX 4.4 feed from server in C#

I'm developing an application that read all the SECURITIES REQUEST of FIX 4.4. My concern only how to Get All Securities/Indices of a Trading Session (Market). Example Get All Securities/Indices of a Trading Session (Market) Here the client is…
Waqas Ahmed
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How do I implement OnMessage (ResendRequest) on Quickfix crack?

What is the best approach to handle the ResendRequest message? public void OnMessage(QuickFix.FIX44.ResendRequest message, QuickFix.SessionID sessionId) {}
Alberto Chvaicer
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QuickFix for NET does not recognize BeginString or fails because of rasapi32.dll "missing"

We are writing .NET application for using QuickFix 5.0.SP2. There are 2 Nuget packages available: QuickFix.Net.NETCore.FIX50SP2 and QuickFIXn.FIX5.0SP2 When using QuickFIXn.FIX5.0SP2 - the initiator works fine on a developer machine, on the test…
dedpichto
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QuickFix/N Logout other connections when new session is logged in

Using QuickFIX/n I want to disconnect other connections when the session is Logged in. For example the client is logged in, but for the same SenderCompId new Logon on another connection is received, the first session should be disconnected instead…
Svisstack
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Could upgrade from Quickfix.net.1.7 to QuickFIXn.1.10 require NO code change?

I just upgraded from a 6+ years old Quickfix.net.1.7 (dll) to QuickFIXn.1.10 and my app ran with NO code changes? Can that be possible? I "removed" the old quickfix from references and installed new from Nuget. Could it still be using the old…
ManInMoon
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In QuickFix what is the RelatedSymGroup order set by

Related to this question the counterparty provider engine is somehow set up to check the group order of FIX tags and reject anything out of some expected order. Why does expected tag group order matter? I guess it's quicker to validate tags in a…
rupweb
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Fix Protocol and resend with interleaved live messages?

What is the correct behaviour for a fix (i.e. quickfix) client when we get resent messages interleaved with new/fresh messages? I have a situation where we at logon detect a large number of missed messages, msgseqnum higher than expected. The…
omtslug
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how to answer a MassQuoteAck?

i'm trying to get bid and ask a primeXM broker. but i don't know what i'm doing wrong. could anyone show me an example of an answer to Massquote? As soon as I get a MassQuote response, I'm sending a MassQuoteAsk, but the error "Required tag missing"…
Johnathan David
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FIX connection getting stopped

I am running my application in IIS and after some time i got this in event logs and the application stopped connecting with ECN. I tried to disable recycling but still no success. Can you please point me any…
Shalini Garg
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Quickfixn-FIXT1.1 And FIX5.0 Version MarketDataSnapshotFullRefresh 360T “Tag appears more than once”

I am using Quickfixn with FIXT1.1 as TradeClient to get fx market datas from 360T. I get this error “Tag appears more than once” 8=FIXT.1.19=14835=334=1249=XXXXXXX50=XXXXXXX.EDF.API52=20200804-16:22:11.47156=360T_SEP142=QUOTE145=1258=Tag appears…
Huseyin Durmus
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QuickFix maintaining sequence number between multiple acceptors

I am using Quickfix/n library. I have acceptor running on 2 machines and one initiator. Currently I am getting issues with maintaining sequence number between initiator and acceptor when one of the acceptor goes down. For ex- Initiator is sending…
coder
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QuickFIX/n Unsupported Message Type

I'm working on upgrading a VB.NET application from Quickfix.net 1.0.3 to the latest code on github (even newer than the published v1.9.0 because I need a new feature). After making the necessary changes, I'm receiving an Unsupported Message Type…
Nate
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Quickfix/n QuickFix.FieldConvertError: Could not convert field: Could not convert string to int (N)

I am getting the below error and can't figure out why (there are no other errors): QuickFix.FieldConvertError: Could not convert field: Could not convert string to int (N): The first character must be a digit or a minus sign at…
deskserf
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QuickFix Python, CompositeLogFactory not available?

In Java or C# you could use compositelogfactory to use both screenlogfactory and filelogfactory to write logs to both a log file and to the screen QuickFix.ILogFactory logFactory = new QuickFix.CompositeLogFactory(settings); logFactory = new…
BigChief
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set user defined field in QuickFIXn NewOrderSingle()

i want to close a position and construct a New-Order-Single message. but failed to add a user-defined field (9041=_ID) to this message(other predefined fields have been added successfully).anyone has idea about this?
biotech7
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