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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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FIX Protocol: Conditionally Required Field Missing for CashOrderQty

I'm attempting to implement a FIX protocol in .NET with QuickFIX in order to automatically send out trade orders. Sending orders with the OrderQty tag doesn't raise any issues, however when using the CashOrderQty tag, the host returns the error…
Samir Ahran
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How to send Logon messages in sequential order?

The QuickFix/n send Logon messages automatically in parallel and looks like I can't control that. I have read all poor docs related to this library and doesn't found how to send Logon messages one by one. I want to send Logon messages in sequential…
Maxim
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How to order Logon messages?

For example I have config for QuickFix/n with several sessions. I have noticed that QuickFix/n sends Logon messages for these sessions in random order (but I am not sure of that). Is it possible to set/configure a fixed order of Logon…
Maxim
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What is the best way to receive the Bid/Offer price for every tick/price movement using QuickFIX/n

I use the following code currently to get the current prices. Then I receive the values on the public void OnMessage(QuickFix.FIX44.MassQuote m, SessionID s) QuickFix.FIX44.MarketDataRequest msg = new…
TheLastStark
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How does the acceptor handle messages in QuickFIX/J

I’m trying to build a trading simulator that consists of Broker (client)-Router(acceptor)—Market(client). The documentation is very sparse on QuickFIX/J. I’d like to know in detail: How messages are handled in general and if the acceptor has any out…
Alatha Ntonga
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Is there an out of the box solution for Client-Client communication using the QUICKFIX library?

I'm trying to build a entirely contained trading simulator using quickfix/J. The systems ought to consist of 2 client applications (a market/exchange and a broker) as well as a router (server/acceptor). In particular I'd like to know: Client-Client…
Alatha Ntonga
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Both connection types (acceptor and initiator) in one FIX engine instance

I would like to know if is it possible to have in one QuickFIX engine both connection types - initiator and acceptor. I am solving problem that I need to communicate with Bloomberg as an initiator and also with another company as…
Jarda
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FIX protocol implementation

I'm writing a FIXEngine using Quickfix/N to receive ExecutionReport of our trading activity. Our counterparty doesn't provide us with any FIXML specification. That means that I only have a pdf document with a list of fields (without even their…
Fede
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How to process a message with PossDupFlag = Y. Actually it doesn't reach the FromApp method

We're receiving a ResendRequest message from our acceptor, but the messages that are coming with PossDupFlag = Y, aren't being processed. We've seen that in quickfixn validates it in the method "void DoPossUp(Message msg)" on Session class, but we…
Jose Luis Guerra Infante
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QuickFix.Net.NetCore Nuget Package: How to generate fields from custom dictionary?

I would like to use the following nuget packages, which looks like a fork of the original .net QuickFix packages/codebase provided by Connamara Systems.…
Matthias Güntert
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QuickFixN isn't sending logon for trading sessions

I'm connected to a couple of providers, both Quote and Trade sessions. The Quote sessions are working fine, but for the Trade sessions the event log looks like this: 20180925-06:47:16.131 : Connection succeeded 20180925-06:47:46.463 : Connecting to…
mcmillab
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Quickfixn Fix 4.2 How to Send & Receive messages to different TargetCompID in same session

How to send & receive Fix messages to different TargetCompID in same session public void ToAdmin(Message message, SessionID sessionID) { if ( (message.ToString().IndexOf("35=D") > 0) || (message.ToString().IndexOf("35=G") > 0) ||…
M. Qwdr
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How to tell FIX acceptor not to send messages if 43=Y

How to tell FIX acceptor not to send messages if 43=Y or if that is not possible to be done from client side... How to tell my initiator app to ignore incoming messages if 43=Y QuickFixN version 1.5.0
Frank
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Howto read a custom messages

Our counterparties (acceptor) interface is based on FIX version 4.3. However they made several modifications to the message types and also brought in flags from version 5.0. I am requesting a MarketDataSnapshotFullRefresh (MsgType=W) message by…
Matthias Güntert
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QuickFix/n changing the datadictionary

I am trying to add some fields to the DataDictionary as per the documentation but cant find the DataDictionary.xml file. does nayone know where it can be found
Gordon
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