Stack Overflow
Stack Overflow

Questions tagged [quickfixn]

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

QuickFIX/n project homepage

134 questions
0
votes
1 answer

Making a security definition request to FIX adapter

I am trying to make a request (Security Definition Request) to FIX Adapter using the following method. This is an application level call and I manually invoke this method whenever there is a successful connection to FIX Adapter. WHen i run this…
Sike12
  • 1,232
  • 6
  • 28
  • 53
0
votes
1 answer

Instant logout message received when trying to connect on Quickfix

I have been trying to deal with this problem for sometime now and I believe it may have something to do with MsgSeqNum being out of sync between the client and the server but as it had began as a random thing and now makes it impossible to connect I…
smallKing
  • 69
  • 10
0
votes
1 answer

QuickFIXn - An existing connection was forcibly closed by the remote host

I already checked this existing question, but it wasn't within my context. My FIX connection with FIX broker was setup since last 7 days and working properly, i was getting Market Data for my request to market data requests. But all of the sudden…
V.K.
  • 11
  • 4
0
votes
3 answers

How to have QuickFIX connection which last for more than a week

Is there any way through coding or configuration to create FIX session which lasts for more than a week. I checked the Configuring QuickFIX, but i cannot find any information there.
Bhalchandra K
  • 2,631
  • 3
  • 31
  • 43
0
votes
0 answers

Best TCP/ NIC settings for QuickFix/.Net

I am receiving data via QuickFix/Net from several very active market data providers. I see occasional consumption issues (latencies between dumpcap log and FIX tag 52). My server is very busy, and I would to know if there are recommendations for…
ManInMoon
  • 6,795
  • 15
  • 70
  • 133
0
votes
2 answers

QuickFixN disconnect during the day and could not reconnect

We are using QuickFixN for sending orders to exchange and receiving execution reports. If the VPN for exchange is disconnected during the day, the QuickFixN could not reconnect until the next day, despite having the ResetOnLogon and…
Omar Isaid
  • 514
  • 5
  • 12
0
votes
0 answers

How to configure encryption standard in Quickfixn

How I would configure encryption standard for FIX connection in Quickfixn. I can see that for example for Quickfixj there is a dedicated setting - CipherSuites, which Controls which particular SSL cipher suites are enabled for secure …
Michael
  • 2,961
  • 2
  • 28
  • 54
0
votes
1 answer

QuickFIX/n Conditionally Required Field Missing (494)

I am new to QuickFIX/n, I sent a MarketDataRequest but got a BussinessMessageReject with Tag 58 "Conditionally Required Field Missing (494)" which is Designation. Anyone know how to set 494? My TransportDataDictionary is FIXT1.1 and…
littlecodefarmer758
  • 968
  • 2
  • 10
  • 23
0
votes
1 answer

FIX QuoteRequest parsed by Fiximulator

I'm sending a message to FIXimulator and it recieves it: But it seems Fiximulatro when parsing a RequestMeassage ommits group content (55=AMZN^38=100) : As for some reason, server misses group content, that has been within the incoming mesage, it…
uzla
  • 515
  • 1
  • 4
  • 20
0
votes
1 answer

Identify whether the QuickFix is using primary or secondary host to connect

I am making use of QuickFix/N With an initiator/Client app does anyone know if there is a way to identify if the quickfix app is using Primary Host SocketConnectHost=xxx and SocketConnectPort=yyyy or Alternative/Backup/Secondary Host i.e.…
Sike12
  • 1,232
  • 6
  • 28
  • 53
0
votes
1 answer

Custom FIX Field Type not recognized and rejected by QuickFix

I am working on an application using QuickFIX for .NET (ver 1.7). Due to the large amount of custom fields defined in our counterparty's data dictionary which are rejected by our FIX app, I decided to simply use their data dictionary. However,…
YCYC
  • 1
  • 1
0
votes
1 answer

Fix tag not found, When is present already

When i try to parse my fix message, it fails saying the "field 134 is not found". But when i see the message in the debugger, the tag 134 is present. I checked my data dictionary and it also seems to be fine. Below is my code. var QuoteGroup = …
Vivek Jeeva Kumar
  • 75
  • 2
  • 11
0
votes
1 answer

WHy is my FIX session Starting and Ending UTC insted of Local?

I am using quickfix .net engine. StartTime=17:40:00 EndTime=17:25:00 I am running this on a New York server and clock on desktop shows NY local time. However, the FIX session starts and ends at UTC time. My understanding of fix config was that the…
ManInMoon
  • 6,795
  • 15
  • 70
  • 133
0
votes
1 answer

WebIce Integration using Quick fix

I am newbie to fix protocol and quick fix programming. I am seeking a help on getting Trade Capture report from ICE. I have googled for the sample/ tutorial to use quick fix/n to get the trade report but I am not being able to get sufficient output…
ze-corps
  • 65
  • 1
  • 9
0
votes
1 answer

QuickFIX/n MarketDataRequest duplicate tag 267 issue c#

I have added the debug pictures for visibility. The issue is that when I am to add NoMDEntryTypesGroup, it automaticly adds the 267 tag. Normally I want to add 267 but it adds value 1 as well. First state of message before adding the…
legend12345
  • 162
  • 2
  • 14
1 2 3
…
8
9