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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 logon to session after logout in qucikfix contains multiple sessions?

Below attached config file [default] PersistMessages=Y ConnectionType=initiator UseDataDictionary=Y [SESSION] ConnectionType=initiator FileStorePath=store FileLogPath=fixlog…
pallavi
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Quickfix/n network related issue

I have an issue with my fix engine which I can't quite get to the bottom of. I ran the following test: I sent multiple requests to the fix server(for example-new order single), let's say 20 at a time. Then when I receive the execution reports back,…
Shaaak
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How to rearrange the tags in FIX message?

I'm sending my fix marketdata request message as: 8=FIXT.1.1☺9=168☺35=V☺34=2☺49=XXXXX☺52=20160622-09:50:59.240☺56=XXXX☺262=1976060316☺263=1☺264=1☺265=0☺267=1☺269=0☺146=1☺55=ABC☺48=ABC☺22=8☺167=FXNDF☺762=PERIOD☺20000=1M☺10=165☺ In this I followed…
pallavi
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Rest SeqNum after NY close from UK

I am running DropCopy session from UK. The API wants me to Reset SeqNum after 5PM NY time. How can I specify this in my config? Please note my time will be London. Can I specify EST/EDT? Also, I am confused by ResetSeqNumFlag=N. I long on and off…
ManInMoon
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Sending a Message to a specific session in QUICKFIX N

I've recently been given the task of making a basic trading platform for new traders. I'm connecting to a bank FIX 4.4 implementation. The bank has specified 2 sessions. One for quote data and one for trade executions. I'm using QuickfixN and…
Brett
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Message rejected with "Required tag missing", when tag is present

I try to send Market Data Request and the log file gave me this.. 20151027-03:08:46.038 : 8=FIX.4.2 | 9=122 | 35=V | 34=2 | 49=CLTEST | 52=20151027-03:08:45.991 | 56=SERVTEST | 55=CPOTR DEC15 | 146=1 | 207=EXCH | 262=MDRID | 263=1 | 264=1 | 265=0 |…
Hobas Matius
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QuickFix multileg order rejected on tag 167 set to MLEG at Interactive Brokers

I am using QuickFix/N to send MultiLeg orders to IB. My message is rejected with the error 58=Value is incorrect (out of range) for this tag (tag = 167). The broker informed me that the proper value for that tag was "MLEG" which is what I set it…
Algodevguy
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Quickfixn Message Logging in Database

I am using the Quickfixn library, I have succeeded in editing my dictionary and generating new classes, but at the moment I am looking into how to use the database for my logging, messages, etc. I have seen that the C++ version and possibly the java…
mahlatse
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QuickFix - messages out of sequence

What could cause a message to sent out of sequence like this? 20150731-12:42:46.096 : 8=FIX.4.2^A9=57^A35=0^A34=1400^A49=erio123^A52=20150731-12:42:46.094^A56=B^A10=014^A 20150731-12:43:00.916 :…
ManInMoon
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FIXT.1.1 5.0 SP2 Unable to Send/Recv with certain tags included

i'm working on FIX, both client and server. The FIX messages seems fine when i send standard NewOrderSingle and I get an ExecutionReport. However, when the server tries to send an ExecutionReport with the following tags, it either gets rejected/not…
Zaken
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FIX 5.0 (or SP2) timeout on logins very occasional

[Sometimes] I get very weird login issues. And it's only sometimes I keep getting disconnect and login and its a loop. Probably it could be due to server load while it is doing many things. I dont have a dedicated server for the DB or FIX and all…
Zaken
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QuickFix/n Web Interface Message Traffic Viewer

We are using QuickFix/n source code to implement FIX Engine in .Net Core. QuickFix/n has a Web Interface to manage Sessions. Is there a way to view all the incoming and outgoing messages for the Sessions? Thank You.
DRG
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How could messages get out of sequence?

I have used QuickFix/.NET for a long time, but in last two days, the engine appears to have sent messages out of sequence twice. Here is an example, the 3rd message is out of sequence: 20171117-14:44:34.627 : 8=FIX.4.4 9=70 35=0 34=6057 49=TRD…
ManInMoon
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How to install QuickFix/n

Iam trying to install the QuickFix/n but i cannot figure out how to do it. Even following the README doc and the http://quickfixn.org/tutorial/creating-an-application.html When i include the library using QuickFix; inside the project it says that…
Gabriel
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