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I am using QuickFIX/n as initiator and I have a StartTime configured to 6:30. When I check the logs on both my side and on acceptor side, I see that the Logon request happens usually 15-25 seconds ...
JoaoRibeiro's user avatar
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We have a simple quickfix app that translates FIX messages into our own internal format and vice versa. It consists of two threads, one of which is the FIX::Application and FIX::MessageCracker, and ...
Semo's user avatar
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69 views

I'm using the QuickFIX C++ library to implement a FIX client that communicates with an exchange. The exchange uses a customized version of the FIX 4.2 protocol. To support this, I modified the FIX42....
Halit's user avatar
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0 answers
37 views

This is my first time using QuickFIX/n in a .NET application as a FIX initiator. I'm connecting via a local TCP proxy (written in C#) to connect to a counterparty. Here's the relevant setup: QuickFIX/...
user3893355's user avatar
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1 answer
127 views

<group name="73Tag" required="N"> <field name="11Tag" required="N"/> <field name="37Tag" required="N"/> <field ...
user2868864's user avatar
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1 answer
60 views

I am struggling with getting the execution report after sending out orders. I can see the message 35=8, at the log file but I can’t receive it at the terminal. Would it be anything to do with the ...
ErnestHub's user avatar
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1 vote
1 answer
97 views

We have long-running FIX session that runs almost 24/7. Due to a misconfiguration it happened that our initiator peer used local time for the session start & end vs. UTC on the other's acceptor ...
user2169513's user avatar
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80 views

Since updated the 2nd paragraph to clarify the LOGON sequence details as pointed out in one of the comments below I'm relatively new to FIX and I'm spiking the use of QuickFix/Go to manage FIX ...
John's user avatar
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1 answer
110 views

I am using quickfix python and connecting to an exchange via TCP connection to receive order book market data updates from them. I am receiving market data incremental refresh messages (MsgType=X) at ...
Jun Han Tan's user avatar
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1 answer
92 views

I do not want to include starttime and endtime in my config file, as I want to set NonStopSession=Y. As mentioned in the docs, setting NonStopSession=Y is incompatible with start and endtime flags. ...
Jun Han Tan's user avatar
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1 answer
369 views

In my application, I am using python quickfix. For FIX 4.4, I am trying to create a FIX message with PartyID group. But the sequence of fields In the message is different that what I had used. For ex: ...
Prashant Rasal's user avatar
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5 votes
1 answer
1k views

I'm trying to install the quikcfix library on my windows machine. The python version is 3.12.2. However I get the below error. python setup.py bdist_wheel did not run successfully exit code: 1 [7 ...
dGayand's user avatar
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my program is using 1.14.3 quickFix lib. My configuration does not set ResetOnLogon/ResetOnLogout/ResetOnDisconnect. I know that user could make use of HTTP command interface of quickFix to reset ...
user2622305's user avatar
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1 answer
72 views

It happened in my QuickFixN application that FIX communication was not working. In logs I could see: <event> Connecting to {IP} on port {Port} <event> Connection failed: Connection refused ...
JoaoRibeiro's user avatar
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228 views

This is the quickfixj message I pass and I see that it gives "message does not contain any field separator error". I pass it using kafka and use json to parse to this message content using ...
user2868864's user avatar
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152 views

I have developed a trading terminal, which now needs to connect to the trading server using FIX Protocol. There will be thousands of trading accounts demo as well as live. I have created the config ...
PeteOnTheNet's user avatar
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2 answers
186 views

I'm using the QuickFIX C++ library to send a stream of messages asynchronously using the sendToTarget method. However, I'm facing challenges in determining if all messages have been received and ...
Peter's user avatar
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1 answer
108 views

I've been having a lot of trouble installing QuickFIX/J in my windows computer. I come here to ask if anybody has done this installation, to share how they did it because I cant figure it out. . I ...
Ignacia Baeza's user avatar
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1 answer
173 views

I started using the library quickfix and I faced an issue using the python version: swig/python detected a memory leak of type 'UtcTimeStamp *', no destructor found And when I go to the source code ...
DipStax's user avatar
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99 views

I am encountering a recurring problem in my production environment using QuickFIX Python. The issue revolves around the corruption of session files (FIX.4.4-A-B.session) in the Sessions folder. The ...
Jai Simha Ramanujapura's user avatar
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1 vote
0 answers
195 views

I'm reaching out because I've encountered an issue while trying to use the QuickFIX library in my Python project, and I could use some guidance. Objective: I aim to use the QuickFIX library in my ...
Nico Pacheco's user avatar
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-1 votes
1 answer
423 views

I am trying to send FIX messages through a stunnel connection. I am using the quickfix Python library (quickfix==1.15.1). When I launch the initiator.start(), I can print a session number, using the ...
mliger's user avatar
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0 answers
204 views

Our FIX provider implements a custom message type to send us trade commissions. At the moment we are using QuickFIX/n (.NET) as FIX engine implementation and looking to the documentation, it seems ...
E.Benedos's user avatar
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31 views

I want to start a QuickFIX server from a specified sequence (let's say 100) The way real exchanges do this is by adding tag 58="sequence expected 100" How Can I add tag 58 to the logon ...
DuduArbel's user avatar
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0 votes
1 answer
181 views

I need to implement an acceptor using QuickFix/n. The way to create and run an acceptor is as follows: public FixAcceptorManager(FixOptions options,ILogFactory logFactory,IApplication acceptor,...
rapetum228's user avatar
  • 55
2 votes
1 answer
787 views

We are using Quickfix/Go as a FIX engine, and would like to parse the messages into human readable json fieldName:value. There's an already answered question similar but it only has Java and C# which ...
Atmo101's user avatar
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0 votes
1 answer
495 views

I have a FIX protocol solution that is built on QuickFIXn.Core v1.11.0, which generally works fine, establishing a session and exchanging admin messages, using FIX.4.4 version. But when it comes to ...
Dušan's user avatar
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0 answers
128 views

I am using the latest version of Quickfix to simulate sending a TradeCaptureReport. To do that, I set the values of the mandatory component noSides and Sides. When I do that, I get an error saying ......
Belgacem Gmiden's user avatar
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0 answers
128 views

I'm working with quickfixgo 5.0. in the FromApp function I'm receiving the execution report message and parsing it and trying to store it in the db. but what happens if my db connection fails and it ...
Fahimeh Fathian Rad's user avatar
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1 answer
770 views

I am trying to get quickfix to install as a python module. The repository at UC Irvine seem no longer to be viable. I am, unfortunately, not expert in python. I have tried several methods, but all ...
William Wood's user avatar
  • 11
1 vote
1 answer
1k views

I am trying to install the most recent quickfix package 1.15.1 on python 3.10. I receive the following error: (venv3.10) C:\Users\s\Downloads>py -m pip install quickfix ...
slny06's user avatar
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1 answer
180 views

When I run the code, it executes the command and opens the incomming file, but I cannot implement any other function. The file does not exist or cannot be opened. ` import time import quickfix import ...
mery's user avatar
  • 11
0 votes
2 answers
842 views

I am using QuickFix/n v1.10.0 Initiator and my client is requesting a custom field order for a message. According to this answer about QuickFix/j, I tried updating data dictionary but that doesn't ...
Dušan's user avatar
  • 404
0 votes
1 answer
459 views

I am building a DropCopy gateway. This GW will not handle any NewOrdersingle message. So when client sends a NewOrderSingle (NOS) message to this GW clients must get SessionRejectReason....
taneryilmaz's user avatar
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0 answers
395 views

I have built an Acceptor using QFJ, and wanted to add another layer of protection when a client connects to my engine, so I added: SocketUseSSL=Y NeedClientAuth=Y SocketKeyStore=server.jks ...
Ggdw's user avatar
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0 votes
1 answer
509 views

We recently had a network connectivity blip that affected the server running our service that uses a FIX connection to get transaction details. QuickFIX/n recovered from the outage but ended up ...
Dov's user avatar
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0 votes
1 answer
351 views

I am using QuickFix/n v1.10.0 to establish daily sessions for weekdays only. As answered in this question, I tried using Weekdays configuration key but it doesn't seem to be supported in this version ...
Dušan's user avatar
  • 404
0 votes
0 answers
159 views

I am writing a program which sends a security definition request to ICE (message type 35=c) and receives a series of security definition response messages (message type 35=d). Based on the NoRpts tag, ...
mfisher214's user avatar
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1 vote
0 answers
914 views

I am trying to build a vs code extension where I pull the diagnostics for a document using following code const diagnostics = vscode.languages.getDiagnostics(document.uri); I am able to get the ...
Shruti's user avatar
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0 votes
2 answers
348 views

According to documentation, I have a group inside group. The group called "NoPositionsGroup" contains 2 groups: NoPosKeysGroup - contains tags 5026 and 5027 NoPosItemsGroup - contains tags ...
JamesBondCaesar's user avatar
  • 283
0 votes
1 answer
463 views

I am using the QuickFix in a client connecting to a FIX.4.4 server. But it is rejecting an incoming message from the server. The incoming message is a market data incremental refresh message (type 'X')...
Lanxin Zhang's user avatar
  • 11
1 vote
1 answer
959 views

Our project (server/acceptor side) wants to implement recovery from communication failures. This particularly includes responding to message of MsgType.RESEND_REQUEST type with BeginSeqNo == 1 and ...
AlexeySelivanov's user avatar
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0 votes
0 answers
79 views

I am trying to get the security list response from the Fix Server using QuickFix4J, but I am getting following error : <20230201-05:21:05, FIX.4.4:targetId->senderId, error> (Reject sent for ...
Gladiator9120's user avatar
  • 117
1 vote
1 answer
2k views

I am trying to install quickfix 1.15.1 (the current latest version available) in MacOS. OS version is Ventura 15.1. Chip is Apple M2. Python version is 3.9.6. Clang version is 14.0.0. But the ...
ruvenij's user avatar
  • 173
0 votes
1 answer
731 views

I am working with the QuickFIX python library. It is made using SWIG. I am trying to get string outputs of the functions I am calling from the library, but I keep getting outputs like this - <Swig ...
Neha's user avatar
  • 179
1 vote
1 answer
571 views

I'm using QuickFIX C++ in my project. I wonder is it possible to recover previous messages from the server when the store is lost(deleted). I have tried in this scenario: ResetOnLogon=N Delete store ...
xyzt's user avatar
  • 1,341
0 votes
0 answers
569 views

Would you please advise what is the way to create (Java) custom group. For instance, i need a group consists of three element (2101, 2102, 2103) so that fix message will be: 35=D|....|2100=1|2101=...
27P's user avatar
  • 1,525
0 votes
1 answer
964 views

I am sending the below FIX sample message using the quickfix python library. 8=FIX4.4,9=225,35=D,34=3,49=AB,52=20220919-07:43:13.917,56=CD,11=44536,15=EUR,17=00002,21=3,37=44536,38=918293,40=2,44=0,48=...
Jai Simha Ramanujapura's user avatar
  • 340
1 vote
2 answers
525 views

I'm new to FIX protocol and QuickFIX. After I was able to successfully run the tradingclient example from the official QuickFIX repo, I tried building my own class (initiator). Everything seems to go ...
Karthik Sivasubramaniam's user avatar
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-1 votes
1 answer
616 views

I have build my quickfix C++ source code with the SSL support using below command. My quickfix library got build successfully. On Linux (with system openssl), cmake -DCMAKE_BUILD_TYPE=RelWithDebInfo -...
alshamsh93's user avatar
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