FAQ Database Discussion Community


QuickFix/N how best to deal with multiple FIX versions

c#,quickfix,fix
I connect to several APIs that all use FXI4.2 but now I wish to connect to another that uses its own version of FIX4.4. I have an router app that send orders to the various APIs and it would appear that I need to duplicate all my methods (e.g. the...

SocketInitiator getSession give session not at the same order as in the config file

java,session,quickfix,fix,quickfixj
When I try to get a sessionconfig by the index that exist in the file that contains the sessionConfig (in our case "InitiatorSettings.cfg") [default] FileStorePath=data FileLogPath=log HeartBtInt=30 ReconnectInterval=5 [session] SessionName=badisInit1 BeginString=FIX.4.2 SenderCompID=client1 TargetCompID=server1 ConnectionType=initiator SocketConnectPort=9878 SocketConnectHost=localhost UseDataDictionary=N [session] SessionName=init0badis BeginString=FIX.4.2 SenderCompID=client1 TargetCompID=server12 ConnectionType=initiator...

What are the available open source acceptors for quickfix? [closed]

quickfix,quickfixj
What are the available open source quickfix acceptors/servers/simulators which have MATCHING and EXECUTION option. If you any tool please give the link. I found few tools like fiximulator,quickfix-messenger and ect. But these tools don't have order matching option. Thanks in advance....

QuickFIX/J mixing two different versions

java,quickfix,fix,quickfixj
I am writing an application that uses QuickFIX/J as FIX framework. My counterpart sends me an ExecutionReport message of FIX version 4.4 But only some fields (the Parties component) are of version 5.0 Now I am trying to implement that I can read this component. This one @Override public void...

quickfix.Message cannot be cast to quickfix.fix50sp2.Message

java,quickfix,fix,quickfixj
I'm using the latest quickfix version which is 1.6.0. I already have code which is written against 1.5.3 and what I'm trying to do is upgrade that to 1.6.0 The problem I have is when I use the crack(msg,sessionID) method it throws quickfix.Message cannot be cast to quickfix.fix50sp2.Message error. I'm...

Is it possible to change cast of an object dynamically?

c#,quickfix,fix
I want have a "pointer" to an object but the object can be one of two classes. QuickFix.Message newOrderSingle; if (ecn.versionFIX.Equals(VersionFIX.FSS_FIX44)) { newOrderSingle = new QuickFix.FIX44.NewOrderSingle( new ClOrdID(masterForm.OrderBook.GetNewClOrdIDBroker(ecn.brokerCode)), new Symbol(symbol), new Side(side), new TransactTime(DateTime.Now), ordType = new OrdType(OrdType.LIMIT)); } else { newOrderSingle = new QuickFix.FIX42.NewOrderSingle( new ClOrdID(masterForm.OrderBook.GetNewClOrdIDBroker(ecn.brokerCode)), new HandlInst('1'), new...

Can we connect initiator to alternate FIX acceptor if existing acceptor failed?

java,.net,quickfix
I have one FIX initiator running on my machine and two FIX acceptor 'A' and 'B' are running on different machine. If suppose 'A ' fails to respond then I want to connect automatically to acceptor 'B'. Is it possible to configure either FIX initiator or acceptor? Thanks in advance......

Can't set value for field “Symbol” with message type “MarketDataRequest”

quickfix
While using quickfix for c++, I can't seem to set the field "Symbol" for the message type MarketDataRequest. It throws the exception "Tag not defined for this message type". How can I get around this? Below is the excerpt of the code which instantiates the message FIX44::MarketDataRequest marketDataRequest; LastClOrdID =...

QuickFix/N reset

c#,quickfix
When I log on with this cgf I see QuickFix send 34=1 at the start of the day - why is it forcing this reset of the seq? # default settings for sessions [DEFAULT] FileStorePath=D:\Production\LOGS\storeFssOrdersUAT FileLogPath=D:\Production\LOGS\logFssOrdersUAT ConnectionType=initiator ReconnectInterval=30 SenderCompID=TR # session definition [SESSION] # inherit FileStorePath, FileLogPath, ConnectionType, ReconnectInterval and...

memory mapping files for high frequency trading?

ipc,mmap,quickfix,fix,memory-mapping
I am working in a high frequency trading client for stocks in C++. I am using the quickfix/J library to receive information from my broker. I need these two processes to communicate (one written in Java and the other in C++) and the latency has to be minimized as much...

Implementing a FIX client through QuickFixJ throws NoSuchMethodError

java,quickfix,fix,quickfixj
I am relatively new to FIX and this is my first time trying to connect. I am attempting to use the QuickFixJ library to connect to a UAT environment I have been provided with. Specifically I am using quickfixj-all-1.6.0.jar I have implemented the sample code from here and it works...

Using external packages Java

java,ant,quickfix
I have never used Java before. And as a C++ programmer the concept of packages seem kind of foreign to me. If I import a custom package from an open source library I downloaded (quickfix) and compiled using Ant, how do I make sure my Java code finds it? This...

QuickFix/N sending error message before getting to crack

c#,quickfix,fix
I am trying to subscribe to MarketData SnapShot full refresh. I can see data message 35=W coming in from an established API, but I cannot catch it in either FromApp or FromAdmin. The quick fix engine is immediately finding something wrong with the message (repeat tags) and is sending an...

quickfixj logs have no newlines for windows notepad

quickfix,quickfixj
I need to change the charset or add System.setProperty("line.separator", "\r\n"); so I added the above in the main function but that doesn't make newlines appear in the quickfixj log. Any ideas?...