FAQ Database Discussion Community


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...

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......

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...

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...

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...

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...

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...

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?...

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...

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 =...

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/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...

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...

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...