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I’m trying to connect to ICMarkets cTrader FIX and both FIX Logon requests are rejected with RET_INVALID_DATA. The TCP + SSL connection succeeds, so the failure seems to be at the FIX authentication/...
thajj's user avatar
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0 answers
52 views

does anybody have requirements or implementation of TransactTime vs SendingTime validations? The point is to validate the incoming order management messages prior to current time for avoiding stale ...
Alex Lyovochkin's user avatar
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0 answers
48 views

I'm building a project to get market data from Deribit FIX. I'm using QuickFIX for this. Here is my toAdmin and fromAdmin block of code, which handles the logon connection logic: def toAdmin(self, ...
AKSHAT GUPTA's user avatar
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0 answers
78 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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1 vote
3 answers
310 views

I am processing FIX messages at high intensity and need to efficiently convert the input FIX message data into a Dictionary<int, string> for fast lookup. I have already attempted some ...
Minh Giang's user avatar
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2 votes
1 answer
97 views

In our current project (FIX 5.0 sp2), we introduced the Symbol tag in the NewOrderMultileg <AB> message. This raised the question of whether the NoLegs group (tag 555) with a value of 0 must ...
Alex Lyovochkin's user avatar
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1 vote
1 answer
80 views

I am on FIX4.4/Trade AP1 I have gotten trades working for some products but when I go and test any Futures products I get the following Fix response: 8=FIX.4.4☺9=125☺35=3☺34=23☺49=200554☺50=...
Jake Gerold's user avatar
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0 answers
254 views

I am trying to implement the quickfix library on the binance FIX API. https://developers.binance.com/docs/binance-spot-api-docs/testnet/fix-api. I am able to successfully get a logon response by ...
ryantan's user avatar
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0 answers
53 views

I have a C# QuickFix application that connects to an exchange to receive trade data. The exchange enforces a maximum 48-hour lookback, so when starting mid-week, the application relies on receiving a ...
Stuart Hall's user avatar
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1 vote
1 answer
122 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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1 vote
0 answers
93 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
154 views

I'm working with a table in Tibco Spotfire that contains FIX (Financial Information eXchange) messages stored as strings in a single column. I need to split this column into multiple new columns, ...
Felipe Windmoller's user avatar
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1 answer
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Version FIX50SP2. In quickfix repo, there are messages for both FIX50SP2 and FIXT11: https://github.com/connamara/quickfixn/tree/master/Messages In docs, I couldn't find even the vaguest notion ...
Dmitry Dyachkov's user avatar
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1 answer
86 views

When I try to replace a field with a decimal value, I receive a Reject message with this text: "invalid integral value: 0.8", with SessionRejectReason=INCORRECT_DATA_FORMAT_FOR_VALUE. In the ...
Enrico's user avatar
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0 answers
67 views

In my Python initiator application, my socket receives fix messages in the following manner: socket_local = socket.create_connection((address, port)) socket_local.settimeout(0.001) chunk_size=2048 ...
nily's user avatar
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1 answer
192 views

Implemented a C++ client which establishes 8 sessions and reads from the server. The messages I process are Logon/Logoff/TradeCaptureReport and ExecutionReport. My questions are below: Should I keep ...
bilge's user avatar
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1 vote
1 answer
659 views

I'm developing an order management system (OMS) for educational purposes and need some help with the FIX protocol. I know that OrdStatus (tag 39) and ExecType (tag 150) are primarily used to track the ...
Peter's user avatar
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0 answers
190 views

We are experiencing an issue with our QuickFIX/n client application, where it gets stuck when sending thousands of messages continuously. The problem occurs when the application is simultaneously ...
Hari's user avatar
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2 votes
1 answer
1k views

I am unable to resolve the error below. toAdmin: Message=8=FIXT.1.1|9=151|**35=3**|34=510|49=BETA_1|52=20240229-12:47:30.600|56=Beta_2|129=BRIDGE|45=540|**58=SendingTime accuracy problem**|371=52|372=...
Backery's user avatar
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0 answers
113 views

I use epam's FIX engine in an application to communicate via FIX. The method via which the incoming FIX messages arrive is an inherited void OnNewMessage(FixMessage msg) method. From there I want to ...
Allstar's user avatar
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0 votes
0 answers
109 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
  • 340
0 votes
1 answer
469 views

I have created a quickfix application in C#. When the initiator connects to the acceptor, I get a log message that the acceptor has set the heartbeat to 0 seconds before the logon is sent. I have ...
GKonheiser's user avatar
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-1 votes
1 answer
464 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 votes
0 answers
334 views

I'm trying to parse a FIX message using Python simplefix: import simplefix parser = simplefix.FixParser() parser.append_buffer("8=FIX.4.2|35=A|49=SENDER_COMP_ID|56=TARGET_COMP_ID|34=1|98=0|108=30|...
DuduArbel's user avatar
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0 votes
1 answer
126 views

Good afternoon. I would like to ask how the load is handled by an acceptor that is run using the ThreadSocketAcceptor of the QuickFix/n library? I didn't see a single asynchronous method. What happens ...
rapetum228's user avatar
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1 answer
197 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
847 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
0 answers
153 views

I 'm not sure if this falls under the scope of this forum but I could not find a more relevant one. I am working in the FIX protocol team of an asset manager and we have had multiple issues with ...
theodorekon's user avatar
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1 vote
1 answer
266 views

I'm in the process of applying a new test approach for FIX message validation. It was decided to create each test case per message which verifies valid, invalid, and malformed data in the field. We ...
Alex Lyovochkin's user avatar
  • 42
1 vote
0 answers
371 views

I faced the question of handling SOH presence as a value in string fields (for e.g. Account, Symbol and other IDs) used as the delimiter in FIX messages. Does anybody know how to handle better such ...
Alex Lyovochkin's user avatar
  • 42
2 votes
0 answers
126 views

I'm trying to connect to a remote FIX server from my FIX client. client is implemented using Nodejs (version 16.5), using Fixparser library. The connection is done via a TLS-TCP. When running the FIX ...
ziv epson's user avatar
  • 21
0 votes
1 answer
91 views

After loading an order I receive an execution report back, which is then rejected by my fix engine - FixAntenna of Epam Systems/B2BITS. The reason is showed as tag specified without a value. : 373 = ...
Allstar's user avatar
  • 439
0 votes
0 answers
51 views

Why does FixAntenna not add Tag-60 (TransactionTime) automatically when I send a NewOrder Single (D) fix message? I can't think that this tag needs to be added "manually". ? I am using ...
Allstar's user avatar
  • 439
0 votes
2 answers
294 views

For any fixed message I wanted to use regex in notepad++ to replace particular values. Given an example like below (where the | is the SOH character) 8=FIXT1.1|9=709|35=y|34=53|49=DUMMYBROKER|56=<...
CaptainObv's user avatar
  • 434
0 votes
2 answers
905 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
1 vote
1 answer
914 views

I have a quickfixJ Java application that have been running for months. A weird scenario happened recently which is that an order execution was logged in FIX message logs but was not received by the ...
user666's user avatar
  • 2,051
0 votes
0 answers
219 views

I'm new to QuickFIXn and trying to implement a initiator for FIX5.0SP2. I'm created config and sample code as below. But when I run the application, I can only see OnCreate(Session) method called. The ...
user85's user avatar
  • 1,596
0 votes
1 answer
379 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
172 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
  • 1
0 votes
1 answer
142 views

I've been searching and searching for a way for parse FIXML in R. It seems all results are only for XML formatting, and not FIXML where the data is contained within the tags. Here is an example file ...
elmattador's user avatar
  • 1
2 votes
2 answers
178 views

I have a log file (FIX) that I'm trying to convert to csv with headers for example: 8=FIX.4.2|9=435|35=8|34=8766|49=SENDERCOMPID|50=ET1|52=20230228-14:31:17.796|56=TARGETCOMPID| 8=FIX.4.2|9=435|35=8|...
fixguy23's user avatar
  • 23
1 vote
0 answers
771 views

https://github.com/real-logic/artio/wiki does explain the basic and fundamentals for real-logic/artio. Can I get some help to understand where to start with sample acceptor/initiator examples? Are ...
AmbGup's user avatar
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0 votes
1 answer
312 views

I'm having an issue when testing my FIX client against my FIX server. My client logs look like this and you can see that the connection is being reset and I'm trying to determine why. FIX client logs: ...
Joe Phillips's user avatar
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0 votes
1 answer
255 views

I use simplefix and socket python modules. After I send logon and market data request I see market data that I need for around 5 minutes and then I gets an error: 'none' how to stay in a session? Here ...
werwer werwer's user avatar
  • 83
0 votes
2 answers
47 views

Select Case FIXV Case "FIX44" Dim _message As QuickFix.FIX44.Heartbeat = New QuickFix.FIX44.Heartbeat _message.Header.SetField(New MsgSeqNum(...
Wayne Graham's user avatar
  • 1
1 vote
0 answers
131 views

Setuing a fix engine for Bloomberg FXGO for FX Derivatives. Although using an XML scheme (DataDictionary=FIX_BBG.xml) for the mapping of the FIX message, I receive an error of *FIX Message": &...
AyrtonZ's user avatar
  • 11
0 votes
1 answer
184 views

I am doing some tests on the FIX engine sample of FXCM. The complete code is available here. There is a function void FixApplication::SubscribeMarketData() that allow to continuously receive update of ...
Tessan's user avatar
  • 129
0 votes
2 answers
687 views

is it possible to avoid the creation of MessageStoreFactory while creating a quickFix session i mean when I create the socket initiator instance ? Any solution please ?
sr123's user avatar
  • 117
-1 votes
1 answer
169 views

Attempting to parse data from a text file in a csv format and using | as the delimiter. When I try to parse the data all I get is the information with no space or breaks where the | would be. All ...
Ed Vega's user avatar
  • 1
2 votes
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
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