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Questions tagged [fix-protocol]

The Financial Information eXchange Protocol ( a "FIX Protocol" ) is a series of messaging specifications for the electronic communication of both trade-related and quote-stream related electronic trading messages between a market-access venue and a trading-desk operator ( be it a human or an algorithmic-trading engine ).

What is FIX?

The Financial Information eXchange Protocol ( abbrev. as a "FIX Protocol" ) is a series of messaging protocol specifications for the electronic communication of trade-related messages to provide a common, global language for the automated trading of financial instruments.

A typical FIX Protocol compliant message is an ASCII string, consisting of number tags, associated with their values and looks like:

tagNumber1=tagValue1|tagNumber2=tagValue2|tagNumber3=tagValue3

and so on, where a character | is a tag-record delimiter.

Want to get started or look up an existing tag details?

Visit: https://www.fixtrading.org/standards/

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How to test my FIX client? Is there a fake FIX exchange out there that I can use?

I have implemented my own FIX client, something like QuickFIX. Now I need to test it. Is there a fake FIX exchange somewhere that I can use? Has anyone ever implemented a FIX server that I can use to validate my client? Is there a real exchange from…
chrisapotek
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FIX message delimiter

I am relatively new to FIX-Protocol. The delimiter for a FIX-Protocol message sometimes show ^ and other times |. Wikipedia for FIX-Protocol says [SOH] ( for hex 0x01 ) being the character. Please explain the meaning of the…
Ashley
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Difference between the FIX and FAST protocols?

Could anyone explain what the difference between FIX and FAST? When should one use FIX, and when should one use FAST?
Alisa
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FIX protocol in Python - implement login and request for streaming quote

I am trying to implement basic FIX requests with python quickfix (FIX 4.2), however the documentation is sparse for me to understand it fully (and i have done quite a bit of research ,links at the end of the question - so please be assured that its…
dowjones123
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How to send FIX message with QuickFIX/J

I need a simple example of how to initialize a session and send one FIX message. I have this initial code: SessionSettings settings = new SessionSettings( new FileInputStream("fix.cfg")); Application application = new…
user3756506
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QuickFIX what are StartTime and EndTime settings supposed to do?

I'm trying to understand the StartTime and EndTime setting in the QuickFIX config file. I'm using QuickFIX .Net to implement a buy side FIX client, set as a initiator. By default , both StartTime and EndTime set to 00:00:00 So every time my program…
Jason Chan
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How to calculate CheckSum in FIX manually?

I have a FixMessage and I want to calculate the checksum manually. 8=FIX.4.2|9=49|35=5|34=1|49=ARCA|52=20150916-04:14:05.306|56=TW|10=157| The body length here is calculated:…
anhtv13
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Difference between "group" and "component" in QuickFIX/J

I am new to the FIX world. I am writing an application processing FIX messages in Java and for that I am using QuickFIX/J. I have downloaded the DataDictionary from the homepage (http://quickfixengine.org/). I am using the version 4.4. In the…
mrbela
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What is the relationship between the FIX Protocol's OrdID, ClOrdID, OrigClOrdID?

I'm pretty new to the FIX protocol and was hoping someone could help clarify some terms. In particular could someone explain (perhaps with an example) the flow of NewOrderSingle, ExecutionReport, CancelReplaceRequest and how the fields ClOrdID,…
jterm
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Open Source FIX Client Simulator

I want test a FIX gateway for our company and was wondering if anything in opensource already exists that I can use or perhaps leverage to complete this task. I am currently looking at QuickFix but I am not sure if it has a client that can be used…
anijhaw
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FIX internal sequence numbers

I have a process between the Sell side client and an exchange that does currency conversons. There are two FIX adapters - one recieving the messages from the sell side and serving the messages to the process. And another FIX engine that takes the…
capser
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Add user defined fields in the FIX dictionary

I need to add/modify fields in the FIX4.4 dictionary. I haven't found any helpful documentation or tutorials on this. I'm guessing I have to modify the FIX44.xml file, but I'm not sure how exactly to do that. In the tags I don't…
Qsiris
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Fix library for .NET

I am looking for a recommendation for a FIX library for .Net (C#). It should support FIX and possibly FIXML. I already know of QuickFix, but it has some bugs which I'd like to avoid. Ideas?
Sklivvz
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What's the most efficient way to parse FIX Protocol messages in .NET?

I came across this very similar question but that question is tagged QuickFIX (which is not relevant to my question) and most of the answers are QuickFIX-related. My question is broader. I'm looking for the most efficient way to parse a FIX…
paytools-steve
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QuickFIX/n Bloomberg configuration

I'm trying to connect to Bloomberg through the FIX protocol (4.4) using QuickFIX/n. Bloomberg requires to use the TLS 1.2 protocol. I have installed the PFX certificate following the instructions. My current FIX config file looks as…
Fede
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