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Questions tagged [quickfix]

QuickFIX is an open source implementation of FIX protocol, currently compatible with the FIX 4.0-5.0 specifications.

The Financial Information Exchange (FIX) Protocol is a message standard developed to facilitate the electronic exchange of information related to securities transactions. It is intended for use between trading partners wishing to automate communications.

That being said, the purpose of FIX is to make communication between financial vendors trivial, leaving them to focus on their core business. The FIX organization also specifically cites that openness has been key to their success. QuickFIX intends on expanding the openness of FIX into not just the specification of, but also the implementation of the protocol.

So what is QuickFIX? Simple. QuickFIX is a free and open source implementation of the FIX protocol. QuickFIX is not crippled, all of the source is open for all supported versions of FIX. There is no upgrade to a commercial version.

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The best way to parse a FIX message?

How do you parse a FIX message using python ? (FIX message as in the 'financial' FIX Protocol)
Chez
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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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How to install a python library manually

I built quickfix engine (http://www.quickfixengine.org/) for one of my tasks and also built in python support for it. Unfortunately this is a multi user env and I dont have access to the python installation path. Thus the make install command tries…
Osada Lakmal
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Questions about QuickFIX message cracking

VERY basic questions from a FIX newbie Looking at the documentation at http://www.quickfixengine.org and reading posts here on stackoverflow I see lots of talk about message 'cracking'. I think I sort of get the idea, but feel like I'm still not…
gearhead
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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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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…
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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:…
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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,…
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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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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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QuickFIX C++ library - general question regarding ThreadedSocketInitiator

I am new to QuickFIX and I have some basic question regarding QuickFix: 1) Considering that at one time, there will be only one fix session between an acceptor and an initiator. I do not quite understand the purpose of ThreadedSocketInitiator and…
Lazylabs
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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…
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How to set TransactTime in quickFix using Python to GMT format

I'm relatively new to using python and quickfix, I want the transaction time for a message to be in UTC format so that the transact time looks like YYYYMMDD-HH:MM:SS.mmm so basically I want tag 60 to look like 2012-02-13-08:15:35.435 for example I…
dannosden
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PyPy - SWIG - QuickFix mix

PyPy has some compatibility limitations, especially regarding the CPython C API. I use QuickFix package which comes with precompiled SWIG bindings, and I'm considering using it with PyPy. As I am not fluent in C API and SWIG, my questions are: Does…
Jonathan Livni
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