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Questions tagged [quickfixn]

A C# port of the QuickFIX engine, a library for communicating via the FIX protocol.

QuickFIX/n project homepage

134 questions
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2 answers

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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QuickFix/N: How to have typed messages when using FIXT1.1 with FIX5.0?

Context I have a test Acceptor and Initiator. I am using QuickFix/N 1.7 release. Everything works fine, if I configure both Acceptor and Initiator to FIX 4.4. Doing nothing, just connecting, then logging the incoming/outgoing heartbeat messages to…
g.pickardou
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2 answers

QuickFix optional fields check value exists

I'm writting a FIX Engine based on Quickfix/N that listen for trade Executions (ExecutionReport) and save them into a database. Requesting a field value from the API throws a FieldNotFoundException if the value is not present in the received…
Fede
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2 answers

Does QuickFIX/N support messages containing two components with one group each, both with same name?

I am using QuickFIX/N 1.8 and when it has to create the DataDictionary based on an XML, it fails because my FIX50SP1_TRTN.xml (provided by Thomson Reuters) contains one message (AllocationReport) with two components (TrdInstrmtLegGrp,…
Santiago
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2 answers

Configuring SSL in Quickfix/n for Bloomberg

I am trying to connect to Bloomberg FIX (EMSX) through SSL using QuickFIX/n. I have got 3 .pem files from Bloomberg using which I have to configure the SSL connectivity. I have gone through all the available reference material on the internet but in…
Ssp
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1 answer

Error in Postion Report (FIX 4.4): Group 702's first entry does not start with delimiter 704

I am new to the FIX protocol and I am using QuickFIX to parse my FIX messages. Whenever I receive a Position Report message (AP), it gets rejected by the FIX engine with the below error: Group 702's first entry does not start with delimiter…
Vivek Jeeva Kumar
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2
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0 answers

QuickFIX/n - SSL Initiator (no stunnel)

Been bashing my head against the wall for a while on this one. I'm trying to setup a quickfix initiator to establish an SSL connection to a Bloomberg FIX server. And based on the docs, I thought this would be relatively straight forward to achieve.…
squircle
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1 answer

Incorrect BeginString (FIX.4.4) in c# (Quickfixn)

I'm trying to get the MarketData from fix, but I'm seemingly answering the "Incorrect BeginString (FIX.4.4)". The "Logon" returns OK. but when I call MarketDataRequest it doesn't work. I checked my XML dictionary and it's set to FIX.4.4. quickfix C+…
Johnathan David
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2
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1 answer

FIX Protocol: Receiving out of Sequence Message during retransmission causes loop in retransmission

I have a fix client using QuickFIX/n as the FIX layer. If for some technical reason my client gets disconnected, the FIX server will continue sending messages until it notices the client is no more present (with heartbeat I assume). When my client…
Bruno Belmondo
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1 answer

What are FIX protocol tags between 10000 and 19999 for?

I know that the FIX protocol specifies user defined fields that cover the range 5000 to 9999. The same specification says, that you can use the tags 20000 to 39999 bilaterally between parties. In December 2009 the Global Technical Committee…
Yannick
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2
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1 answer

QuickFix/n - Custom fields inside Logon

I'm trying to create an initiator based on QuickFix/n. My counterpart (server) demand the logon message to carry two custom fields.I already added those to the Data Dictionary, in the Fields as well as in the Logon message. In the code i can…
Pablo Fernandes
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2
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1 answer

how to use SessionQualifier to disambiguate otherwise identical Quickfix sessions?

I have two Fix Sessions with identical SessionIDs (this can't be changed, since the server side specifies the values for SenderCompID and TargetCompID). I learnt that I can use a SessionQualifier in the config file to disambiguate the two…
yu quan
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3 answers

How do I create FIX partyID group?

I am trying to add a PartyID group to a FIX4.4 message. I cannot find a "group" for PartyID. So I am adding them sequentially. NoPartyIDs, PartyRole, PartyIDSource, PartyID However, whichever way I add them, the fix engine appears to reorder…
ManInMoon
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2 answers

Quickfixn SSL Configuration issue

Im trying to configure my quickfix to initiate SSL connection, I tried a lot ok googling and went with the below configuration and im getting following error. Will be great if some one can give suggestions on this. Configuration: [DEFAULT] …
Vivek Jeeva Kumar
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2
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1 answer

How old orders should be treated with a resend request

Occasionally my quickfixN engine loses connection with the exchange, and when it reconnects the exchange realises there are missing messages and asks for a resend. My engine then sends the messages. However often the orders are old, and often I will…
mcmillab
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