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 ).
fix-protocol
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FIX Bitstamp logon message (MsgType = 'A') doesn't work
I'm using FIX 4.4, could anyone tell me what would be the correct FIX string to send to the Bitstamp exchange for authentication? After authentication do you receive a confirmation message from the ...
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Is there any public FIXML api available? [closed]
I need a public fixml api to hit from my spring boot application.
Also If someone can provide me code on how to call the external public api, it will be useful to me
I have tried using HttpClient but ...
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Socket setup and handling partial messages in FIX
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
...
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FIX Dropcopy client implemented with C++/FIX8 . Session management and resend problem
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 ...
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FIX Protocol Order Lifecycle
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 ...
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How to Efficiently Handle Real-Time Forex Data Updates and Database Synchronization in Node.js?
I'm developing a Forex trading application using Node.js, where I need to handle real-time updates for around 600 currency pairs. The data comes from a FIX protocol engine and needs to be updated in ...
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40
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QuickFIX/n Stuck on Session.SendToTarget(message, sessionId)
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 ...
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Using VeriFIX by itiviti for Stock Exchanges
Does anyone have a guide book or anything that might help with learning how to use VeriFIX by itiviti for exchanges? It seems the parent company no longer supports it and they changed their name to ...
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How to Connect to FIX Protocol in Node.js without fixparser.io?
I am working on integrating the FIX (Financial Information Exchange) protocol in a NodeJs application for financial trading. My goal is to establish a reliable and efficient connection to trading ...
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QuickFIX/J - SendingTime accuracy issue
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=...
- 11
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loss of data integrity when consuming incoming FIX market messages using ActionBlock and/or Channel?
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 ...
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2 phase login sequence in QuickFIX python does not work
I am trying to implement login for a non-standard fix protocol using quickfix in python.
The sequence is:
Login (35=A,10001=A) -> 1st login rsp -> Login (35=A,10002=B) -> 2nd login rsp (login ...
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QuickFIX Python Session File Corruption Issue
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 ...
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QuickFix Acceptor Setting heartbeat to 0
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 ...
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Quickfix library with python through stunnel
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 ...
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