fix-protocol

How do you validate values for an order using QuickFix

安稳与你 提交于 2020-03-27 04:44:52
问题 I'm a beginner with quickfix and I'm not sure if the problem I'm having is trivial or not. I want to validate the values of an order using quickfix such as symbol , price , quantity , etc. Does quickfix provide a function in python that validates if a price is of type PRICE and that its value is valid (for example: 4.23)? Here is the reference: http://www.quickfixengine.org/FIX42.html#field_Price 回答1: As DumbCoder says in the comment QuickFix does not validate the contents of a message. If

How do you validate values for an order using QuickFix

不问归期 提交于 2020-03-27 04:43:53
问题 I'm a beginner with quickfix and I'm not sure if the problem I'm having is trivial or not. I want to validate the values of an order using quickfix such as symbol , price , quantity , etc. Does quickfix provide a function in python that validates if a price is of type PRICE and that its value is valid (for example: 4.23)? Here is the reference: http://www.quickfixengine.org/FIX42.html#field_Price 回答1: As DumbCoder says in the comment QuickFix does not validate the contents of a message. If

FIX:How to send ,messages using FIX ,quickfixj

三世轮回 提交于 2020-03-05 16:06:52
问题 # Here is my settings.cfg file: # Thank you.Here is what i tried.My settings.cfg file [DEFAULT] # Settings which apply to all the Sessions. ConnectionType=initiator LogonTimeout=30 ReconnectInterval=20 ResetOnLogon=Y FileLogPath=C:\Work\QuickFIXJ\logs FileStorePath=C:\Work\QuickFIXJ\logs [SESSION] # Settings specifically for one session BeginString=FIX.4.4 SenderCompID=XYZ TargetCompID=TYZ TimeZone=Asia/Tokyo StartTime=16:00:00 EndTime=13:30:00 HeartBtInt=60 SocketConnectPort=7200

FIX:How to send ,messages using FIX ,quickfixj

笑着哭i 提交于 2020-03-05 16:06:30
问题 # Here is my settings.cfg file: # Thank you.Here is what i tried.My settings.cfg file [DEFAULT] # Settings which apply to all the Sessions. ConnectionType=initiator LogonTimeout=30 ReconnectInterval=20 ResetOnLogon=Y FileLogPath=C:\Work\QuickFIXJ\logs FileStorePath=C:\Work\QuickFIXJ\logs [SESSION] # Settings specifically for one session BeginString=FIX.4.4 SenderCompID=XYZ TargetCompID=TYZ TimeZone=Asia/Tokyo StartTime=16:00:00 EndTime=13:30:00 HeartBtInt=60 SocketConnectPort=7200

FIXT1.1 ERROR_MISSING_EXECUTINGTRADER PartyRole

社会主义新天地 提交于 2020-01-22 02:18:46
问题 New Order Single(D) Request- FIXT.1.1:135->PSE, outgoing> (8=FIXT.1.19=14635=D34=449=SendercompId52=20191226-05:19:22.66156=TargetCompId11=157733756231838=10040=154=155=2GO59=060=20191226-13:19:22.645447=I448=135452=3453=010=253) Response- FIXT.1.1:135->PSE, incoming> (8=FIXT.1.19=00020535=849=SendercompId56=TargetCompId34=452=20191226-05:19:22.73537=NONE11=157733756231817=TE5368150=839=8103=9955=2GO54=138=10040=1151=014=060=20191226-05:19:22.73158=ERROR.MISSING_EXECUTINGTRADER PartyRole10

FIX QuoteRequest parsed by Fiximulator

和自甴很熟 提交于 2020-01-17 07:20:29
问题 I'm sending a message to FIXimulator and it recieves it: But it seems Fiximulatro when parsing a RequestMeassage ommits group content (55=AMZN^38=100) : As for some reason, server misses group content, that has been within the incoming mesage, it responds with Unsupported type message back. (obviously, if group is empty once parsed by FIXimulator) . It looks to me that the message that have been sent to server is correct. However, still there is some issue with the server not parsing it

Is it possible to change cast of an object dynamically?

北慕城南 提交于 2020-01-07 01:22:38
问题 I want have a "pointer" to an object but the object can be one of two classes. QuickFix.Message newOrderSingle; if (ecn.versionFIX.Equals(VersionFIX.FSS_FIX44)) { newOrderSingle = new QuickFix.FIX44.NewOrderSingle( new ClOrdID(masterForm.OrderBook.GetNewClOrdIDBroker(ecn.brokerCode)), new Symbol(symbol), new Side(side), new TransactTime(DateTime.Now), ordType = new OrdType(OrdType.LIMIT)); } else { newOrderSingle = new QuickFix.FIX42.NewOrderSingle( new ClOrdID(masterForm.OrderBook

Is it possible to change cast of an object dynamically?

谁说胖子不能爱 提交于 2020-01-07 01:22:32
问题 I want have a "pointer" to an object but the object can be one of two classes. QuickFix.Message newOrderSingle; if (ecn.versionFIX.Equals(VersionFIX.FSS_FIX44)) { newOrderSingle = new QuickFix.FIX44.NewOrderSingle( new ClOrdID(masterForm.OrderBook.GetNewClOrdIDBroker(ecn.brokerCode)), new Symbol(symbol), new Side(side), new TransactTime(DateTime.Now), ordType = new OrdType(OrdType.LIMIT)); } else { newOrderSingle = new QuickFix.FIX42.NewOrderSingle( new ClOrdID(masterForm.OrderBook

QuickFix - messages out of sequence

本小妞迷上赌 提交于 2020-01-06 21:00:31
问题 What could cause a message to sent out of sequence like this? 20150731-12:42:46.096 : 8=FIX.4.2^A9=57^A35=0^A34=1400^A49=erio123^A52=20150731-12:42:46.094^A56=B^A10=014^A 20150731-12:43:00.916 : 8=FIX.4.2^A9=207^A35=D^A34=1401^A49=erio123^A52=20150731-12:43:00.916^A56=I 20150731-12:43:31.019 : 8=FIX.4.2^A9=57^A35=0^A34=1402^A49=erio123^A52=20150731-12:43:31.015^A56=B^A10=004^A 20150731-12:44:01.048 : 8=FIX.4.2^A9=207^A35=D^A34=1404^A49=erio123^A52=20150731-12:44:01.048^A56 20150731-12:44:01

Quickfix: acceptor and initator in same application?

偶尔善良 提交于 2019-12-30 11:08:37
问题 I am new to quickfix (I'm a student trying to teach myself), and have downloaded the examples from quickfix.org (in c++) and have been able to connect ordermatch to tradeclient and get them talking to each other. I changed the config file for ordermatch to allow multiple clients and got that working (ordermatch can receive orders from multiple clients and manage the order book). I have been trying to find a way to alter ordermatch to send it's confirm messages to ALL clients, not just the