fix-protocol

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

问题 I found the second answer of Parsing FIX protocol in regex? to be very nice so I tried it out. Here is my code. new_order_finder1 = re.compile("(?:^|\x01)(11|15|55)=(.*?)\x01") new_order_finder2 = re.compile("(?:^|\x01)(15|55)=(.*?)\x01") new_order_finder3 = re.compile("(?:^|\x01)(11|15|35|38|54|55)=(.*?)\x01") if __name__ == "__main__": line = "20150702-05:36:08.687 : 8=FIX.4.2\x019=209\x0135=D\x0134=739\x0149=PINE\x0152=20150702-05:36:08.687\x0156=CSUS\x011=KI\x0111=N09080243\x0115=USD

问题 looking for some help in establishing a connection with my broker DUKASCOPY using stunnel and quickfix python over FIX4.4 protocol. Here is my stunnel config: client = yes cert = /etc/stunnel/stunnel.pem [OKSERVER] accept = 9443 connect = demo-api.dukascopy.com:10443 My quickfix cfg file: [DEFAULT] ConnectionType=initiator LogonTimeout=30 ReconnectInterval=30 ResetOnLogon=Y FileLogPath=./Logs/ [SESSION] BeginString=FIX.4.4 SenderCompID=SENDER_ID # replaced with anonymous value for this post

问题 I am new in 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 xml-file exists groups and components. But a component can contain groups again. What's the exact differnce between them? Thanks for your help!! 回答1: Components aren't really... things. They're like macros in the FIX DataDictionary. Many messages need the

问题 I am new in 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 xml-file exists groups and components. But a component can contain groups again. What's the exact differnce between them? Thanks for your help!! 回答1: Components aren't really... things. They're like macros in the FIX DataDictionary. Many messages need the

问题 If, for whatever reason, my application loses track of what sequence number I was on, what is the recommended way of re-establishing the session to continue trading? 回答1: If the acceptor receives a message out of sequence, it would send a reject message and the reason for it in the text field. In the text field it would mention the sequence number expected, so parse that part of the message, take the sequence number and start again. 回答2: From FIX 4.1 onwards, the Logon message (A) contains a

问题 I'm getting the following error when trying to operate on this object. Anybody got any ideas? The project is on GitHub, but you will most likely not be able to run it unless you have a FIX server laying around. I can't seem to internet this error message. System.InvalidOperationException was unhandled by user code Message=The abstract type 'QuickFix.Fields.IField' has no mapped descendents and so cannot be mapped. Either remove 'QuickFix.Fields.IField' from the model or add one or more types

问题 I have a text file with FIX messages (all of them and MarketDataIncrementalRefresh (Type X)) and I'm trying to find a way using QuickFIX in C# to create MarketDataIncrementalRefresh messages out of the strings. Any suggestions? here is an example of how one line looks like: 1128=9 9=263 35=X 49=CME 34=10568699 52=20110110205433535 75=20110110 268=2 279=1 22=8 48=812201 83=1243518 107=GEZ2 269=1 270=9825.0 271=153 273=205433000 336=2 346=14 1023=1 279=122=8 48=812201 83=1243519 107=GEZ2 269

问题 I am using QuickFix/J 1.6.4 in a camel-quickfix component. Sometimes, I get the CannotSendException and it is not clear, what the exception cause is. I looked at the code, but there it seems that this exception is thrown, when the message could not be send - regardless of the reason. So how do I have to handle this exception? Do I have to implement a retry mechanism, or does the engine handle this for me? If the engine does, how can I verify, that the message is sent afterwards? Exception

问题 I am using QuickFix with Python bindings to connect to a broker and I have two Initiator Sessions in my config file. One is for the price and the other for the order session. My question is, say I want to do something when only one of them comes online? If I do initiator = fix.SocketInitiator(application, storeFactory, settings, logFactory) if initiator.isLoggedOn(): function() then function will be called whether it is the price or order session or both that are logged on. How do I identify