I am using quickfix in Windows with python bindings. I have been able to make market data requests in the past. I recently changed to a different API provider (Cunningham, aka C
I realize this thread is years old but I had this exact problem and finally resolved it so I am putting it here to help anyone else that stumbles across this.
The issue was that in my config I was using the 'DataDictionary=..'
parameter. Changing this to 'AppDataDictionary=...'
solved my problem.
Steve