fix-protocol

quickfix C+ Incorrect BeginString with FIXT.1.1 and FIX.5.0 - FIX.5.0SP2

試著忘記壹切 提交于 2021-02-08 10:41:12
问题 I'm creating an initiator and acceptor which speak FIX.5.0SP2. I'm getting an "58":"Incorrect BeginString" error on logon, on the acceptor (and on fromAdmin on the initiator). I believe my configs are correct: initiator: # default settings for sessions [DEFAULT] ConnectionType=initiator ReconnectInterval=60 UseLocalTime=Y PersistMessages=Y FileStorePath=./data FileLogPath=./log HttpAcceptPort=9016 SenderCompID=X BeginString=FIXT.1.1 TransportDataDictionary=./support/FIXT11.xml [SESSION]

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

泄露秘密 提交于 2021-01-27 14:05:50
问题 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 , InstrmtLegAllocGrp ), and both components have a group with a same name ( NoLegs - 555 ). QuickFIX/N is trying to create a dictionary per message, containing the groups of all its components, where the key of each group is the id. Therefore, it's trying to

QuickFixJ Initiator setup username and password at logon

拈花ヽ惹草 提交于 2020-06-28 07:59:29
问题 I am working on the development of a solution to connect to a financial market using the FIX protocol with the quickfixj framework. Specifically I am implementing an initiator and I require to connect to the acceptor specify username and password. The quickfixj documentation is not very clear in this regard on how to pass these fields in the Logon message to the server. Going through I found that it is put in the function toAdmin, I have put in this function the following code: @Override

How to calculate CheckSum in FIX manually?

给你一囗甜甜゛ 提交于 2020-04-07 16:06:50
问题 I have a FixMessage and I want to calculate the checksum manually. 8=FIX.4.2|9=49|35=5|34=1|49=ARCA|52=20150916-04:14:05.306|56=TW|10=157| The body length here is calculated: 8=FIX.4.2|9=49|35=5|34=1|49=ARCA|52=20150916-04:14:05.306|56=TW|10=157| 0 + 0 + 5 + 5 + 8 + 26 + 5 + 0 = 49(correct) The checksum is 157 (10=157). How to calculate it in this case? 回答1: You need to sum every byte in the message up to but not including the checksum field. Then take this number modulo 256, and print it as