fix-protocol

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

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

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

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

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

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

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

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

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

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