fix-protocol

问题 I am using QuickFix/J version 1.6.4 within Apache Camel 2.17.0 and I get the session message Disconnecting: Encountered END_OF_STREAM . It is not an error, but in my case it leads to an unintentional Logoff . What circumstances can lead to this message and how do I analyze which circumstance in my case is the cause? 回答1: I found the answer of this question in this blog post by bhageera . In the end the reason was pretty silly… the counterparty I was connecting to allows only 1 connection per

问题 So my client is requesting a GapFill because our sequences are off. Instead of replaying the messages I want to send a SequenceReset instead. My question is simple: What should be the message sequence of this SequenceReset I am about to send to him? I don't want my client to drop it because it does not recognize the message sequence in my SequenceReset, or detect a gap and ask for another GapFill which would put me on an infinite loop. Should I send my SequenceReset with the sequence of the

问题 A Quickfix client validates incoming messages using XML spec files. If a message fails validation, quickfix automatically sends a rejection response. AFAIK in this case quickfix does not call the standard callback for incoming messages fromApp() , so up till now I was unable to programatically capture these erroneous incoming messages and handle them. Is there a way to capture incoming FIX messages which fail quickfix validation? Of course they may appear in the default quickfix log files,

问题 Closed. This question is off-topic. It is not currently accepting answers. Want to improve this question? Update the question so it's on-topic for Stack Overflow. Closed last year . Are there open source FIX Simulators where the FIX SPEC each counterparty uses can be altered? For example, I may be a user at one end using FIX 4.2 with some custom tags, and I want to simulate a session with me and another user using say FIX 4.4 with some custom tags. 回答1: This answer is a little broader than

问题 I'm building a FIX acceptor and in when i process a new order i want to act to different depends if the order is in A-Book or in B-Book. I can't understand qhich field may give me this information. I was thinking about HandlIndt (21) but i'm not quite sure. Anyway i would like to get a better explanation on each value of HandlInst.. 回答1: Fiximate is your friend for all these sorts of questions. 回答2: There is nothing to do with standard FIX itself. You should refer to your's counterparty FIX

问题 I use MessageCracker Crack(message, sessionId); within FromAdmin and FromApp (I use version 1.4 of quickfix/n and message cracker seems to also handle admin messages, at least the overloaded OnMessage(Quickfix.Fix44.Longon message, SessionID sessionid){} is handled correctly). My question is: In case I have not overloaded all OnMessage methods for all incoming messages that go through MessageCracker is there some sort of "catch-all-other" message method that will be called for incoming

问题 I have created a Fix application using QuickFIX/n is v1.4.0 from this http://www.quickfixn.org/download site. When I executed an application using two Pcs one as Server and Client, it gave an error: An Existing was forcibly closed the remote host at Quickfix.SocketInitiatorThread.Read() And Log details are: 20130814-23:23:47.828 : Created session 20130814-23:24:07.531 : FIX.4.4:Server->Client Socket Reader 6044116 accepting session FIX.4.4:Server->Client from 192.168.1.109:3300 20130814-23:24

问题 I'm I'm trying to establish a FIX 4.2 session to fix.gdax.com (docs: https://docs.gdax.com/#fix-api) using C# with .Net Core 2.0. when i try to logon i receive 0 bytes as response as server. I really dont know what i have wrong, this is the code: private async Task ConnectToGdaxFix() { _socketTcpClient = new TcpClient(); _socketTcpClient.NoDelay = true; _bufferEnd = 0; await _socketTcpClient.ConnectAsync(_gdaxFixGateway, _gdaxFixPort); _sslStream = new SslStream(_socketTcpClient.GetStream());

问题 I am developing a FIX4.4 messaging application in C# and trying to use a counterparty provided data dictionary. In the project I use QuickFIX as a library, and when using the original dictionary provided within the library (FIX44.xml) everything works fine. However, using such dictionary causes some rejections which, according to the counterparty, should disappear once I switch to their own data dictionary. Now, when I do that I get the following exception of type 'QuickFix

问题 I use a QuickFix/n initiator. My broker rejects my logon messages, citing wrong order of fields (tags) in the message header. Instead of 34, 49, 52, 56, the order should be 49, 56, 34, 52. QuickFix/n seems to automatically sort the various fields within the three regions (header, body, trailer) of messages by tag number upon sending the message to the session. Is there a way to change the order of the fields in a message sent to an acceptor? Is there a way to prevent the sorting behaviour?