fix-protocol

Quickfix Syncing Sequence Numbers

匆匆过客 提交于 2019-11-29 12:14:24
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? 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. From FIX 4.1 onwards, the Logon message (A) contains a tag ResetSeqNumFlag (141). Setting it to 'Y' "indicates that both sides of the FIX session should reset sequence

FIX message delimiter

蹲街弑〆低调 提交于 2019-11-29 05:50:28
I am relatively new to FIX-Protocol. The delimiter for a FIX-Protocol message sometimes show ^ and other times |. Wikipedia for FIX-Protocol says [SOH] ( < Start of Header > for hex 0x01 ) being the character. Please explain the meaning of the same. For example a FIX-Protocol message can be visually represented as 8=FIX.4.4^9=122^35=D^34=215^49=CLIENT12^52=20100225-19:41:57.316^56=B^1=Marcel^11=13346^21=1^40=2^44=5^54=1^59=0^60=20100225-19:39:52.020^10=072^ or 8=FIX.4.4|9=122|35=D|34=215|49=CLIENT12|52=20100225-19:41:57.316|56=B|1=Marcel|11=13346|21=1|40=2|44=5|54=1|59=0|60=20100225-19:39:52

Add user defined fields in the FIX dictionary

我的未来我决定 提交于 2019-11-28 21:38:38
I need to add/modify fields in the FIX4.4 dictionary. I haven't found any helpful documentation or tutorials on this. I'm guessing I have to modify the FIX44.xml file, but I'm not sure how exactly to do that. In the <message></message> tags I don't see any attributes that define the number or the type(format) of that field. I see just the name and required attributes. I think I found attributes I', looking for in the <fields></fields> tags. I'm not sure if I'm looking in the right place or if I'm doing the right thing, but according to this I should modify the dictionary if it is necessary.

QuickFIX/J mixing two different versions

Deadly 提交于 2019-11-28 02:01:00
I am writing an application that uses QuickFIX/J as FIX framework. My counterpart sends me an ExecutionReport message of FIX version 4.4 But only some fields (the Parties component) are of version 5.0 Now I am trying to implement that I can read this component. This one @Override public void onMessage(quickfix.fix44.ExecutionReport message, SessionID sessionID) throws FieldNotFound, UnsupportedMessageType, IncorrectTagValue { quickfix.fix50.component.Parties parties = new Parties(); message.get(parties); // ... } doesn't work! Message is from version 4.4 and thats why message.get(...) only

Add user defined fields in the FIX dictionary

限于喜欢 提交于 2019-11-27 14:11:54
问题 I need to add/modify fields in the FIX4.4 dictionary. I haven't found any helpful documentation or tutorials on this. I'm guessing I have to modify the FIX44.xml file, but I'm not sure how exactly to do that. In the <message></message> tags I don't see any attributes that define the number or the type(format) of that field. I see just the name and required attributes. I think I found attributes I', looking for in the <fields></fields> tags. I'm not sure if I'm looking in the right place or if

QuickFIX/J mixing two different versions

谁都会走 提交于 2019-11-26 22:04:03
问题 I am writing an application that uses QuickFIX/J as FIX framework. My counterpart sends me an ExecutionReport message of FIX version 4.4 But only some fields (the Parties component) are of version 5.0 Now I am trying to implement that I can read this component. This one @Override public void onMessage(quickfix.fix44.ExecutionReport message, SessionID sessionID) throws FieldNotFound, UnsupportedMessageType, IncorrectTagValue { quickfix.fix50.component.Parties parties = new Parties(); message