quickfix

问题 looking for some help in establishing a connection with my broker DUKASCOPY using stunnel and quickfix python over FIX4.4 protocol. Here is my stunnel config: client = yes cert = /etc/stunnel/stunnel.pem [OKSERVER] accept = 9443 connect = demo-api.dukascopy.com:10443 My quickfix cfg file: [DEFAULT] ConnectionType=initiator LogonTimeout=30 ReconnectInterval=30 ResetOnLogon=Y FileLogPath=./Logs/ [SESSION] BeginString=FIX.4.4 SenderCompID=SENDER_ID # replaced with anonymous value for this post

问题 I am new in the FIX world. I am writing an application processing FIX messages in Java and for that I am using QuickFix/J. I have downloaded the DataDictionary from the homepage (http://quickfixengine.org/). I am using the version 4.4 In the xml-file exists groups and components. But a component can contain groups again. What's the exact differnce between them? Thanks for your help!! 回答1: Components aren't really... things. They're like macros in the FIX DataDictionary. Many messages need the

问题 I am new in the FIX world. I am writing an application processing FIX messages in Java and for that I am using QuickFix/J. I have downloaded the DataDictionary from the homepage (http://quickfixengine.org/). I am using the version 4.4 In the xml-file exists groups and components. But a component can contain groups again. What's the exact differnce between them? Thanks for your help!! 回答1: Components aren't really... things. They're like macros in the FIX DataDictionary. Many messages need the

问题 I do see that this has been asked before, but I see no answer as yet. Is there a way to replay a quickfix log file? My app initiated the session, receives data, quickfix logs the data, my app crashes. When I restart I want to simple replay everything in the log file. Can that be done? Or if not, does anyone have an example of how to programatically request a resend of all session messages or of resetting the receive seq# to 1? Any help would be appreciated. 回答1: No, not really. FIX is a two

问题 How can I make the login part in QuickFIX in c++? I found tons of tutorials and articles on how to do this on c# or java, but nothing on c++. I have a server (acceptor), and a client (initiator). The username and password of the client are stored in the settings file, and are hardcoded in the server program. From what I've read in the client I set the username and password in fromAdmin() and read and check the in the server in the toAdmin() , but how do I do that? Here's what I've tried so

问题 I'm getting the following error when trying to operate on this object. Anybody got any ideas? The project is on GitHub, but you will most likely not be able to run it unless you have a FIX server laying around. I can't seem to internet this error message. System.InvalidOperationException was unhandled by user code Message=The abstract type 'QuickFix.Fields.IField' has no mapped descendents and so cannot be mapped. Either remove 'QuickFix.Fields.IField' from the model or add one or more types

问题 I have a text file with FIX messages (all of them and MarketDataIncrementalRefresh (Type X)) and I'm trying to find a way using QuickFIX in C# to create MarketDataIncrementalRefresh messages out of the strings. Any suggestions? here is an example of how one line looks like: 1128=9 9=263 35=X 49=CME 34=10568699 52=20110110205433535 75=20110110 268=2 279=1 22=8 48=812201 83=1243518 107=GEZ2 269=1 270=9825.0 271=153 273=205433000 336=2 346=14 1023=1 279=122=8 48=812201 83=1243519 107=GEZ2 269

问题 If i send A quickfix message using FIX::Session::sendToTarget(FIX::Message, FIX::SessionID) Then suppose in header of message: sender Comp ID = s1, target CompID = t1 and in the SessionID variable: sender Comp ID = s1, target CompID = t2 Will the message go to t1 or t2 回答1: It will use the session ID you specify in the sendToTarget call. From the QF source code... bool Session::sendToTarget( Message& message, const SessionID& sessionID ) throw( SessionNotFound ) { message.setSessionID(

问题 I have a FIX format log file and a data structure I've built myself in C#. What I want to do is to run the log file in QuickFix and build my own event listener. In that listener, I'll convert the FIX types into the types I need and fill my DS. I've been going through the QuickFix tutorials and examples, but couldn't figure it out. I don't need it to go through a network or anything like that. Please help and thank you, Yonatan 回答1: None of the QuickFIX ports provide this functionality. At

问题 I am using QuickFix/J 1.6.4 in a camel-quickfix component. Sometimes, I get the CannotSendException and it is not clear, what the exception cause is. I looked at the code, but there it seems that this exception is thrown, when the message could not be send - regardless of the reason. So how do I have to handle this exception? Do I have to implement a retry mechanism, or does the engine handle this for me? If the engine does, how can I verify, that the message is sent afterwards? Exception