quickfixj

QuickFIX/J: how to detect when connection fails?

半城伤御伤魂 提交于 2020-07-09 11:56:06
问题 When I connect an initiator to a FIX server using SSL via the initiator.start() method, it fires up a separate thread to establish the connection. Now when this fails e.g. due to an SSL handshake issue or an issue with server connectivity, the error is thrown out to the logs but can't seemingly be trapped in code and managed. How can I detect/trap when the error happens? Disconnecting: Socket exception (<server ip>): java.net.SocketException: Connection reset. At the bottom of the stack trace

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

FIX QuoteRequest parsed by Fiximulator

和自甴很熟 提交于 2020-01-17 07:20:29
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

if quickfixj crash in onmessage, will I lose my current message?

蓝咒 提交于 2020-01-17 01:35:29
问题 Need to understand if my initiator received a message but crashed inside onMessage function, will I still restart with reset the sequence number that I was processing while crashing, and receives it again? so I don't lose the message? At what point does the seqnum got incremented, when the process goes out of the onMessage function? 回答1: As per code if QuickfixJ, it increments the nextSeqNum to received after processing of onMessage callback. So if there is an exception in onMessage then

quickfixj message factory produces bad type on operand stack using qf 1.6.0 and java 1.8.0_45

丶灬走出姿态 提交于 2019-12-24 13:19:47
问题 Jun 18, 2015 3:26:12 PM quickfix.mina.AbstractIoHandler exceptionCaught SEVERE: java.lang.VerifyError: Bad type on operand stack Exception Details: Location: quickfix/fix44/Quote.get(Lquickfix/field/SettlType;)Lquickfix/field/SettlType; @2: invokevirtual Reason: Type 'quickfix/field/SettlType' (current frame, stack[1]) is not assignable to 'quickfix/CharField' Current Frame: bci: @2 flags: { } locals: { 'quickfix/fix44/Quote', 'quickfix/field/SettlType' } stack: { 'quickfix/fix44/Quote',

Quickfixj not honoring custom fields in a repeating group

孤街浪徒 提交于 2019-12-24 13:11:53
问题 I am using FIXT1.1 and FIX Application version 5.0SP2. I added some custom fields to the QuotSetAckGrp, part of MassQuoteAcknowledgement message. However, when quickfix reads the repeating group, it does not read the custom fields as part of the repeating groups. Instead, it treats the custom fields are regular parent-level fields and throws a "Tag appears more than once" session level reject. Appreciate any inputs to help resolve the issue. 回答1: You need to modify the receiver's

How to order fields in outgoing messages in QuickFIX/J

牧云@^-^@ 提交于 2019-12-24 05:06:05
问题 Is there any way to order fields in outgoing messages without rebuilding QuickFIX/J? Or any configuration flag available which orders messages according to any validation file that we might set using some path flag? 回答1: See the QuickFIX/J User FAQ, topic "I altered my data dictionary. Should I regenerate/rebuild QF/J?". Specifically following excerpts: If your DD changes aren't very extensive, maybe just a few field changes, then you don't really need to. If you added a whole new custom

How to order fields in outgoing messages in QuickFIX/J

梦想的初衷 提交于 2019-12-24 05:06:04
问题 Is there any way to order fields in outgoing messages without rebuilding QuickFIX/J? Or any configuration flag available which orders messages according to any validation file that we might set using some path flag? 回答1: See the QuickFIX/J User FAQ, topic "I altered my data dictionary. Should I regenerate/rebuild QF/J?". Specifically following excerpts: If your DD changes aren't very extensive, maybe just a few field changes, then you don't really need to. If you added a whole new custom