I'm trying to find a good way to detect a loss of connection. My adapter is implemented as a Fix::Application based on one of the examples. It uses a socket initiator to connect to the fix gateway. When I unplug the internet it takes about 30 seconds for the Fix::Application's onLogout method to be fired. It seems like some underlyin...
We are building a system that interacts with an external system over TCP/IP using the FIX Protocol. I've used WCF to communicate from client to server, where I had control over both client and server, but never to an external TCP/IP based system. Is this possible with WCF? If so, could the community provide links for me to get started...
Any idea of FIX protocol ? Thanks ...
Wondering if anyone has any experience working with the FIX protocol using in trading. ...
I am building a tool to replay logs. Manually parsing the logs is annoying, so I'm wondering if there is a way to simply load a message from the log. Also, I am not against just using a third-party replay tool if one exists. ...
Given a sequence number, I need to find the corresponding request message string. I can't find a way to it easily do that with quickFix lib. To be short, I've had the idea to use the FileStore "body" file to help me retrieve the message request string from a sequence number,as the FileStore class exposes a convenient method: get(int be...
Hi there, I’m new with the quickfix stuff and I have several questions regarding the quickfix library, and I will be more than happy to get answers from you: I’m planning to develop FIX server that gets FIX request from multiple clients concurrently. Regarding that, a) What is the exact meaning of TargetID (i.e. CLIENT1) if I nee...
I want test a FIX gateway for our company and was wondering if anything in opensource already exists that I can use or perhaps leverage to complete this task. I am currently looking at QuickFix but I am not sure if it has a client that can be use against any standard FIX gateway. Also links to any learning material that exist on this...
I am reviewing implementation choices for FIX when using .NET. A few obvious choices come to mind, but I want to know if there are other options, better choices or if we've made the same decision as a lot of you. QuickFIX - Stable, C++ implementation - so you've got unmanaged code to interop with. FIX4NET - C# implementation - seems t...
In a FIX 4.2 execution report what is the difference between FIX 4.2 : ClOrdID <11> field and FIX 4.2 : OrigClOrdID <41> field Thanks ...
Is anyone aware of a good tutorial/book which describes the FIX protocol? I need to connect to a FIX server. It supports a limited number of messages and I'd like to write my own FIX engine. ...
Just stumbled upon a huge bug in Chrome (looks like it is fixed in coming Chrome 5): http://code.google.com/p/chromium/issues/detail?id=25185, basically it stops throwing timeupdate events after two or three seconds of playing, hence no way to update player interface. Is there any established javascript level fix for this? ...
Hi, I know how to target IE, but that's only in HTML (which means I need to create another CSS file for IE bugs). Is their anyway, how I can implement the fixes in the same CSS file. This mean I target IE with CSS code? ...
Dear All, I spent a substantial amount of time looking for examples or descriptions of how to implement order execution methodology that will support stop losses and take profits through FIX Protocol. I assume that I will have to generate three orders, the main one, the SL one and the TP one. I also assume that I will have to issue th...
This is so annoying. In firefox and Opera, i'm getting padding between my nested divs, but not in Chrome and Safari. I tried border-collapse:collapse But no luck, any ideas? This extra space is screwing up my fluid footer (all div widths add up to 100%, but because opera and FF add this space i never asked for (!) it overflows. Here's...
Hi Zoul/whoever.... I encountered a problem using Finch - I was opening and releasing again alot of sound files and a particular point in the project sounds would stop loading - the error code form ALOpenFileFromURL... was 43 - File not found ... my solution in the end was to make sure that files were closed by adding AudioFileClose (an...
I'm using QuickFIX and C# to create a FIX acceptor (server). I want the client (the FIX initiator) to logon using a username and password. However, I'm not sure how I can do that in QuickFIX. By debugging into the QuickFIX source code I have discovered the following sequence of events: QuickFIX will call Session::verify to verify the ...
I am trying to figure out if quickfix supports fpml. I am guessing not , since i could not tell by googling. ...
Hi all, I am writing a FIX buyside GUI based on quickfixj. Although the performance is not an issue to a GUI, I am thinking of migrating the quickfixj from Mina to Netty as I would like to develop it to a buyside engine. The performance of quickfixj is not satisfied with me. It is heard that Netty is better than Mina on performance. Doe...
I am using quickfix 1.13.3 recompiled with ODBC and I have a strange behavior on my acceptors (two acceptors on different machines sharing the same ODBC database and enabled for hot failover). My daily session is setup with: RefreshOnLogon=Y StartTime=00:02:00 EndTime=23:58:00 PersistMessages=Y and the necessary Odbc Settings. At 23...