Questions tagged [quickfix]

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Does QuickFIX set PreviouslyReported field itself?

I'm using QuickFIX C++ engine in my project. I send a TradeCaptureReport message to a counter party. There's a field named PreviouslyReported in this message. I set this value to N in the message ...
xyzt's user avatar
  • 341
1 vote
0 answers
755 views

FIX engines comparison

Need help, looking for some comparison between c++ FIX engines, like onixs, antenna and some fpga solutions. If anyone has experienced some of the named engines also would like to hear the ...
Ariel Silahian's user avatar
1 vote
2 answers
97 views

Initiating new orders with active "order-session" only?

Is it a must to establish "quote-session" & subscribing to quotes/market data before initiating a "New Order-single(Market-GTC)"? I actually can't see any use of quote-session for trading ...
Reza Str's user avatar
0 votes
2 answers
288 views

Calculating floating P&L of a FIX-order [closed]

How to fetch floating p/l(current) of a "filled" FIX-Order (either buy/sell)?(by its FIX-ID/order ID) I asked my FIX provider(Integral) & they said, there's no specific tag for that/not a ...
Reza Str's user avatar
1 vote
1 answer
1k views

Getting quote stream via fix-api 4.3

I'm new to FIX api,so far i did following (on QUICKFIX) logged on to quote-session subscribed to market data sent "single-message" quote-request for an instrument (EUR/USD for example) ...
Reza Str's user avatar
1 vote
1 answer
3k views

How to schedule a sequence number reset in QuickFIX?

What is the recommended way to handle scheduled sequence number resets (initiated by the counterparty once per day) ?
zby_szek's user avatar
  • 111
-2 votes
1 answer
205 views

Fix protocol and Bars

I am newbie in fix protocol. I would like to know how I can work with bars (candles) in the fix protocol? I mean subscription to bars from client-side and what type of message I can use to send bars ...
Alex808's user avatar
1 vote
3 answers
2k views

How does logging effect Quickfix performance?

I am using .net/c++ version of quickfix. How does logging effect Quickfix performance? If I disable logging to file, can it help to increase performance of quickfix? Thanks,
Seçkin's user avatar
  • 111
1 vote
2 answers
3k views

HFT enhancements for FIX (Simple Binary Encoding) vs proprietary protocols performance and cost

I would like to know from those that have used FIX (with Simple Binary Encoding) for HFT compares with the current (proprietary) protocols in use that often vary per counterparty. Interested in ...
Nikos's user avatar
  • 345
3 votes
1 answer
876 views

Should I use QuickFix or a 3rd-party commercial API to connect to the CME

I already use QuickFixN to connect to FX ECNs, and am now looking to branch out into futures. Googling it, it seems as if there are a lot of 3rd party APIs which are written to do this, but is there ...
mcmillab's user avatar
  • 133