Posted: Jun 20, 2016 @ 03:49 PM             Msg. 1 of 5

Is there a pre-built (windows exe) version of OEC FIX Sample available that I could use to troubleshoot OEC FIX/FAST connectivity and protocols without needing to create the build environment? I don't have visual studio (not developing a window solution) and would like to avoid if at all possible.

Posted: Jun 20, 2016 @ 03:59 PM             Msg. 2 of 5

Our FIX sample is not intended for production use and is merely a command line example.

You may use QuickFIX/N or J, open source FIX clients, or your own preferred FIX solution that supports v4.4:

http://quickfixn.org/
http://www.quickfixj.org/

Paid commercial support may be available by third parties not affiliated with GAIN. We cannot endorse any particular parties.

Posted: Jun 22, 2016 @ 01:40 PM             Msg. 3 of 5

Your FIX sample requires building against a 6 year old version of QuickFix (1.13.3). QuickFix hasn't support a .NET wrapper since v1.14. This should probably be mentioned in the sample user guide.

Once built, it fails to connect more than once due to not correctly tracking FIX sequence numbers:
FIX: Connecting to api.openecry.com on port 9300
8=FIX.4.4?9=125?35=A?34=3?49=...?52=20160622-18:13:30?56=OEC_TEST?98=0?108=30?554=...?12003=...?10=160?
FIX: Initiated logon request
8=FIX.4.4?9=109?35=5?34=104?49=OEC_TEST?52=20160622-18:13:32?56=...?58=MsgSeqNum too low, expecting 41 but received 3?10=035?
FIX: From server: MsgSeqNum too low, expecting 41 but received 3
FIX: Received logout request

Worse yet, the FAST connection (and all FAST commands) completely fails:
connectfast
ERROR in [CONSOLE]: Cannot encode message: The template Logon has not been registered., Line: 1, Col: 1
Execution aborted: Cannot encode message: The template Logon has not been registered.


Posted: Jun 22, 2016 @ 02:42 PM             Msg. 4 of 5

Matt,

Your FIX sample requires building against a 6 year old version of QuickFix (1.13.3). QuickFix hasn't support a .NET wrapper since v1.14. This should probably be mentioned in the sample user guide.

You can use any FIX library you would like.

Once built, it fails to connect more than once due to not correctly tracking FIX sequence numbers:

different servers handle seq numbers differently. You can change this behavior or set up seq numbers manually. See full list of commands here https://github.com/oecapi/OECFIXSample/blob/master/FoxScript/FoxScript.atg

Worse yet, the FAST connection (and all FAST commands) completely fails:

Using FAST suppose to use template file. Put https://github.com/oecapi/OECFIXSample/blob/master/template/template.xml nearby the executable

Posted: Jun 22, 2016 @ 03:53 PM             Msg. 5 of 5

In case anyone is stupid enough to follow GAIN's recommendation and try to use the OEC sample app, you need to do the following:
1) use the 2010 QuickFix v1.13.3, current version no longer supports .NET
2) Modify the app to either correctly read the sequence file or send a reset with the FIX logon (what I did). Otherwise you can only logon once per day (until the session resets).
3) Modify FastClient.cs to correctly register templates to inbound/outbound streams. Current source loads the template but doesn't register it. Otherwise it uses default template (which won't work)