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Apr 16, 2024 02:20 PM

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AThaker5615 has contributed to 5 posts out of 5593 total posts

20 most recent posts:

FIX Support » RequestForPositions Message Apr 16, 2024 @ 02:20 PM (Total replies: 9)
Ah that is super helpful! Disabling dictionary now I get response more like I'd expect. Is there a GAIN approved dictionary I could use? I was using what I thought was a standard FIX44.xml dictionary
FIX Support » RequestForPositions Message Apr 15, 2024 @ 11:59 AM (Total replies: 9)
Sorry for not posting correctly the matching responses. I was trying different values of for 581 after getting that error message which is why I sent some with zero. Here is one I sent over just now, with 581=1, and the matching response showing the same error message. Sent: `8=FIX.4.4\|9=101\|35=AN\|34=2\|49=AThaker5615\|52=20240415-16:55:29.000\|56=OEC_TEST\|1=API010079\|263=0\|581=1\|710=107\|724=0\|10=076\|` Received: `8=FIX.4.4\|9=138\|35=3\|49=AThaker5615\|56=OEC_TEST\|34=3\|52=20240415-16:55:29.000\|45=2\|371=581\|372=AP\|373=5\|58=Value is incorrect (out of range) for this tag\|10=208\|` Why am I still getting this when I set 581=1?
FIX Support » Very slow FIX replies Apr 04, 2024 @ 10:13 AM (Total replies: 1)
I thought with FIX I would be getting well sub second trade execution, something in the double or low triple digit milliseconds. In practice I'm seeing extremely slow execution. For instnace I just recently put in a market order to sell ES: `20240404-14:53:54.000000000 : 8=FIX.4.49=14535=D34=249=AThaker**52=20240404-14:53:54.00056=OEC_TEST1=API0111=99938=140=154=255=ES60=20240404-14:53:54200=202406461=FXXXXS10=094` And it did execute but took nearly a full minute: 20240404-14:54:56.000000000 : 8=FIX.4.49=22535=834=849=OEC_TEST52=20240404-14:54:5656=AThaker1=API016=0.0011=99914=017=OECFIX:213269674:247937=21326967438=139=A40=154=255=ES59=060=20240404-14:54:56.395150=A151=1167=FUT200=202406461=FXXXXS10=038 20240404-14:54:56.000000000 : 8=FIX.4.49=22535=834=949=OEC_TEST52=20240404-14:54:5656=AThaker1=API016=0.0011=99914=017=OECFIX:213269674:248037=21326967438=139=040=154=255=ES59=060=20240404-14:54:56.411150=0151=1167=FUT200=202406461=FXXXXS10=242 20240404-14:54:56.000000000 : 8=FIX.4.49=24535=834=1049=OEC_TEST52=20240404-14:54:5656=AThaker1=API016=5296.2511=99914=117=OECFIX:213269674:248131=5296.2532=137=21326967438=139=240=154=255=ES59=060=20240404-14:54:56.426150=F151=0167=FUT200=202406461=FXXXXS10=201 20240404-14:54:56.000000000 : 8=FIX.4.49=22935=834=1149=OEC_TEST52=20240404-14:54:5656=AThaker1=API01**6=5296.2511=99914=117=OECFIX:213269674:248237=21326967438=139=B40=154=255=ES59=060=20240404-14:54:56.442150=B151=0167=FUT200=202406461=FXXXXS10=246 Is FIX usually this slow? Is this just an artifact of using the Stage Environment connection? This seems unusably slow.
FIX Support » RequestForPositions Message Apr 04, 2024 @ 10:03 AM (Total replies: 9)
In case it's helpful additional information, this only happens when I have positions. When I have no positions I get replies more like what I'd expect: sending `8=FIX.4.4\|9=102\|35=AN\|34=22\|49=AThaker**\|52=20240404-14:58:05.000\|56=OEC_TEST\|1=API01\|263=0\|581=1\|710=461\|724=0\|10=123\|` receiving `8=FIX.4.4\|9=133\|35=AO\|34=25\|49=OEC_TEST\|52=20240404-14:58:05\|56=AThaker\|1=API01**\|581=1\|710=461\|721=OECFIX:638472651390540286:2492\|728=2\|729=1\|10=093\|`
FIX Support » RequestForPositions Message Apr 03, 2024 @ 10:35 PM (Total replies: 9)
I'm sending the following FIX message to try to request my positions: `8=FIX.4.4\|9=102\|35=AN\|34=11\|49=AThaker*\|52=20240404-03:28:59.000\|56=OEC_TEST\|1=API01\|263=0\|581=1\|710=892\|724=0\|10=133` and I get this: `8=FIX.4.4\|9=139\|35=3\|49=AThaker**\|56=OEC_TEST\|34=12\|52=20240404-03:28:59.000\|45=8\|371=581\|372=AP\|373=5\|58=Value is incorrect (out of range) for this tag\|10=004\|` I think this message is indicating that my tag 581, the AccountType tag, is incorrect (out of range). When I see the "valid values" in the RequestForPositions Fix Message specification it shows "1 - ACCOUNTCUSTOMER" I am confused why it seems like it's rejecting my RequestForPositions (AN) request based on setting tag 581 to 1. What should I be setting it to?