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Jun 04, 2024 02:21 PM

Jun 25, 2024 10:55 AM

Jun 25, 2024 03:38 PM




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ARomano8351 has contributed to 3 posts out of 5623 total posts (0.05%) in 20 days (0.00 posts per day).

20 most recent posts:

FIX Support » Margin request Today @ 10:55 AM (Total replies: 5)

When I submit the sample message I get : Unknown request message type:
2024-06-25 15:51:31,626 - INFO - MainThread - FixClient is sending: 949533789=UR
2024-06-25 15:51:31,628 - INFO - MainThread - Sending Application message to server. Session: FIX.4.4:xxxxxx->OEC. Message: 8=FIX.4.49=25235=UR34=8649=xxxxxx52=20240625-15:51:31.62856=OEC1=xxxxxx55=ES55=ES55=OES110=4110=1110=-5200=201403200=201403200=201403202=1600461=FXXXXS461=FXXXXS461=OCXFXS702=312064=63530616069275902512066=-412066=512066=110=089


2024-06-25 15:51:31,629 - ERROR - MainThread - Unknown request message type 8=FIX.4.49=25235=UR34=8649=xxxxxx52=20240625-15:51:31.62856=OEC1=xxxxxx55=ES55=ES55=OES110=4110=1110=-5200=201403200=201403200=201403202=1600461=FXXXXS461=FXXXXS461=OCXFXS702=312064=63530616069275902512066=-412066=512066=110=089
2024-06-25 15:51:31,634 - INFO - Dummy-5 - Received Admin message from server. Session: FIX.4.4:xxxxxx->OEC. Message: 8=FIX.4.49=12435=334=8549=OEC52=20240625-15:51:3156=xxxxxx45=8658=Tag appears more than once371=55372=UR373=1310=125

FIX Support » Margin request Jun 24, 2024 @ 04:07 PM (Total replies: 5)

Thanks. I found that indeed, but that message type seems to be a custom one, i.e. is not included in the standard fix implementation. Do I need to create a custom message type https://quickfixn.org/tutorial/custom-fields-groups-and-messages.html? You have an example?

I tried this , but I get "Unknown request message type"
Edited by ARomano8351 on Jun 24, 2024 06:24 PM

FIX Support » Margin request Jun 23, 2024 @ 01:43 PM (Total replies: 5)

Hi,

If found that the fix example https://bitbucket.org/GainFuturesDev/oecfixsample/src/master/ has a MARGINCALC Command in foxscript.
1)How is this script language used?
How to run commands, from the console? I installed in LINUX but nothing seems to work,
I am already using fix for trading from python in linux, with quickfix, but I it is not clear how to use foxscript.

I want to write a function to compute the margins of a given portfolio, and run it from python, if possible.

2)Is there any working example of margin calculation for a portfolio of 3 different futures in foxscript? In case this will not work, anybody has an example of calling com object from python to compute the margins of multiple legs portfolios ?

Thanks
BW
Edited by ARomano8351 on Jun 23, 2024 01:47 PM
Edited by ARomano8351 on Jun 23, 2024 06:21 PM