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Apr 08, 2013 01:50 PM

Jun 22, 2016 03:53 PM

Jun 22, 2016 03:53 PM



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MFrost225 has contributed to 9 posts out of 4471 total posts (0.20%) in 2410 days (0.00 posts per day).

20 most recent posts:

FIX Support » Pre-built OEC FIX Sample Jun 22, 2016 @ 03:53 PM (Total replies: 4)

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)
Matt Frost


FIX Support » FAST template 16003 Jun 22, 2016 @ 01:51 PM (Total replies: 4)

If you are referencing the https://github.com/oecapi/OECFIXSample, it fails when trying to make a FAST connection. If you are able to build and connect to FAST, let me know. I get the following error when I try to do any FAST commands.

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.
Matt Frost

Edited by MFrost225 on Jun 22, 2016 01:51 PM

FIX Support » FAST template 16003 Jun 22, 2016 @ 01:43 PM (Total replies: 4)

Do you have an update on this? The FAST server appears to be responding with an undocumented template.
Matt Frost


FIX Support » Pre-built OEC FIX Sample Jun 22, 2016 @ 01:40 PM (Total replies: 4)

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.
Matt Frost


FIX Support » Pre-built OEC FIX Sample Jun 20, 2016 @ 03:49 PM (Total replies: 4)

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.
Matt Frost


FIX Support » FAST template 16003 Jun 20, 2016 @ 01:59 PM (Total replies: 4)

When I attempt to do a FAST logon, I'm receiving template 16003 in response. Is there an updated version of the templates (http://api.gainfutures.com/Sections/Misc/DownloadFile.aspx?ClientUpdate=0_5008_1) that contains this template?
Matt Frost


FIX Support » Websockets wrapper for FIX & FAST? Jun 15, 2016 @ 05:05 PM (Total replies: 3)

Thanks Chris,

In case I was unclear, I am aware of the FIX & FAST connections. These are socket connections and cannot be used from within the browser. I'm asking if you have plans on supporting a connection that can be used directly by a web application - websockets being a likely candidate.

Given that your platform doesn't support the web or mobile, I was hoping you all had a web/mobile platform in development with a corresponding API supporting web clients.

-Matt
Matt Frost


FIX Support » Websockets wrapper for FIX & FAST? Jun 15, 2016 @ 01:33 PM (Total replies: 3)

I have a custom web app I'd like to connect via API. Because the browser API doesn't allow direct socket access, I was hoping you all had (or plan on having) a web socket interface? I currently have to bounce the web client thru a server simply due to this.

Simply wrapping the existing FIX & FAST interfaces with a web socket interface would do the trick.
Matt Frost


FIX Support » List of exchanges Jun 01, 2016 @ 11:14 AM (Total replies: 1)

How does one get the list of valid exchange codes (via FIX) for use with SecurityListRequest.SecurityExchange?
Matt Frost