QuickFix and Genesis Securities

Discussion in 'Automated Trading' started by walterjennings, Oct 22, 2008.

  1. Hey. I was wondering if anyone here has managed to get QuickFix to work with Genesis Securities' FIX server?

    I'm having an issue where I can connect to the server without the connection being dropped. I try to send my logon message and I get nothing back from them until the logonTimeout gets hit and it disconnects.

    Unfortunately the FIX pdf provided only gives a few sentences on how the logon message should be formatted.

    The message logon message I am sending is:

    Any hints or suggestions would be a great help.
  2. Also should it be possible to log onto a FIX server with telnet be able to test everything by hand? Iv read some threads about people doing that to debug issues.
  3. If you cannot connect at all, try
    telnet ADDRESS PORT

    If your side is connected, double-check sender and target IDS, and login info. The next check would be seq numbers.
  4. why don't you just use the Genesis API. Does Fix really come with Every option & every Call back that the Genesis API does? Are you able to route to All the exchanges w/ FIX?
  5. In most cases, client side FIX protocol provided by a broker far more reacher than API, and I'm absolutely sure Genesis just converts your API calls into an appropriate FIX message and sends it out to the destination exchange:

  6. The main reason I want to implement FIX is so that it is easier to switch my application between brokerages in the future. And since I am not doing too high frequency trading the loss of speed over the API isint an issue.

    Does anyone here have any experience getting QuickFix working with Genesis? I have a feeling that the reason I am getting no response after connecting is some simple setting that is uniquely required by them.
  7. rosy2


    what message does genesis send back? there should be a reason why your message was rejected.
  8. im getting no message back from genesis. there might be an issue with my connection to genesis resulting in them not getting the original logon msg.

    the quickfix log is showing this:

    20081027-16:22:20 : Connecting to xxxxxxx on port xxxx
    20081027-16:22:20 : Initiated logon request
    20081027-16:22:30 : Timed out waiting for logon response
    20081027-16:22:30 : Disconnecting

    I think normally there is a "Connection Succeeded" msg after the "Connecting" line. Though when I do a netstat -a before the timeout, it shows an open TCP connection to my server's IP and Port.

    When I telnet into the FIX server and paste


    it immediately drops the connection.
  9. rosy2


    i would think you have to call genesis to allow your IP access to their FIX server. looks like a firewall issue
  10. Try to remove tag 141 (ResetSeqNumFlag)
    #10     Oct 27, 2008