Getting started (quickfix)

Imported from previous forum

Hi,

i pretty new to fix, but maybe you can help me out.
i had a look at the tradeclient example that ships with the sources of the quickfix engine.
so, i used my test account from my broker to send an order.
i just get following error:

Action: <20070716-10:57:23, FIX.4.3:SENDERTEST->TARGETTEST, incoming>
(8=FIX.4.3☺9=100☺35=3☺52=20070716-10:57:23☺34=54☺49=TARGETTEST☺56=SENDERTEST☺45=50☺373=1☺58=Need MARKET in tag 100 or 336☺10=246☺)

of course, the program never asked me for the security exchange (i believe, this is meant by MARKET), so i tried to fix it.
but i can’t see how to add the SecurityExchange to the NewOrderSingle object (FIX4.3)

other things i would like to achieve:

  • getting information about an ISIN on some market (like what is the symbol, what is the currency, …)
  • getting information about an SYMBOL on some market (like what is the isin, what is the currency, …)
  • getting ticks of an symbol/isin on some market

could you please help me out on this? any hints?

thank you in advance.
Sascha Kiefer

Sascha,

The first thing that you need to do is to talk to your broker, and ask them for their “Rules of Engagement” document. Everyone (unfortunately) uses FIX slightly differently. This means that developing against a test system can often be frustrating. Have a look at their ROE doc and you will see what issues you are likely to come up against at the start of the process,

George