CODEWITHSUNDEEP
fix-protocol
bo fu
bo fu

Reputation: 23

Using FIX protocol to connect to the broker

I am currently trying to build a program using FIX protocol to communicate with a broker (currenex). I sent my (self-generated) logon message to the server and got something back. This is what I sent

8=FIX.4.49=8835=A49=xxxxxxxx56=CNX34=152=20140718-11:40:18.24498=0108=30141=Y554=xxxxxx10=128

(the SenderCompID and the password were replaced) and I got 

8=FIX.4.49=7635=A34=149=CNX52=20140718-11:40:33.22456=xxxxxxxx141=Y98=0108=3010=1458=FIX.4.49=7035=h34=249=CNX52=20140718-11:40:33.22656=xxxxxxxx336=0340=210=128

back from the server. I think I built the logon message correct (or did I?). But when I sent a second request MarketDataRequest 

8=FIX.4.49=13735=V49=xxxxxxxx56=CNX34=252=20140718-11:42:53.504262=363263=1264=0265=1266=N267=2269=1269=0146=155=GBP/USD554=xxxx10=013

I had no response at all. I asked the broker and they said the connection dropped right away every time after I logged in. I thought it was some connection problem and I tried using RESTClient (Postman) to send the message but the result was the same. Could any one take a look at my messages and point out if there is something stupid please? All I need is the real-time exchange rate so a simple FIX message example will be very helpful. Thanks a lot!

Regards, Bo

Upvotes: 2

Views: 4157

Answers (2)

dexter87
dexter87

Reputation: 11

Try using Minifix tool which will maintain the heartbeats and the session connection. Ideally for a 35=V request you should get
35=W = Market Data-Snapshot/Full Refresh
35=X = Market Data-Incremental Refresh
35=Y = Market Data Request Reject

you get a 35=3 (reject) or 35=4 (or a seq reset) in response to a 35=A request.

Upvotes: 0

Konstantin V. Salikhov
Konstantin V. Salikhov

Reputation: 4653

Your logon response message says that your trading session is open (340=2) so it's not broker-side problem. I think your program disconnects TCP/IP connection from server after login message. FIX protocol insists that TCP/IP connection must be kept alive during the whole FIX session - otherwise the session will be closed. So you need rewrite your program to keep connection alive and just send there yor requests and listen for responses. Don't close the connection.

Upvotes: 3

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