CODEWITHSUNDEEP
pythonfix-protocol
William Wood
William Wood

Reputation: 11

QuickFix python for CQG

I am trying to connect to the CQG FIX API. My python code works fine with StoneX. However, the login for CQG requires some additional parameters:

SenderSubID = (value)
RawData = (value)

Although the FIX number code for these is included within the SWIG-generated quickfix.py, the actual variables are not:

SENDERCOMPID = cvar.SENDERCOMPID   (This variable is used)
SENDERSUBID = cvar.SENDERSUBID  (This line is MISSING)

This is also missing int the sessionsettings.h file. When I add the appropriate lines to sessionsettings.h, the swig script "swig.sh" generates a new quickfix.py with the appropriate lines:

SENDERSUBID = cvar.SENDERSUBID

HOWEVER, when I try to include this new quickfix in the python program, I get the following error:

delete_SwigPyIterator module not in _quickfix

I downgraded to Swig 3.0.10, which is the version that generated the original quickfix that works, and I get the same error message. Any help with this problem would be much appreciated...

Upvotes: 0

Views: 51

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