-
If you use the TimeZoneOffset to control when EOD runs it will open the same cache file after EOD runs. This problem only occurs when TimeZoneOffset is > 0.
Class: SocketEngine
Method: MessageCacheInit
Old Code: DateTime dtOpen = DateTime.Now.Date.AddHours(_iTimeZoneOffset);
New Code: DateTime dtOpen = DateTime.Now.AddHours(_iTimeZoneOffset).Date;
I must have added the...
2009-09-08 17:54:13 UTC in FIX4NET
-
Make sure you initialize the SocketEngine with the FIX 4.4 MessageFactoryFIX.
SocketEngine engine = new SocketEngine();
engine.MessageFactory = new FIX4NET.FIX.FIX_4_4.MessageFactoryFIX();
This is how FIX4NET creates message objects from the raw FIX message. Depending on what type of factory you give the engine it creates different message objects.
Charles Easton
East Tech...
2009-06-23 18:44:46 UTC in FIX4NET
-
I never finished all the FIX 4.2 messages. It probably wouldn't take long for me to implement the messages you need, even if they have repeating groups, but then you would have to integrate with my new release. Since this is open source I can not commit to a date but I'm willing to work on it since it's not finished as was meant to be finished.
What messages would you want to too quickly?.
2009-06-19 16:38:30 UTC in FIX4NET
-
You are right. After take a 2nd look I only implemented the build side. So it knows how to build a FIX message with repeating groups but doesn't know how to parse them.
Since the parse method won't actually do anything with repeating tags it's treated as a custom tag and goes into the FieldCollection. You can either try to access the field there or make updates to the Helper class parse...
2009-04-06 21:05:58 UTC in FIX4NET
-
I only implemented repeating groups in the FIX 4.4 library. I never had a need for it in the 4.0 & 4.2 libraries. The concepts to implement repeating groups are applicable to those libraries but I never had the time to implement them.
Another option would be to use the base FIX library that puts all those fields in a FieldCollection object. This gives you flexibility to iterate over...
2009-04-06 20:51:08 UTC in FIX4NET
-
-I am trying to receive trading information from a sell-side broker. Can this be done with fix4net, or is this rather a server side implementation only?
It will support both buy and sell side broker. The engine lets you send any message which could NewOrderSingle or ExecutionReport. The IEngine interface has a Received event that fires when it receives, validates, and caches a message and...
2009-02-19 03:47:39 UTC in FIX4NET
-
1. do you have any plans for adding fix 5.0 support?
I have not created message classes that match the 5.0 specs but the base FIX layer is generic enough to speak any very that complies to the basic rules.
In the sample I create the message factory in a way that supports any version of FIX.
MessageFactoryFIX factory = new...
2009-02-19 03:35:42 UTC in FIX4NET
-
upchuk committed patchset 25 of module FIX4NET to the FIX4NET CVS repository, changing 12 files.
2008-11-02 19:04:54 UTC in FIX4NET
-
upchuk committed patchset 24 of module FIX4NET to the FIX4NET CVS repository, changing 2 files.
2008-11-02 18:23:51 UTC in FIX4NET
-
upchuk committed patchset 23 of module FIX4NET to the FIX4NET CVS repository, changing 31 files.
2008-11-02 17:28:34 UTC in FIX4NET
