Re: [Quickfixj-users] interactive brokers specific question

[Colin D. <co...@ma...>]

10s sounds like a lot. My experience with their FIX gateway is that latencies are lower than that, though that is usually with a co-located host. With their FIX gateway, you’ll have to set up a VPN or use a co-located host over a cross-connect.

> On Dec 31, 2021, at 5:44 AM, Walt J <wa...@gm...> wrote:
> 
> QuickFIX/J Documentation: http://www.quickfixj.org/documentation/
> QuickFIX/J Support: http://www.quickfixj.org/support/
> 
> 
> I'm looking to move away from their API and move instead to using  their FIX server because I'm finding at open that my orders aren't being processed for about 10 seconds and sometimes as much as 55 seconds.  
> 
> Do you know is switching to FIX will bypass the problem?
> 
> On Fri, Dec 31, 2021, 8:24 AM Colin DuPlantis <co...@ma... <mailto:co...@ma...>> wrote:
> QuickFIX/J Documentation: http://www.quickfixj.org/documentation/
> QuickFIX/J <http://www.quickfixj.org/documentation/QuickFIX/J> Support: http://www.quickfixj.org/support/ <http://www.quickfixj.org/support/>
> 
> 
> Yes
> 
>> On Dec 30, 2021, at 3:20 PM, Walt J <wa...@gm... <mailto:wa...@gm...>> wrote:
>> 
>> QuickFIX/J Documentation: http://www.quickfixj.org/documentation/ <http://www.quickfixj.org/documentation/>
>> QuickFIX/J Support: http://www.quickfixj.org/support/ <http://www.quickfixj.org/support/>
>> 
>> 
>> Thanks Colin.
>> 
>> Are you familiar with IB's FIX implementation?
>> 
>> On Thu, Dec 30, 2021 at 5:46 PM Colin DuPlantis <co...@ma... <mailto:co...@ma...>> wrote:
>> QuickFIX/J Documentation: http://www.quickfixj.org/documentation/
>> QuickFIX/J <http://www.quickfixj.org/documentation/QuickFIX/J> Support: http://www.quickfixj.org/support/ <http://www.quickfixj.org/support/>
>> 
>> 
>> 1. Correct, you are the initiator in this scenario and have no need for an acceptor, except, as you say, for testing
>> 
>> 2. You can use the JDBCStore as your message store
>> 
>> On 12/30/21 11:35 AM, Walt J wrote:
>>> QuickFIX/J Documentation: http://www.quickfixj.org/documentation/ <http://www.quickfixj.org/documentation/>
>>> QuickFIX/J Support: http://www.quickfixj.org/support/ <http://www.quickfixj.org/support/>
>>> 
>>> 
>>> 
>>> 
>>> I'm still working to get my head around the machinery of FIX orders.
>>> 
>>> My goal is to retrofit my java app I've been using to trade using the Interactive Brokers API, to start using the IB FIX servers through their Gateway.
>>> 
>>> Hopefully there's someone out there with experience with using IB with a FIX connection. 
>>> 
>>> As I understand things, my java app would be an "initiator" with a session connected to the Gateway which has running on it the "Acceptor". Is that correct? 
>>> 
>>> If that's the case, then I really have no reason to run an "acceptor" in my app (except for testing). Is that also correct?
>>> 
>>> How do I tell/configure quickfix how to connect to the mysql server I have running on my local machine? I've used the provided sql queries to create the required tables. I've confirmed the table were created.  How can I tell if quickfix is connected?
>>> 
>>> Thanks for any help that can be provided
>>> 
>>> 
>>> 
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>> -- 
>> Colin DuPlantis
>> Chief Architect, Marketcetera
>> Download, Run, Trade
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> 
> Colin DuPlantis
> Chief Architect, Marketcetera
> Download, Run, Trade
> https://www.marketcetera.com <https://www.marketcetera.com/>
> _______________________________________________
> Quickfixj-users mailing list
> Qui...@li... <mailto:Qui...@li...>
> https://lists.sourceforge.net/lists/listinfo/quickfixj-users <https://lists.sourceforge.net/lists/listinfo/quickfixj-users>
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Colin DuPlantis
Chief Architect, Marketcetera
Download, Run, Trade
https://www.marketcetera.com