QuickFix (Beta)

Discover more about the QuickFix connector and how to use it on the Digibee Integration Platform.

The QuickFix connector is currently in beta phase. Learn more about the Beta Program.

QuickFix sends and receives financial messages using the FIX (Financial Information eXchange) protocol, which is a global standard for real-time electronic trading communication. It enables the integration of trading systems and financial institutions with brokers, exchanges, and other market participants.

Parameters

Take a look at the configuration parameters for the connector. Parameters supported by Double Braces expressions are marked with (DB).

Required tab

Parameter
Description
Default value
Data type

Fix version (Begin String) (DB)

FIX protocol version (for example, FIX.4.4).

N/A

String

Sender Comp ID (DB)

Identifier of the counterparty sending the messages.

N/A

String

Target Comp ID (DB)

Identifier of the counterparty that will receive the messages.

N/A

String

Connection Type

Defines whether FIX will be initiator or acceptor.

initiator

String

Host (DB)

IP address or hostname to connect to (initiator).

N/A

String

Port (DB)

Port to connect to the FIX server (initiator).

N/A

Integer

Start Time (DB)

FIX session start time (HH:mm:ss format).

N/A

String

End Time (DB)

FIX session end time (HH:mm:ss format).

N/A

String

Heartbeat Interval (DB)

Interval between heartbeat messages, in seconds.

N/A

Integer

Use Data Dictionary

When enabled, allows the use of the FIX dictionary file (dataDictionary).

False

Boolean

Fail On Error

If the option is activated, the pipeline's execution with an error will be interrupted. Otherwise, the pipeline execution proceeds, but the result will show a false value for the "success" property.

False

Boolean

Optional tab

Parameter
Description
Default value
Data type

Lazy Create Engine

If true, the QuickFIX/J engine is only created when the first message is sent or a consumer is configured. If false, the engine starts as soon as the endpoint is created. If this parameter isn’t set, the default value from the connector settings is used.

False

Boolean

Session ID (DB)

Identifies a specific FIX session. The format is: (BeginString):(SenderCompID)/(SenderSubID)/(SenderLocationID)-(TargetCompID)/(TargetSubID)/(TargetLocationID).

N/A

String

Reset On Logon

If enabled, resets the sequence numbers when logging on.

False

Boolean

Reset On Logout

If enabled, resets the sequence numbers when logging out.

False

Boolean

Reset On Disconnect

If enabled, resets the sequence numbers when connection is lost.

False

Boolean

Reset SeqNum Flag

If enabled, send ResetSeqNumFlag=Y on logon message.

False

Boolean

Reconnect Interval (DB)

Waiting time between reconnection attempts, in seconds.

N/A

Integer

Logon Timeout (DB)

Maximum time to complete a logon, in seconds.

N/A

Integer

Logout Timeout (DB)

Maximum time to complete logout, in seconds.

N/A

Integer

Socket No Delay

If enabled, activates TCP_NODELAY to reduce latency.

False

Boolean

Socket Keep Alive

If enabled, activates TCP keepalive on socket connection.

False

Boolean

Use Data Dictionary

If enabled, allows validation using a FIX dictionary.

False

Boolean

Data Dictionary Path (DB)

Path to FIX definition file (for example, FIX44.xml).

N/A

String

Validate Fields Out of Order

Validates messages even if fields are out of order.

False

Boolean

Validate User-Defined Fields

Enable validation for user-defined fields against the dictionary.

False

Boolean

Start Day (DB)

Day of the week to start the session (for example, Monday).

N/A

String

End Day (DB)

Day of the week to end the session (for example, Friday).

N/A

String

Use Local Time

If enabled, uses local time instead of UTC.

False

Boolean

Check Latency

If enabled, activates latency checking on incoming messages.

False

Boolean

Max Latency (DB)

Maximum allowed latency value, in seconds.

N/A

Integer

File Store Path (DB)

Directory where messages and logs will be stored.

N/A

String

File Log Path (DB)

Directory to store session logs.

N/A

String

Headers tab

Parameter
Description
Default value
Data type

EventCategory

The category of the event being processed.

N/A

String

MessageType (DB)

The FIX message type (MsgType tag) to be used.

N/A

String

Documentation tab

Parameter
Description
Default value
Data type

Documentation

Section for documenting any necessary information about the connector configuration and business rules.

N/A

String

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