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Python and QuickFIX
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Created: by Branzol Attachments:1

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Python and QuickFIX

  #31 (permalink)
Trading Apprentice
Princeton, NJ/USA
 
Futures Experience: Beginner
Platform: terminal
Favorite Futures: currency futures
 
Posts: 3 since Aug 2016
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Branzol View Post
I'll sit down in the am and help you with an acceptor code. Now it makes more sense. This code was written to originally talk to a fixsim.com acceptor and finally transferred to Nadexs acceptor.

Hey Branzol, I am currently working on building a simulator. I am completely new to quickfix and python so far i have created the executor.py script with setting the session creation. I would really appreciate if you could help me understand how to move forward with it. Thanks

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  #32 (permalink)
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mitrab View Post
Hey Branzol, I am currently working on building a simulator. I am completely new to quickfix and python so far i have created the executor.py script with setting the session creation. I would really appreciate if you could help me understand how to move forward with it. Thanks

Hi Mitrab, I apologize for the delay. I have not been on here in a few weeks. I'm making some assumptions here, so please correct me if I'm wrong. You've written an executor that you assume will work and need to test. You want to get the Acceptor portion of this working locally on your machine so you can test the executor at that point you would have a "simulator". Your not going to using some of the Quickfix Acceptor services that provide fake real-time data and order processing etc. Let me know and we can go from there.

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  #33 (permalink)
Trading Apprentice
Princeton, NJ/USA
 
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Any help/advice would be much appreciated at this point.



Branzol View Post
Hi Mitrab, I apologize for the delay. I have not been on here in a few weeks. I'm making some assumptions here, so please correct me if I'm wrong. You've written an executor that you assume will work and need to test. You want to get the Acceptor portion of this working locally on your machine so you can test the executor at that point you would have a "simulator". Your not going to using some of the Quickfix Acceptor services that provide fake real-time data and order processing etc. Let me know and we can go from there.

Hey Branzol,

Ah, thank you so so so so much for your reply.

So far I have created a tradeclient.py file (initiator) and executor.py(acceptor) file.
While executing both of them through cmd, I get the following:

INITIATOR run CMD:

c:\pyfix\pyfixdemo\python>tradeclient.py
545
547
549
551
FIXT.1.1:CLIENT1->EXECUTOR
<20160915-19:41:54.205, FIXT.1.1:EXECUTOR->CLIENT1, event>
(Created session)
553
waiting for logon
waiting for logon
waiting for logon
waiting for logon
waiting for logon
waiting for logon
waiting for logon
waiting for logon

ACCEPTOR RUN CMD

c:\pyfix\pyfixdemo\python>executor.py
<20160915-19:27:52.167, FIXT.1.1:EXECUTOR->CLIENT1, event>
(Created session)

I am helpless and stuck as to how to proceed.

My first step would be to make them a happy couple ( initiator and executor to talk to each other)

I would appreciate any help! Thank you so much in advance!
Mitra

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  #34 (permalink)
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Me again!

Hello Branzol,

I was able to get started with initiator (session creation, logon, sending messages)
However I am still not able to make the initiator and acceptor to talk to each other. Were you able to establish that?
Thanks
Mitra

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  #35 (permalink)
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Branzol View Post
The commands you find in any of the Quickfix implementations will work. You just have to format them for use in Python. Below you'll find a very, I repeat very rough implementation of an initiator and Acceptor. The Acceptor is just the example executor code from the Quickfix website. The executor was written for 4/4.1/4.2 FIX so I had to switch the initiator to 4.2 for now as I don't have the time this morning to switch out the syntax to 5.0SP2.

Steps are as follows:
  1. Unzip the folder.
  2. Run acceptor.py with no arguments after it.
  3. Run initiator.py with the argument initiatorsettings.cfg
  4. If you check the logs you will see there are communicating and connecting. The Acceptor also will show the messages flowing in.

Please note currently it's throwing a message about the order being in the wrong format. I'm sure that is due to the previous order was in FIX 5.0SP2 format and it needs to be converted to FIX 4.2 or the executor needs to be formatted for FIX 5.0. I can take a look at that but it's not going to be until tomorrow evening. I just wanted to give you enough code to play around with today and somewhat see how this all functions.

Is there anything your really struggling to understand when it comes to Quickfix and FIX?

I would like to thank your for the given examples because it was very hard for me to build a QuickFix client/server enviroment apart from the Fixmulator/Banzai GUI programs.
I would like to point out that:

- I have received an error regarding the settings.cfg loading ---> i had to modify the path in initiator.py to make it working
- "Runtime error: Unable to create, bind, or listen to port 9911" --> i commented out the HttpAcceptPort=9911 row in the initiatorsettings.cfg

Does the provided initiator have other functions apart the Logon message?

Thank you very much

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  #36 (permalink)
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Good


Branzol View Post
The commands you find in any of the Quickfix implementations will work. You just have to format them for use in Python. Below you'll find a very, I repeat very rough implementation of an initiator and Acceptor. The Acceptor is just the example executor code from the Quickfix website. The executor was written for 4/4.1/4.2 FIX so I had to switch the initiator to 4.2 for now as I don't have the time this morning to switch out the syntax to 5.0SP2.

Steps are as follows:
  1. Unzip the folder.
  2. Run acceptor.py with no arguments after it.
  3. Run initiator.py with the argument initiatorsettings.cfg
  4. If you check the logs you will see there are communicating and connecting. The Acceptor also will show the messages flowing in.

Please note currently it's throwing a message about the order being in the wrong format. I'm sure that is due to the previous order was in FIX 5.0SP2 format and it needs to be converted to FIX 4.2 or the executor needs to be formatted for FIX 5.0. I can take a look at that but it's not going to be until tomorrow evening. I just wanted to give you enough code to play around with today and somewhat see how this all functions.

Is there anything your really struggling to understand when it comes to Quickfix and FIX?


nice code

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  #37 (permalink)
Trading Apprentice
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Python Quickfix

I am beginner in quickfix this code help for start

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  #38 (permalink)
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install Quickfix engine on windows and use python API to build a client/b

Hi Branzol,

Thanks for the code and the thread!

I'm trying to install the Quickfix FIX engine on windows and use its python API to build a client/buy-side application.

I'm using windows 10, 64amd
Python 2.7

I don't know how to install the Quickfix engine, the instruction on Quickfix org are terrible!! I tried to do the listed below to no success:

1. pip install quickfix but it gives errors like "failed building wheel for quickfix"

2. Downloading the "source zip" file from quickfixengine.org and using visual studio community 2015 to "batch build" the "quickfix_vs12.sln" but it gives errors that "quickfix.lib" does not exist.

3. install with "quickfix‑1.14.3‑cp27‑none‑win_amd64.whl" from lfd but it also didn't work...

I tried more stuff to no success ):

Can anyone help please with the steps needed to:
1. Install quickfix engine on windows 10 amd64.
2. Make the Python package of quickfix available to use in order to build a buy-side client.

I know it's a lot to ask..

Thanks,

Asaf

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  #39 (permalink)
Trading Apprentice
Jerusalem
 
Futures Experience: Beginner
Platform: TradeStation
Favorite Futures: Emini
 
Posts: 2 since Dec 2016
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Solved the issues..


asafbengal View Post
Hi Branzol,

Thanks for the code and the thread!

I'm trying to install the Quickfix FIX engine on windows and use its python API to build a client/buy-side application.

I'm using windows 10, 64amd
Python 2.7

I don't know how to install the Quickfix engine, the instruction on Quickfix org are terrible!! I tried to do the listed below to no success:

1. pip install quickfix but it gives errors like "failed building wheel for quickfix"

2. Downloading the "source zip" file from quickfixengine.org and using visual studio community 2015 to "batch build" the "quickfix_vs12.sln" but it gives errors that "quickfix.lib" does not exist.

3. install with "quickfix‑1.14.3‑cp27‑none‑win_amd64.whl" from lfd but it also didn't work...

I tried more stuff to no success ):

Can anyone help please with the steps needed to:
1. Install quickfix engine on windows 10 amd64.
2. Make the Python package of quickfix available to use in order to build a buy-side client.

I know it's a lot to ask..

Thanks,

Asaf

After researching a bit, I succeeded to install the QuickFix engine by downloading the "source tar" and building the "quickfix_vs12.sln" in Microsoft visual studio.

The thing is that it had a syntax error in the "utility.cpp' file in line number 399 in the "bool thread_spawn( THREAD_START_ROUTINE func, void* var, thread_id& thread )" method.

The original (399 line) was: "result = _beginthreadex( NULL, 0, &func, var, 0, &id );" so I deleted the "&" sign so that it would be: "result = _beginthreadex( NULL, 0, func, var, 0, &id );"

and only then the build was successful...

Then I installed the "quickfix-1.14.3-cp27-none-win_amd64.whl" with pip.

Then I used Branzol code and changed the needed stuff and it worked!

I hope this helps....

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