FIX Market Data Request - what to use for Symbol
FIX Market Data Request - what to use for Symbol
04 Aug 2016, 06:31
According o the newly available cTrader FIX Engine, Rules of Engagement (Version 2.5) you can connect to the price feed and request a Market Data. When i attempt this i get a FIX Reject 58=For input string: "EUR/USD".
I tried this with EURUSD but got a similar message
I have written FIX connectors before and the symbols are usually defined by the platform
The FIX document suggest sending a "Long" ??? with "Instrument identificators are provided by Spotware" (p8) , but no such identification is in the document or as far as i can see on the spotware site
Please advise on what we should use for Symbol
Here is my fix request and response
<20160804-03:24:12, FIX.4.4:icmarkets.xxxxx->cServer, outgoing> (8=FIX.4.49=12035=V34=249=icmarkets.xxx52=20160804-03:24:12.22556=cServer262=1263=1264=1146=155=EUR/USD267=2269=0269=110=080)
<20160804-03:24:12, FIX.4.4:icmarkets.xxx->cServer, incoming> (8=FIX.4.49=10335=334=249=cServer52=20160804-03:24:12.24656=icmarkets.xxx45=258=For input string: "EUR/USD"10=131)
My code is quite simple: (where symbol is a simple string
MarketDataRequest request = new MarketDataRequest(new MDReqID(""+nextMdReqId++),
new SubscriptionRequestType(SubscriptionRequestType.SNAPSHOT_PLUS_UPDATES),
new MarketDepth(1));
NoMDEntryTypes bidOffGrp = new NoMDEntryTypes();
bidOffGrp.set(new MDEntryType(MDEntryType.BID));
request.addGroup(bidOffGrp);
bidOffGrp.set(new MDEntryType(MDEntryType.OFFER));
request.addGroup(bidOffGrp);
MarketDataRequest.NoRelatedSym symGrp = new MarketDataRequest.NoRelatedSym();
symGrp.set(new Symbol(symbol));
request.addGroup(symGrp);
Session.sendToTarget(request, sessionId);
Replies
ian.p.johnson1
22 Aug 2016, 04:29
RE:
And when the only access to cTrader we have is cTrader WEB, which is all some brokers offer (which has a MUCH reduced set of info, of which FIX Symbol ID is NOT available), where do we get the FIX Symbol Id for each symbol from ?
@ian.p.johnson1
Spotware
22 Aug 2016, 17:36
Dear Traders,
Please be advised that there is no way to create the list of Symbol's FIX ID's due to the fact that they can be different for different brokers. We are planning to update the Symbol Information window for the Web version as well in the nearest future.
@Spotware
ianj
04 Aug 2016, 22:32
I noticed i had omitted the SenderSubID (field 50) field in the Standard Header (p3) which seems an obvious cause - but it doesn't help setting it to "QUOTE" - my symbols are still rejected
@ianj