bronzeboyvn2011
05 Oct 2024, 15:27 ( Updated at: 07 Oct 2024, 05:31 )

RE: market data request

PanagiotisCharalampous said: 

Hi there,

Message 35=g is not supported by cTrader FIX API. You can find the available messages in the link below

https://help.ctrader.com/fix/specification/

Best regards,

Panagiotis

Thank you, I can request market data to get Bid/Ask price of GBPUSD (Symbol Id = 2) now.

After logon message (34=1),

20241005-15:01:22.945450000 outgoing >
8=FIX.4.4
9=133
35=V
34=2
49=demo.icmarkets.9208883
52=20241005-15:01:22.945
56=cServer
57=QUOTE
146=1
55=2
262=HACKED
263=1
264=1
267=2
269=0
269=1
10=016

20241005-15:01:23.125232000 incoming<
8=FIX.4.4
9=128
35=W
34=2
49=cServer
50=QUOTE
52=20241005-15:00:56.168
56=demo.icmarkets.9208883
55=2
268=2
269=0
270=1.31198
269=1
270=1.31205
10=232

MarketDataSnapshotFullRefresh of GBPUSD (Symbol ID = 2): Bid 1.31198, Ask 1.31205.

If anyone needs guide with MsgType(35)=V & MsgType(35)=W on quickfix C++, I can share snippets.

 

bronzeboyvn2011
04 Oct 2024, 14:00

failed to get trading status

1) My quickfix C++ client can log in IcMarkets cServer now.

20241004-13:42:08.267808000 outgoing >

8=FIX.4.4|9=124|35=A|49=demo.icmarkets.9208883|56=cServer|34=1|57=QUOTE|52=20241004-13:42:08.267|98=0|108=30|141=Y|553=9208883|554=PZOS2560|10=234|

20241004-13:42:08.627457000 incoming <

8=FIX.4.4|9=99|35=A|34=1|49=cServer|50=QUOTE|52=20241004-13:41:40.825|56=demo.icmarkets.9208883|98=0|108=30|141=Y|10=115|

It seems fine!

2) Then I send request to get trading status

20241004-13:42:08.627571000  outgoing >

8=FIX.4.4|9=106|35=g|34=2|49=demo.icmarkets.9208883|52=20241004-13:42:08.627|56=cServer|57=QUOTE|263=0|335=2|336=PRE-OPEN|10=185|

20241004-13:42:08.814645000 incoming <

8=FIX.4.4|9=135|35=3|34=2|49=cServer|50=QUOTE|52=20241004-13:41:41.009|56=demo.icmarkets.9208883|45=2|58=Invalid MsgType, field=35|371=35|372=g|373=11|10=042|

20241004-13:42:08.667864000 outgoing >
8=FIX.4.4|9=106|35=g|34=3|49=demo.icmarkets.9208883|52=20241004-13:42:08.667|56=cServer|57=QUOTE|263=0|335=3|336=PRE-OPEN|10=191|

20241004-13:42:08.846056000 outgoing <
8=FIX.4.4|9=135|35=3|34=3|49=cServer|50=QUOTE|52=20241004-13:41:41.044|56=demo.icmarkets.9208883|45=3|58=Invalid MsgType, field=35|371=35|372=g|373=11|10=043|

The responses have 35=3 (MsgType = Reject). I'm not sure about TradingSessionID of IcMarkets (336=PRE-OPEN). How we can get the correct value for TradingSessionID of IcMarkets' cTrader ?

bronzeboyvn2011
04 Oct 2024, 08:51 ( Updated at: 04 Oct 2024, 13:44 )

RE: Always receive logout request

PanagiotisCharalampous said: 

Hi there,

Isn't the message self explanatory? You are missing tag 57 in your logon message.

Best regards,

Panagiotis

Thank you,

I run example C++ “tradeclient” of quickfix engine and though it read all values in config file. Now I got that “tradeclient” doesn't log in cServer, it needs to be implemented more.