通过 FIX API 发送市价单时服务器无响应

Question

I am trying to send a purchase order, but I am not receiving a response from the server. The session is correct, and I am connected to port 5202. The python code is:

      mdr = fix.Message()

      mdr.getHeader().setField(fix.BeginString(fix.BeginString_FIX44))
      mdr.getHeader().setField(fix.MsgType(fix.MsgType_NewOrderSingle))
      mdr.getHeader().setField(fix.TargetSubID('TRADE'))
      mdr.getHeader().setField(fix.SenderSubID('TRADE'))
      mdr.setField(fix.ClOrdID(str(str(self.genExecID())))
      mdr.setField(fix.HandlInst('1')))
      mdr.setField(fix.Side('1'))
      mdr.setField(fix.Symbol('1'))
      mdr.setField(fix.OrderQty(0.01))
      mdr.setField(fix.Currency('EUR'))
      mdr.setField(fix.TimeInForce('1'))
      mdr.setField(fix.OrdType('1'))
      trstime = fix.TransactTime()
      trstime.setString(datetime.utcnow().strftime('%Y%m%d-%H:%M:%S.%f')[:-3])
      mdr.setField(trstime)
      fix.Session.sendToTarget(mdr, self.sessionID)

And the message it generates is:

8=FIX.4.4☺9=158☺35=D☺34=2☺49=demo.ctrader.3449248☺50=TRADE☺52=20220310-10:37:36.000☺56=CSERVER☺57=TRADE☺11=1☺15=EUR☺21=1☺38=0.01☺40=1☺54=1☺55=1☺59=1☺60=20220310-10:37:36.898☺10=130☺

Does anyone miss any fields or see any errors in the message. Thank you very much.

Answer 1

This might be a bit late...but I had a similar issue and changed my fix message to the following:

1. Tag 50 (sendersubid) - Should be a random string of characters for that particular session you are logging in with and should be changed with every new login. If you log in multiple times with the same sendersubid, I think the server rejects.

2. Tag 38 (lot size) - you used "0.01". Try instead "1000"

3. "CSERVER" should be "cServer"

hope it helps