I have the client and server functioning properly. Could you kindly walk me through how to execute a sample buy order once the sessions are both initiated?

Per out previous discussion on execution report implementation I tried the quickfix github documentation. I was hoping if you have a moment you might be able to assist me in bridging the provided acceptor with an active fix session that I am connected to.

I am trying to implement executor.py to provide execution report details for orders I am passing to the exchange and market data requests. I have a successful session connection with the exchange on a UAT session. I place an order successfully and run python executor.py executor.cfg in a seperate terminal to try to capture the return message but nothing happens:

U:\quickfix-python-samples\initiator>python executor.py executor.cfg
<20210520-15:07:49.000000000, FIX.4.2:KWESTFUT42->WELLSFUT42, event>
(Created session)

This is my config file:
[DEFAULT]
DefaultApplVerID=FIX.4.2
FileStorePath=./Sessions/
ConnectionType=acceptor
StartTime=00:00:00
EndTime=00:00:00
ReconnectInterval=5
ValidOrderTypes=1,2,F
SenderCompID=******
TargetCompID=******
UseDataDictionary=Y
DefaultMarketPrice=12.30

[SESSION]
BeginString=FIX.4.2
SocketAcceptPort=9000
DataDictionary=./spec/FIX42.xml
FileLogPath=./Logs/
FileStorePath=./Sessions/
SenderCompID=******
TargetCompID=******
DeliverToCompID=******
HeartBtInt=30
SocketConnectPort=******
SocketConnectHost=******

executor.py:
import sys
import time
import quickfix as fix

class Application(fix.Application):
orderID = 0
execID = 0

def onCreate(self, sessionID): return
def onLogon(self, sessionID): return
def onLogout(self, sessionID): return
def toAdmin(self, sessionID, message): return
def fromAdmin(self, sessionID, message): return
def toApp(self, sessionID, message): return
def fromApp(self, message, sessionID):
	beginString = fix.BeginString()
	msgType = fix.MsgType()
	message.getHeader().getField( beginString )
	message.getHeader().getField( msgType )

	symbol = fix.Symbol()
	side = fix.Side()
	ordType = fix.OrdType()
	orderQty = fix.OrderQty()
	price = fix.Price()
	clOrdID = fix.ClOrdID()

	message.getField( ordType )
	if ordType.getValue() != fix.OrdType_LIMIT:
		raise fix.IncorrectTagValue( ordType.getField() )

	message.getField( symbol )
	message.getField( side )
	message.getField( orderQty )
	message.getField( price )
	message.getField( clOrdID )

	executionReport = fix.Message()
	executionReport.getHeader().setField( beginString )
	executionReport.getHeader().setField( fix.MsgType(fix.MsgType_ExecutionReport) )

	executionReport.setField( fix.OrderID(self.genOrderID()) )
	executionReport.setField( fix.ExecID(self.genExecID()) )
	executionReport.setField( fix.OrdStatus(fix.OrdStatus_FILLED) )
	executionReport.setField( symbol )
	executionReport.setField( side )
	executionReport.setField( fix.CumQty(orderQty.getValue()) )
	executionReport.setField( fix.AvgPx(price.getValue()) )
	executionReport.setField( fix.LastShares(orderQty.getValue()) )
	executionReport.setField( fix.LastPx(price.getValue()) )
	executionReport.setField( clOrdID )
	executionReport.setField( orderQty )

	if beginString.getValue() == fix.BeginString_FIX40 or beginString.getValue() == fix.BeginString_FIX41 or beginString.getValue() == fix.BeginString_FIX42:
		executionReport.setField( fix.ExecTransType(fix.ExecTransType_NEW) )

	if beginString.getValue() >= fix.BeginString_FIX41:
		executionReport.setField( fix.ExecType(fix.ExecType_FILL) )
		executionReport.setField( fix.LeavesQty(0) )

	try:
		fix.Session.sendToTarget( executionReport, sessionID )
	except fix.SessionNotFound as e:
		return

def genOrderID(self):
	self.orderID = self.orderID+1
	return self.orderID
def genExecID(self):
	self.execID = self.execID+1
	return self.execID

try:
file = sys.argv[1]
settings = fix.SessionSettings( file )
application = Application()
storeFactory = fix.FileStoreFactory( settings )
logFactory = fix.ScreenLogFactory( settings )
acceptor = fix.SocketAcceptor( application, storeFactory, settings, logFactory )
acceptor.start()

while 1:
      time.sleep(1)

except (fix.ConfigError, fix.RuntimeError) as e:
print(e)

Can you assist me in implementing a successful execution report to pair with my client?

I am attaching the code for the client here:

#!/usr/bin/env python

import configparser
import logging
from time import sleep

import click
from modules.client import (Client, delete_order, fix, new_order,
replace_order, send)
from modules.utils import setup_logging

@click.command(
context_settings=dict(help_option_names=["-h", "--help"]),
options_metavar="[options...]",
)
@click.argument(
"client_config", type=click.Path(exists=True), metavar="[client config]"
)
@click.option(
"-d",
"--debug",
is_flag=True,
default=False,
show_default=True,
help="Print debug messages.",
)
def main(client_config="configs/client1.cfg", debug=None):
"""FIX client

Sends new order over a FIX session.

"""
if debug:
logger.setLevel(logging.DEBUG)
logger.info(f"Logging set to debug.")
else:
logger.setLevel(logging.INFO)
logger.info(f"Logging set to info.")

config = configparser.ConfigParser()

config.read(client_config)

sender_compid = config["SESSION"]["SenderCompID"]
target_compid = config["SESSION"]["TargetCompID"]

settings = fix.SessionSettings(client_config)
store = fix.FileStoreFactory(settings)
app = Client()

app.set_logging(logger)

initiator = fix.SocketInitiator(app, store, settings)

initiator.start()

sleep(1)

while True:
try:
sleep(1)
choice = int(
input(
"Enter choice :- "
"\n1. New order"
"\n2. Replace order"
"\n3. Delete order"
"\n> "
)
)
if choice == 1:
print("Enter order :- ")
symbol = input("Symbol: ")
price = input("Price: ")
quantity = input("Quantity: ")
side = input("Side: ")
order_type = input("Type: ")

        message = new_order(
            sender_compid,
            target_compid,
            symbol,
            quantity,
            price,
            side,
            order_type,
        )

        print("Sending new order...")
        send(message)
    elif choice == 2:
        order_id = input("Enter OrderID: ")
        price = input("Price: ")
        quantity = input("Quantity: ")

        message = replace_order(
            sender_compid, target_compid, quantity, price, order_id
        )

        print("Sending replace order...")
        send(message)
    elif choice == 3:
        order_id = input("Enter OrderID: ")

        message = delete_order(sender_compid, target_compid, order_id)

        print("Sending delete order...")
        send(message)

except KeyboardInterrupt:
    initiator.stop()
    print("Goodbye... !\n")

if name == "main":
logger = setup_logging("logs/", "client")
main()

how to get streaming price from this code is it possible and how to connect it with actual data

How to quote quickfix module by python ?

ExecType_FILL is used in the execution report.

if beginString.getValue() >= fix.BeginString_FIX41:
            executionReport.setField( fix.ExecType(fix.ExecType_FILL) )
            executionReport.setField( fix.LeavesQty(0) )

But this field value is not included in the FIX4.4 spec:

<field number='150' name='ExecType' type='CHAR'>
   <value enum='0' description='NEW' />
   <value enum='3' description='DONE_FOR_DAY' />
   <value enum='4' description='CANCELED' />
   <value enum='5' description='REPLACE' />
   <value enum='6' description='PENDING_CANCEL' />
   <value enum='7' description='STOPPED' />
   <value enum='8' description='REJECTED' />
   <value enum='9' description='SUSPENDED' />
   <value enum='A' description='PENDING_NEW' />
   <value enum='B' description='CALCULATED' />
   <value enum='C' description='EXPIRED' />
   <value enum='D' description='RESTATED' />
   <value enum='E' description='PENDING_REPLACE' />
   <value enum='F' description='TRADE' />
   <value enum='G' description='TRADE_CORRECT' />
   <value enum='H' description='TRADE_CANCEL' />
   <value enum='I' description='ORDER_STATUS' />
  </field>

Is this intended?

Hi! When I run the application, I get an error.
Before running the fix.Session.sendToTarget(message, self.sessionID), I've printed the self.sessionID and I've got None value. When does the sessionID changes after assigning sessionID=None in Application class?
I'm getting the following error:

Traceback (most recent call last):
File "client.py", line 30, in
main(args.file_name)
File "client.py", line 17, in main
application.run()
File "/home/ubuntu/test/quickfix-python-samples/initiator/application.py", line 89, in run
self.put_new_order()
File "/home/ubuntu/test/quickfix-python-samples/initiator/application.py", line 82, in put_new_order
fix.Session.sendToTarget(message, self.sessionID)
ValueError: invalid null reference in method 'Session_sendToTarget', argument 2 of type 'FIX::SessionID const &'
Segmentation fault (core dumped)

I am getting errors while building wheels for the quick-fix installation. I have attached a screenshot please have a look.

Hi, I am trying to run the application and receive this error.

Traceback (most recent call last):
File "client.py", line 29, in
main(args.file_name)
File "client.py", line 17, in main
application.run()
File "C:\Users\Admin\Downloads\quickfix-python-samples-master\initiator\application.py", line 87, in run
if options == '1':
File "C:\Users\Admin\Downloads\quickfix-python-samples-master\initiator\application.py", line 80, in put_new_order

File "C:\ProgramData\Anaconda3\lib\site-packages\quickfix.py", line 39558, in
getattr = lambda self, name: _swig_getattr(self, Application, name)
File "C:\ProgramData\Anaconda3\lib\site-packages\quickfix.py", line 83, in _swig_getattr
raise AttributeError("'%s' object has no attribute '%s'" % (class_type.name, name))
AttributeError: 'Application' object has no attribute 'sessionID'
(base) PS C:\Users\Admin\Downloads\quickfix-python-samples-master\initiator>

Could you please kindly help me out with this error?