The FIX logs
For each FIX session (i.e. transport) the embedded QuickFIX engine will produce a set of log files under the directory that is specified in the ‘QuickFIX.FileLogPath’ transport property. By default, this is a directory called FIX_Logs and is created under the IAF working directory. Usually there will be six files for each session although from a debugging point of view we are primarily interested in:
FIX.4.2-<senderCompID>-<targetCompID>.messages.current – Contains a raw copy of each FIX message that is sent or received by the session.
FIX.4.2-<senderCompID>-<targetCompID>.seqnum – Contains two integers separated by a colon, the first of which is our sequence number and the second of which is the server’s sequence number.
When investigating the FIX message log, it is helpful to know the meanings of the various tags. A useful resource for this is FIXionary (
http://www.fixionary.com) which has a full listing of all messages within FIX and their corresponding tags.