developers:fixapi:start

T4 FIX API OVERVIEW

The T4 FIX API 4.0 provides electronic trading access to futures markets through the Financial Information eXchange (FIX) Protocol 4.2 with T4-specific enhancements.

Connection Requirements

  • SSL-encrypted TCP socket connection
  • Authentication via FIX Logon

FIX Session Lifecycle

1. [[developers:fixapi:logon|Logon]] - Authentication and session configuration
2. **Message Exchange** - Trading and market data
3. [[developers:fixapi:logout|Logout]] - Session termination

Optional: Multiple Trader Logons per physical connection

Message Integrity Requirements

  • SOH delimiter (ASCII 001) between fields
  • Sequential message numbering (Tag 34)
  • Valid CheckSum (Tag 10)
  • No empty tags
  • Conformance to T4 message dictionaries

Market Identification

Field Tag Description
SecurityExchange 207 Exchange identifier
Symbol 55 Contract identifier
SecurityID 48 Unique market identifier

Message Types

ADMINISTRATIVE MARKET DATA SECURITY DEFINITIONS ORDER ROUTING APPLICATION MANAGEMENT
Logon MarketData Request Security Definition Request New Order Single Collateral Inquiry
Logout MarketData Snapshot FullRefresh Security Definition Cancel Replace Request Collateral Report
Heartbeat MarketData Incremental Refresh Order Cancel Request Standard Header
Test Request MarketData Request Reject Execution Report Standard Trailer
Resend Request Order Status Request
Sequence Reset Cancel Reject
Reject New Order List
Trader Logon List Cancel Request
Trader Logon Response Order Mass Status Request
Trader Logout
Trader Logout Response

Order Types

STANDARD SPECIAL CONTINGENT (BATCH)
Market Complete Volume OCO (One Cancels Other)
Limit Immediate And Cancel Automatic OCO (One Cancels Other)
Stop Good Til Cancel Spark
Stop Limit Activation On Market Mode Automatic OCO (Multiple Exits)
Trailing Stop Activation At Time
Activation On Price
Flatten
Join
Hit
Queue
Market If Touched

Resources

  • developers/fixapi/start.txt
  • Last modified: 2025/09/12 02:36
  • by chad