Differences

This shows you the differences between two versions of the page.

--- developers:systempricing [2025/08/13 21:24] – [Rules & notes] chad
+++ developers:systempricing [2025/12/04 01:48] (current) – chad
@@ Line 1: / Line 1: @@
 ====== System Price Format ======
-T4 publishes prices in two formats: **Decimal** (default) and **Real**. The setting controls only decimal placement on all prices, including chart data and API responses.
+T4 publishes prices in two formats: **Decimal** (default) and **Real**. The setting controls only decimal placement on all prices, including chart data and API/FIX responses.
 <WRAP center round info 100%>
@@ Line 14: / Line 14: @@
 ===== Where it applies =====
-All price fields in API and REST responses
+  * All price fields in Streaming API (gRPC) and REST responses
+  * Streaming market data and historical/chart data
-Streaming market data and historical/chart data
+  * FIX API order routing and market data messages (when decimal pricing is enabled via RefMsgType on LOGON)
 ===== Set format during login =====
@@ Line 23: / Line 23: @@
 <code csharp>
 var loginRequest = new T4Proto.V1.Auth.LoginRequest {
-Firm = demoConfig.Firm,
+    Firm        = demoConfig.Firm,
-Username = demoConfig.UserName,
+    Username    = demoConfig.UserName,
-Password = demoConfig.Password,
+    Password    = demoConfig.Password,
-AppName = demoConfig.AppName,
+    AppName     = demoConfig.AppName,
-AppLicense = demoConfig.AppLicense,
+    AppLicense  = demoConfig.AppLicense,
-PriceFormat = T4Proto.V1.Common.PriceFormat.Real
+    PriceFormat = T4Proto.V1.Common.PriceFormat.Real
 };
 </code>
@@ Line 40: / Line 40: @@
 <code json>
 {
-"firm": "CTSDev",
+  "firm": "CTSDev",
-"userName": "user",
+  "userName": "user",
-"password": "*****",
+  "password": "*****",
-"appName": "TradeBook",
+  "appName": "TradeBook",
-"appLicense": "F18CC97E-42D1-478A-8CE9-0A850B5C47A7",
+  "appLicense": "F18CC97E-42D1-478A-8CE9-0A850B5C47A7",
-"priceFormat": "Real"
+  "priceFormat": "Real"
 }
 </code>
+==== FIX API ====
+For FIX, price format is selected on the **LOGON [35=A]** message using the RefMsgType session property group:
+  * Tag **384 (NoMsgTypes)** – number of RefMsgType entries
+  * Repeating group:
+    * Tag **372 (RefMsgType)** – session property value
+To control price format, include a RefMsgType value of:
+  * **D** – **Decimal** pricing
+  * **RD** – **Real** decimal pricing
+Example LOGON with Real pricing:
+<code>
+=FIX.4.2|9=200|35=A|49=T4Example|56=T4|52=20250101-12:00:00.000|
+=112A04B0-5AAF-42F4-994E-FA7CB959C60B|90=36|98=0|108=30|
+=username|554=password|384=1|372=RD|10=123|
+</code>
+Example LOGON with Decimal pricing:
+<code>
+=FIX.4.2|9=200|35=A|49=T4Example|56=T4|52=20250101-12:00:00.000|
+=112A04B0-5AAF-42F4-994E-FA7CB959C60B|90=36|98=0|108=30|
+=username|554=password|384=1|372=D|10=123|
+</code>
 ===== Notes =====
   * Price format must be chosen at login and cannot be changed until you re-authenticate.
-  * Both API and REST support the same options (''Real'' / ''Decimal'').
+  * For FIX API, choose **RefMsgType = D** for Decimal or **RefMsgType = RD** for Real pricing on the LOGON (35=A) message.