developers:fixapi:start [Documentation]

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====== T4 FIX API OVERVIEW ======

The T4 FIX API 4.0 provides electronic trading access to futures markets through the [[http://www.fixprotocol.org|Financial Information eXchange (FIX) Protocol]] 4.2 with T4-specific enhancements.

===== Connection Requirements =====
  * SSL-encrypted TCP socket connection
  * Authentication via FIX Logon

To connect your application to T4 you would need to establish an SSL connection to the appropriate system below:

^ System              ^ URL                          ^ Port  ^
| Simulator           | fix-sim.t4login.com          | 10443 |
| Live                | fix.t4login.com              | 10443 |




===== 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 [[developers:fixapi:traderlogon|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** ^
| [[developers:fixapi:logon|Logon]] | [[developers:fixapi:marketdatarequest|MarketData Request]] | [[developers:fixapi:securitydefinitionrequest|Security Definition Request]] | [[developers:fixapi:newordersingle|New Order Single]] | [[developers:fixapi:collateralinquiry|Collateral Inquiry]] |
| [[developers:fixapi:logout|Logout]] | [[developers:fixapi:marketdatasnapshotfullrefresh|MarketData Snapshot FullRefresh]] | [[developers:fixapi:securitydefinition|Security Definition]] | [[developers:fixapi:cancelreplacerequest|Cancel Replace Request]] | [[developers:fixapi:collateralreport|Collateral Report]] |
| [[developers:fixapi:heartbeat|Heartbeat]] | [[developers:fixapi:marketdataincrementalrefresh|MarketData Incremental Refresh]] | | [[developers:fixapi:ordercancelrequest|Order Cancel Request]] | [[developers:fixapi:standardheader|Standard Header]] |
| [[developers:fixapi:testrequest|Test Request]] | [[developers:fixapi:marketdatarequestreject|MarketData Request Reject]] | | [[developers:fixapi:executionreport|Execution Report]] | [[developers:fixapi:standardtrailer|Standard Trailer]] |
| [[developers:fixapi:resendrequest|Resend Request]] | | | [[developers:fixapi:orderstatusrequest|Order Status Request]] | |
| [[developers:fixapi:sequencereset|Sequence Reset]] | | | [[developers:fixapi:cancelreject|Cancel Reject]] | |
| [[developers:fixapi:reject|Reject]] | | | [[developers:fixapi:neworderlist|New Order List]] | |
| [[developers:fixapi:traderlogon|Trader Logon]] | | | [[developers:fixapi:listcancelrequest|List Cancel Request]] | |
| [[developers:fixapi:traderlogonresponse|Trader Logon Response]] | | | [[developers:fixapi:ordermassstatusrequest|Order Mass Status Request]] | |
| [[developers:fixapi:traderlogout|Trader Logout]] | | | | |
| [[developers:fixapi:traderlogoutresponse|Trader Logout Response]] | | | | |

===== Order Types =====

^ **STANDARD** ^ **SPECIAL** ^ **CONTINGENT (BATCH)** ^
| [[developers:fixapi:marketorder|Market]] | [[developers:fixapi:completevolumeorder|Complete Volume]] | [[developers:fixapi:ocoorder|OCO (One Cancels Other)]] |
| [[developers:fixapi:limitorder|Limit]] | [[developers:fixapi:immediateandcancelorder|Immediate And Cancel]] | [[developers:fixapi:autoocoorder|Automatic OCO (One Cancels Other)]] |
| [[developers:fixapi:stoporder|Stop]] | [[developers:fixapi:gtcorder|Good Til Cancel]] | [[developers:fixapi:spark|Spark]] |
| [[developers:fixapi:stoplimitorder|Stop Limit]] | [[developers:fixapi:activationonmarketmodeorder|Activation On Market Mode]] | [[developers:fixapi:autoocom|Automatic OCO (Multiple Exits)]] |
| [[developers:fixapi:trailingstoporder|Trailing Stop]] | [[developers:fixapi:activationattimeorder|Activation At Time]] | |
| | [[developers:fixapi:activationonpriceorder|Activation On Price]] | |
| | [[developers:fixapi:flattenorder|Flatten]] | |
| | [[developers:fixapi:joinorder|Join]] | |
| | [[developers:fixapi:hitorder|Hit]] | |
| | [[developers:fixapi:queueorder|Queue]] | |
| | [[developers:fixapi:marketiftouchedorder|Market If Touched]] | |

===== Resources =====
  * **FIX Protocol:** http://www.fixprotocol.org
  * **FIX Community:** http://www.fixtradingcommunity.org
  * **QuickFIX Engine:** http://www.quickfixengine.org
  * **SSL Proxy (Stunnel):** https://www.stunnel.org
  * **Base Version:** FIX 4.2