T4 WebSocket API (V2)

A single, streaming WebSocket connection for real-time market data, account/position updates and order routing. Messages are encoded with Google Protocol Buffers.

Source of truth: the .proto files define every message and field. This wiki explains the connection model and the common flows; it does not repeat every field. When in doubt, read the proto — see the Message Catalog.

Everything travels inside one of two envelopes, one Protobuf message per WebSocket binary frame:

• ClientMessage — everything you send to the server.
• ServerMessage — everything the server sends to you.

Each envelope is a oneof: exactly one payload is set. Read the payload case to know what you received.

message ClientMessage {
  oneof payload {
    Heartbeat            heartbeat              = 1;
    auth.LoginRequest    login_request          = 2;
    market.MarketSubscribe        market_subscribe         = 100;
    account.AccountSubscribe      account_subscribe        = 200;
    orderrouting.OrderSubmit      order_submit             = 300;
    // ...
  }
}

message ServerMessage {
  oneof payload {
    Heartbeat            heartbeat              = 1;
    auth.LoginResponse   login_response         = 2;
    market.MarketSnapshot         market_snapshot          = 108;
    account.AccountSnapshot       account_snapshot         = 205;
    orderrouting.OrderUpdate      order_update             = 300;
    // ...
  }
}

The full envelope is in proto/t4/v2/service.proto. See the Message Catalog for the complete list.

All connections are WSS (TLS) on port 443. Develop and certify against the Simulator. See Connecting & Authenticating.

• V2 (/v2) — current. These pages.
• V1 (/v1) — legacy, retained for existing integrations. See Migrating from V1.

• Connecting & Authenticating — endpoints, login, heartbeat, reconnect.
• Market Data — subscribe to depth (MBP) and order-by-order (MBO) feeds.
• Account Feed — subscribe to accounts, positions and P&L.
• Order Routing — submit, revise, pull, batch; order updates and fills.
• Prices, Volumes & Data Types — how numbers are represented on the wire.
• Message Catalog — every message, with links to the proto.
• Migrating from V1 — what changed and why.
• Certification — going live.
• FAQ