This document outlines how to use the T4 FIX API 4.0 of Plus500US Futures Technologies, LLC. The T4 FIX API conforms to the Financial Information eXchange (FIX) Protocol with minor improvements and customizations as presented herein.

To develop to the T4 FIX API, you need a dedicated SSL connection to a T4 FIX API server. Your FIX client will negotiate a socket TCP connection and authenticate login parameters. To assist in development, we can provide a FIX Simulator system with market depth and execution 24×5, regardless of real market hours. From the FIX API’s perspective, the FIX Simulator works exactly the same as a live FIX system.

In the following scenarios, the T4 API User (Client) is identified as the “Initiator” while the T4 FIX API (Server) is named the “Acceptor”. Under the FIX API, a FIX session is comprised of a FIX Logon, (administrative and application) message exchanges and a FIX Logout. Under all circumstances, a FIX session spans over these 3 components. Note, the FIX session does not span over multiple FIX Logons. In the T4 FIX API, all (application level) message interactions are governed by the FIX Session Protocol rules as applied to both administrative and application messages. As an option of the FIX API, the FIX Session may also include multiple Trader Logons. This feature accommodates multiple Traders/Users under the same physical connection of the FIX Session.

The integrity of the FIX messages is of primary importance to maintain a FIX Session under the T4 FIX API. All messages must be well-formed (non-garbled and complete), delineated with the SOH delimiter character (ASCII 001), with no empty tags, carry valid value types and be in faithful conformance to the message (Tag) dictionaries of this current documentation. All messages must be delivered in sequential order as specified by the Sequence Number tag (Tag 34). Data integrity must be signed by the message CheckSum number (Tag 10). Unless specified as part of the T4 FIX API dictionaries, custom tags will be ignored and may cause a FIX Session termination. All message traffic is un-encrypted.

All messages (administrative and application) are expected to conform to the FIX 4.2 (Tag-Value) format with minor improvements and customizations. In addition to the mandatory FIX Standard Header and Standard Trailer, messages received through a client connection are required to be fully compliant with the T4 FIX API Message Dictionary (as shown from the Message Types links below). All messages must contain BeginString (Tag 8), BodyLength (Tag 9) and MessageType (Tag 35) as the first 3 tags. The Standard Trailer must also contain a correctly computed CheckSum number (Tag 10). Messages deviated from the above will be considered as garbled. Upon the detection of a garbled message, the current FIX Session will be subject to immediate termination. The TCP physical connection will also be dropped.

For sample and details of specific FIX messages, please refer to the description of each message type below. Note that the sample FIX messages are provided without the mandatory tags BeginString (Tag 8), MessageType (Tag 35), MessageLength (Tag 9) and CheckSum (Tag 10). For brevity, all message dictionaries are only provided with the relevant T4 tags.

Under the T4 FIX API, securities are uniquely identified by the specific market of a contract offered by an exchange. As such, Exchanges are identified by a unique Exchange ID in Tag 207 (SecurityExchange). Contracts are characterized by its Contract ID in Tag 55 (Symbol). Markets are identified by a unique Market ID in Tag 48 (SecurityID).

For a full explanation of message type dynamics and its corresponding tag dictionary, please click on the links below.

The T4 FIX API supports a comprehensive set of Order Types for Order Routing. Please click on the links below for a full explanation and sample messages.

In the early stages of development we ask that developers make use of the license provided in our examples. This allows access to some Dummy markets so that you can subscribe for quotes and submit orders. To access real markets, such as the CME, you have to request a Simulation license code.

To request production live and/or Simulator license codes please provide the following information.

Start Your Certification Email: T4.APISupport@plus500.com

Include: A clear description of what your application will do.

What happens next:

1. We review your submission to determine if the exchange needs to be involved.
2. Possible exchange review – in some cases, you may need to contact the exchange for their certification.
3. Application form sent – once all reviews are complete, we’ll email you the official application form to fill out.
4. Guided setup – once we receive your completed form, we will walk you through the setup process step-by-step.

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

We have the following IP address ranges:

• Internap - EQ-CER Range: 74.201.6.0 /24 Mask: 255.255.255.0
• CenturyLink - EQ-CER Range: 69.44.110.0 /24 Mask: 255.255.255.0

Our applications use port 80 & 443 on any of those IP’s. From a domain name perspective you need:

• *.t4login.com
• *.sim.t4login.com
• www.ctsfutures.com

If your proxy requires authentication then you will need to allow T4 to bypass it as the Microsoft .Net Framework we use doesn’t support authenticating proxy servers. If your proxy doesn’t require authentication then T4 should work fine, but if it doesn’t then the simplest solution would be to bypass the proxy if that is possible.

We don’t enable ping or tracert across our entire system. You can ping 64.74.232.69. It is a device on the edge of our network.

The T4 FIX API conforms to the Financial Information eXchange (FIX) Protocol with minor improvements and customizations. Documentation on FIX can be found at: http://www.fixprotocol.org

To develop to the T4 FIX API, you need a dedicated SSL connection to a T4 FIX API server. Your FIX client will negotiate a socket TCP connection and authenticate login parameters.

To assist in development, we can provide a FIX Simulator system with market depth and execution 24×5, regardless of real market hours. From the FIX API’s perspective, the FIX Simulator works exactly the same as a live FIX system.

FIX is a messaging protocol for executing electronic transactions between financial institutions under a common framework. A good overview on FIX can be found here: http://www.fixtradingcommunity.org/pg/main/what-is-fix

A good source of FIX information, documentation, official protocol specifications, and message examples (including implementation source code) can be found at the protocol’s guardian: http://www.fixtradingcommunity.org

For beginners, QuickFIX is commonly recommended as it simplifies some FIX implementation details and has several source code examples: http://www.quickfixengine.org/quickfix/doc/html

As the T4 FIX API communications are encrypted with SSL (Secured Sockets Layer), an SSL proxy (e.g. Stunnel) may be used to cover the SSL requirement: https://www.stunnel.org/

T4 FIX API is based on the most commonly used version in the industry: FIX version 4.2. It further provides enhancements with minor customizations.

With many message examples, the full documentation of T4 FIX API can be found here: http://www.t4login.com/wiki/T4FIXAPI

Exercising most T4 FIX API capabilities, an extensive source code example based on Microsoft .Net and QuickFIX can be found in: FIXEXampleQF

Note: To complement this current T4 FIX API documentation, the FIX Protocol Version 4.2 standard can be located at the FIX Protocol organization web site.