This is an old revision of the document!
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
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 |
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 then you need:
- *.t4login.com
- *.sim.t4login.com
- www.ctsfutures.com open.
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.
PING
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.
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
Order Types
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