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/FIX responses.

• All price fields in Streaming API (gRPC) and REST responses
• Streaming market data and historical/chart data
• FIX API order routing and market data messages (when decimal pricing is enabled via RefMsgType on LOGON)

var loginRequest = new T4Proto.V1.Auth.LoginRequest {
    Firm        = demoConfig.Firm,
    Username    = demoConfig.UserName,
    Password    = demoConfig.Password,
    AppName     = demoConfig.AppName,
    AppLicense  = demoConfig.AppLicense,
    PriceFormat = T4Proto.V1.Common.PriceFormat.Real
};

Option 1 — Use bearer token from Streaming API\ If you authenticate via Streaming and reuse that bearer token, the price format is already set. No additional REST setup is required.

Option 2 — /login endpoint\ Specify priceFormat in the request body:

{
  "firm": "CTSDev",
  "userName": "user",
  "password": "*****",
  "appName": "TradeBook",
  "appLicense": "F18CC97E-42D1-478A-8CE9-0A850B5C47A7",
  "priceFormat": "Real"
}

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:

8=FIX.4.2|9=200|35=A|49=T4Example|56=T4|52=20250101-12:00:00.000|
91=112A04B0-5AAF-42F4-994E-FA7CB959C60B|90=36|98=0|108=30|
553=username|554=password|384=1|372=RD|10=123|

Example LOGON with Decimal pricing:

8=FIX.4.2|9=200|35=A|49=T4Example|56=T4|52=20250101-12:00:00.000|
91=112A04B0-5AAF-42F4-994E-FA7CB959C60B|90=36|98=0|108=30|
553=username|554=password|384=1|372=D|10=123|

• Price format must be chosen at login and cannot be changed until you re-authenticate.
• For FIX API, choose RefMsgType = D for Decimal or RefMsgType = RD for Real pricing on the LOGON (35=A) message.