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Page Revision: 2022/11/02 11:35
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.
Requirements
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 24x5, regardless of real market hours. From the FIX API’s perspective, the FIX Simulator works exactly the same as a live FIX system.
FIX Technology
FIX is a messaging protocol for executing electronic transactions between financial institutions under a common framework. A good overview on FIX can be found in:
http://www.fixtradingcommunity.org/pg/main/what-is-fix
FIX Protocol Resources
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 - fixprotocol.org:
http://www.fixtradingcommunity.org
FIX Complementary Resources
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 Documentation and Samples
T4 FIX API is based on the most commonly used version in the industry: FIX version 4.2. T4 FIX API further provides some enhancements with minor customizations. With many message examples, here is the
full documentation of T4 FIX API:
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