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Page Revision: 2012/09/05 16:35
This document outlines how to use the T4 FIX API 4.0. The T4 FIX API conforms to the Financial Exchange Protocol (FIX) standard with minor improvements and customizations as presented herein by Cunningham Trading Systems.
To develop to the T4 FIX API, you need a dedicated SSL connection to a CTS FIX API server. Your FIX client will negotiate a socket TCP connection and authenticate your login parameters. To assist development, we have a FIX simulator system that provides market depth and execution 24x5, regardless of real market hours. From the FIX API’s perspective, the simulator works exactly the same as a live FIX system. Note: Attempting to connect to the T4 FIX API with any other method than through the T4 FIX API is not allowed.
FIX Session
In the following scenarios, the T4 API User (Client) is identified as the” Initiator” while the T4 API (server) will be named as the “Acceptor”. Under the FIX T4 API, a FIX session is comprised of a FIX logon, (administrative and application) message exchanges and a logout. Under all circumstance, a FIX session only spans over these 3 components. Note, the T4 FIX API session does not span over multiple logins.
Message Interchange Integrity
Message Structure
All messages (administrative and application) are expected to conform to the FIX Tag-Value format. In addition to the standard FIX header and trailer, messages received through your user connection are expected to be fully compliant to the T4 FIX API tag dictionary - presented herein. Messages are expected to contain a message format compliant with FIX 4.2 standard except where noted. All messages must contain BeginString (Tag 8), BodyLength (Tag 9) and Message Type (Tag 35) as the first 3 tags. The trailer must also contain a correctly computed CheckSum (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.
In the following descriptions, the T4 FIX API User is identified as the” Initiator” while the T4 API Server is named as the “Acceptor”. 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(9) and CheckSum (Tag 10). For brevity, the message dictionaries are only provided with the relevant tags for the header and trailer.
'Note': To complement the current T4 FIX API documentation, the FIX Protocol Version 4.2 standard can located at the FIX Protocol organization web site.
Note: In addition to the T4 FIX API, we also provide the .NET T4 API based on Microsoft's .Net Framework 4.0. For further details on the .NET T4 API, please refer to the following link:
For detailed descriptions of individual classes, methods and properties please see here.