Welcome Guest, you are in: <root>T4 Admin GuideT4 AndroidT4 APIT4 API 40T4 API FIXT4 Chart Scripting GuideT4 Client FAQT4 Client GuideT4 iOST4 MobileT4 VideosT4 WebTrader • Login

Page History: T4 FIX API

Compare Page Revisions

199 198 197 196 195 194 193 192 191 190 189 188 187 186 185 184 183 182 181 180 179 178 177 176 175 174 173 172 171 170 169 168 167 166 165 164 163 162 161 160 159 158 157 156 155 154 153 152 151 150 149 148 147 146 145 144 143 142 141 140 139 138 137 136 135 134 133 132 131 130 129 128 127 126 125 124 123 122 121 120 119 118 117 116 115 114 113 112 111 110 109 108 107 106 105 104 103 102 101 100 99 98 97 96 95 94 93 92 91 90 89 88 87 86 85 84 83 82 81 80 79 78 77 76 75 74 73 72 71 70 69 68 67 66 65 64 63 62 61 60 59 58 57 56 55 54 53 52 51 50 49 48 47 46 45 44 43 42 41 40 39 38 37 36 35 34 33 32 31 30 29 28 27 26 25 24 23 22 21 20 19 18 17 16 15 14 13 12 11 10 9 8 7 6 5 4 3 2 1 0 Current 199 198 197 196 195 194 193 192 191 190 189 188 187 186 185 184 183 182 181 180 179 178 177 176 175 174 173 172 171 170 169 168 167 166 165 164 163 162 161 160 159 158 157 156 155 154 153 152 151 150 149 148 147 146 145 144 143 142 141 140 139 138 137 136 135 134 133 132 131 130 129 128 127 126 125 124 123 122 121 120 119 118 117 116 115 114 113 112 111 110 109 108 107 106 105 104 103 102 101 100 99 98 97 96 95 94 93 92 91 90 89 88 87 86 85 84 83 82 81 80 79 78 77 76 75 74 73 72 71 70 69 68 67 66 65 64 63 62 61 60 59 58 57 56 55 54 53 52 51 50 49 48 47 46 45 44 43 42 41 40 39 38 37 36 35 34 33 32 31 30 29 28 27 26 25 24 23 22 21 20 19 18 17 16 15 14 13 12 11 10 9 8 7 6 5 4 3 2 1 0

« Older Revision - Back to Page History - Newer Revision »

Page Revision: 2012/09/06 11:50

This document outlines how to use the T4 FIX API 4.0 of Cunningham Trading Systems (CTS). 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 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 Session
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 T4 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 T4 FIX API session does not span over multiple logins. In the T4 FIX API, all (application level) message transport is governed by the FIX Session rules of administrative messages.

Message Integrity
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.

Message Structure
All messages (administrative and application) are expected to conform to the FIX 4.2 (Tag-Value) format. In addition to the mandatory FIX Standard Header and Standard Trailer, messages received through a client connection are expected to be fully compliant to the T4 FIX API Tag dictionaries. 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, the message dictionaries are only provided with the relevant header and trailer tags.

FIX SESSION: Administrative Messages
Logon
Logout
Heartbeat
Test Request
Resend Request
Sequence Reset
Session Reject

ORDER ROUTING: Application Messages
Order Single
Order Cancel ReplaceRequest
Order Cancel Request
Execution Report
Order Status Request
Cancel Reject
Business Reject
Dont Know Trade

MARKET DATA - CONTRACT DEFINITIONS
MarketData Incremental Request
MarketData Snapshot FullRefresh
MarketData Request
MarketData Request Reject
Security Definition Request
Security Definition
Security Status Request

'Note': Attempting to connect to the T4 FIX API with any other method than through the T4 FIX API is not allowed.

'Note': To complement this 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:

Description of .NET T4 API individual classes, methods and properties.

Trade how you want, where you want

support@ctsfutures.com (312) 939 0164

2 Pierce Pl, Suite 200, Itasca, IL 60143

© 2009-2023 Cunningham Trading Systems LLC All rights reserved.