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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.ctsfutures.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

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