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Page Revision: 2015/06/22 13:41


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 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 CTS 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/index.html

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 CTS’s FIX API: http://www.ctsfutures.com/wiki/T4%20API%20FIX.Default.aspx Exercising most CTS FIX API capabilities, an extensive source code example based on Microsoft .Net and QuickFIX can be found in:

http://www.ctsfutures.com/wiki/T4%20API%20FIX.Default.aspx

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