Technical Information
Connectivity
Connectivity is made to the {{ Customer }} API via the internet. The following will be provided to
the client during onboarding:
- Hostname
- Port number
Configuration
{{ Customer }} acts as an acceptor for all FIX sessions.
FIX session information will be provided during onboarding:
- SenderCompID
- TargetCompID
- StartTime
- EndTime
Sessions can be configured with or without FIX session level message recovery. A typical setup includes 2 sessions:
- A FIX session for market data with recovery disabled.
- A FIX session for orders submission with recovery enabled
Protocol
See the FIX.4.4 spec available at https://www.fixtrading.org/standards/fix-4-4/
Timestamps
The API sends UTC timestamps with millisecond precision.
For example: 20140515-19:49:56.659. The API accepts UTC timestamps with second, millisecond, or microsecond precision in the format YYYYddmm-HH:MM:SS.ffffff. For example, 20140515-19:49:56, 20140515-19:49:56.659, or 20140515-19:49:56.659441
Market Data Requests and Updates
After FIX Logon, the client should send a MarketDataRequest to subscribe to market data
snapshots. On subscription, the client can choose to subscribe to aggregated prices as price or
size levels. After subscription, {{ Customer }} will stream market data full snapshot updates as
the market prices change.
Market data delta updates will be supported in a future release
Updated 3 months ago