- Order Entry (Trade): Submit and cancel orders, receive execution and settlement reports, and recover missed fills.
- Market Data (Pre-trade): Subscribe to order books, public trades, trade volume, open interest, and instrument status changes.
- Drop Copy (Post-trade): Receive a read-only copy of execution reports and market settlement reports for every order in your firm or FCM.
All three gateways use FIX 5.0 SP2 application messages over the FIXT.1.1 session protocol:
BeginString (8) = FIXT.1.1 and DefaultApplVerID (1137) = 9.Gateways
Differences between the gateways are in bold.Required identifiers
Every message carriesSenderCompID (49) and TargetCompID (56) in the Standard header.
The API key is authenticated on Logon (35=A) with your passphrase and an HMAC signature.
Pages
- Header/Trailer: Standard header and trailer fields for all three gateways.
- Session: Logon, Logon signature, session messages, sequence recovery, fill recovery (35=F1 to 35=F5), and cancel on disconnect.
- Market Data: Market data application messages.
- Order Entry: Order entry application messages.
- Drop Copy: Drop copy application messages.