This information will be useful for developers and traders with programming knowledge who programs own trading systems for trading on FIX API accounts.
FIX API Trader helps you to save a lot of time and money, because software is included almost all known FIX API connectors: ADSS, ALPHA, BBO, BJF, CFH, CMC, CQG, CTRADER, CIRCLE MARKETS, CURRENEX, DUKASCOPY, EXANTE, FIRSTDERIVATIVES, FOREXWARE, FORTEX, FORTRESS, FXBA, FXCM, FXPIG, GAIN GTX, HOTSPOT, ICM, INTEGRAL, INTERTRADER, INVAST, LCG, LMAX, MATCHTRADE, MGM, NEXUS PRIME, OLFATRADE, ONETRADE,ONEZERO, PFD, PRIMEXM, PROTRADER, QTX, SAXO, SMARTTRADE, SPOTEX, SQUARED FINANCIAL, SWISSQUOTE, TRADAIR, THINKFOREX, TT, VISUALTRADING, XENFIN, XOPENHUB, i-Gold, Nexus.
You can use API to communicate with FIX API Trader from your application.
Fix Trader has it is own API, that you can use in your program to send trading commands and receive quotes and execution reports.
The API is using local sockets to interact with 3rd party applications. You need to establish 2 socket connections with FIX Trader: first connection will be used to send commands to FIX trader, and second will be used to receive market data and results of order execution. To set up which local port will be used by FIX trader for each session, please go to External connection -> Edit-> Command socket options:
The exchange protocol for socket messages is fairly simple and FIX – like. It contains pairs ”tag=value” separated by “|” character. The correct tags for orders and quotes commands and events you can find In FIX API Trader manual in section 4. Socket Commands Format.
For example, you want to buy 1 lot EURUSD by market. You need to send message to command socket:
For example on LMAX, you should get 2 execution reports messages in response on events socket:
|1=6|117=0|103=EURUSD|104=-1.00|105=1.16709|106=0.00000|107=0.00000|114=1530028937| - order was accepted
|1=1|100=254543719737|101=1|102=1|103=EURUSD|104=1.00|105=1.16709|108=1|114=1530028937|117=0| - order was filled