http://guide.t4login.com/ 2026-04-19T16:54:10+00:00 http://guide.t4login.com/ http://guide.t4login.com/lib/exe/fetch.php?media=wiki:logo.png text/html 2025-09-12T01:46:35+00:00 Anonymous (anonymous@undisclosed.example.com) http://guide.t4login.com/doku.php?id=developers:fixapi:activationattimeorder&rev=1757641595&do=diff At Time Activation Order At Time Activation Orders will be held (i.e. suspended) in the T4 FIX API server until the specific time (as entered with the Activation Value - Tag 10103) occurs. At this activation point, the order is released to the exchange. text/html 2025-09-12T01:48:26+00:00 Anonymous (anonymous@undisclosed.example.com) http://guide.t4login.com/doku.php?id=developers:fixapi:activationonmarketmodeorder&rev=1757641706&do=diff On Market Mode Activation Order On Market Mode Activation Orders will be held (i.e. suspended) in the T4 FIX API server until the specific market mode event (as entered with the Activation Value - Tag 10103) occurs. At this activation point, the order is released to the exchange. text/html 2025-09-12T01:48:16+00:00 Anonymous (anonymous@undisclosed.example.com) http://guide.t4login.com/doku.php?id=developers:fixapi:activationonpriceorder&rev=1757641696&do=diff On Price Activation Order On Price Activation Orders will be held (i.e. suspended) in the T4 FIX API server until the market trades at or below, or at or above, the activation price (as entered with the Activation Value - Tag 10103). At this activation point, the order is released to the exchange. text/html 2025-09-12T01:49:20+00:00 Anonymous (anonymous@undisclosed.example.com) http://guide.t4login.com/doku.php?id=developers:fixapi:autoocom&rev=1757641760&do=diff AutoOCOM (Automatic One Cancels Other with Multiple Exits) Order An AutoOCOM (Automatic One Cancels Other with Multiple Exits) order consists of three or more components: * A Trigger order, and * Multiple OCO (One Cancels Other) order components (each consisting of a Limit and a Stop order). text/html 2025-09-12T01:50:13+00:00 Anonymous (anonymous@undisclosed.example.com) http://guide.t4login.com/doku.php?id=developers:fixapi:autoocoorder&rev=1757641813&do=diff AutoOCO (Automatic One Cancels Other) Order An AutoOCO (Automatic One Cancels Other) order consists of three components: * A Trigger order, and * The two components of a traditional OCO order (Limit order and Stop order). When the Trigger order is filled, the OCO order is activated and submitted to the exchange. An AutoOCO Order is submitted with the text/html 2025-09-12T02:10:57+00:00 Anonymous (anonymous@undisclosed.example.com) http://guide.t4login.com/doku.php?id=developers:fixapi:cancelreject&rev=1757643057&do=diff ORDER CANCEL REJECT [35=9] The Order Cancel Reject message notifies clients when cancel or replace requests fail. Rejection Scenarios * Invalid cancel request * Invalid cancel/replace request * List cancel request failure * Unsolicited rejections from non-FIX sources text/html 2026-01-27T18:39:24+00:00 Anonymous (anonymous@undisclosed.example.com) http://guide.t4login.com/doku.php?id=developers:fixapi:cancelreplacerequest&rev=1769539164&do=diff ORDER CANCEL/REPLACE REQUEST [35=G] The Order Cancel/Replace Request message amends replaceable fields of working orders. This message supports all strategy types including futures, options, spreads, and multileg strategies. Prerequisites * Account must be subscribed before order submission text/html 2025-09-17T01:13:52+00:00 Anonymous (anonymous@undisclosed.example.com) http://guide.t4login.com/doku.php?id=developers:fixapi:collateralinquiry&rev=1758071632&do=diff COLLATERAL INQUIRY [35=BB] The Collateral Inquiry message manages account subscriptions and queries portfolio data. Query Types (SubscriptionRequestType 263) Type Value Purpose Snapshot 0 Query without subscription Subscribe 1 Snapshot plus updates text/html 2025-09-17T01:10:41+00:00 Anonymous (anonymous@undisclosed.example.com) http://guide.t4login.com/doku.php?id=developers:fixapi:collateralreport&rev=1758071441&do=diff COLLATERAL REPORT [35=BA] The Collateral Report message provides account information including balances, positions, permissions, and notifications. Report Types (QtyType 854) Type Value Purpose Key Fields Account List 1 List user's accessible accounts text/html 2025-09-12T01:49:04+00:00 Anonymous (anonymous@undisclosed.example.com) http://guide.t4login.com/doku.php?id=developers:fixapi:completevolumeorder&rev=1757641744&do=diff Complete Volume Order A Complete Volume Order (also known as Fill Or Kill or FOK) is submitted to the exchange and is either filled completely or cancelled immediately. A Complete Volume Order is entered with the New Order Single (Tag 35=D) message. Following are the most relevant tags to build a Complete Volume Order: text/html 2025-11-11T20:31:47+00:00 Anonymous (anonymous@undisclosed.example.com) http://guide.t4login.com/doku.php?id=developers:fixapi:executionreport&rev=1762893107&do=diff EXECUTION REPORT [35=8] The Execution Report message notifies clients of order state changes and execution events. This message confirms order receipt, modifications, fills, rejections, and all order lifecycle events. Report Types ExecType (150) Values: text/html 2025-09-12T01:48:02+00:00 Anonymous (anonymous@undisclosed.example.com) http://guide.t4login.com/doku.php?id=developers:fixapi:flattenorder&rev=1757641682&do=diff Flatten Order A Flatten Order can be used to flatten a current position regardless of what that position is. The T4 FIX API server determines the volume and Buy/Sell parameters. If a position does not currently exist for the SecurityID (Tag 48) of the submitted flatten order, the order is rejected. text/html 2025-09-12T01:48:40+00:00 Anonymous (anonymous@undisclosed.example.com) http://guide.t4login.com/doku.php?id=developers:fixapi:gtcorder&rev=1757641720&do=diff Good-Til-Canceled (GTC) Order A Good-Til-Canceled (GTC) Order is entered with the New Order Single (Tag 35=D) message. Following are the most relevant tags to build a GTC Order: Tag Field Description 40=2 OrdType Specifier of Limit Order Type text/html 2025-09-12T02:21:51+00:00 Anonymous (anonymous@undisclosed.example.com) http://guide.t4login.com/doku.php?id=developers:fixapi:heartbeat&rev=1757643711&do=diff HEARTBEAT [35=0] The Heartbeat message maintains session connectivity. Message Specification Message Direction: Bidirectional Tag Field Name Type Req'd Description Message Header Y MsgType = 0 112 TestReqID String C Required when responding to Test Request text/html 2025-09-12T01:47:36+00:00 Anonymous (anonymous@undisclosed.example.com) http://guide.t4login.com/doku.php?id=developers:fixapi:hitorder&rev=1757641656&do=diff Hit Order A Hit Order submits a limit order at the best bid or offer price in order to get filled. A Hit Order is entered with the New Order Single (Tag 35=D) message. Following are the most relevant tags to build a Hit Order: Tag Field Description text/html 2025-09-12T01:48:53+00:00 Anonymous (anonymous@undisclosed.example.com) http://guide.t4login.com/doku.php?id=developers:fixapi:immediateandcancelorder&rev=1757641733&do=diff Immediate-Or-Cancel Order An Immediate-Or-Cancel Order (also known as Immediate-Or-Cancel IOC) is submitted to the exchange, filled as much as it can be, and the remaining volume (if any) cancelled immediately. An Immediate-Or-Cancel Order is entered with the text/html 2025-09-12T01:47:49+00:00 Anonymous (anonymous@undisclosed.example.com) http://guide.t4login.com/doku.php?id=developers:fixapi:joinorder&rev=1757641669&do=diff Join Order A Join Order submits a limit order at the best bid or offer price, joining at the best price. A Join Order is entered with the New Order Single (Tag 35=D) message. Following are the most relevant tags to build a Join Order: Tag Field text/html 2025-09-12T01:50:49+00:00 Anonymous (anonymous@undisclosed.example.com) http://guide.t4login.com/doku.php?id=developers:fixapi:limitorder&rev=1757641849&do=diff Limit Order A Limit Order is entered with the New Order Single (Tag 35=D) message. Following are the most relevant tags to build a Limit Order. Tag Name Description 40=2 OrdType Specifier of Limit Order Type 44 text/html 2025-09-12T02:14:01+00:00 Anonymous (anonymous@undisclosed.example.com) http://guide.t4login.com/doku.php?id=developers:fixapi:listcancelrequest&rev=1757643241&do=diff LIST CANCEL REQUEST [35=K] The List Cancel Request message cancels all components of batch orders (OCO, AutoOCO, Spark). Prerequisites * Components must be working or suspended * ListID must be from FIX-submitted order * Account subscription required text/html 2025-09-20T18:35:36+00:00 Anonymous (anonymous@undisclosed.example.com) http://guide.t4login.com/doku.php?id=developers:fixapi:logon&rev=1758393336&do=diff LOGON [35=A] The Logon message initiates a FIX session with authentication and session configuration. Authentication Required credentials: Tag Field Description 49 SenderCompID T4 Application Name (use “T4Example” for simulator) 56 TargetCompID text/html 2025-09-12T02:21:16+00:00 Anonymous (anonymous@undisclosed.example.com) http://guide.t4login.com/doku.php?id=developers:fixapi:logout&rev=1757643676&do=diff LOGOUT [35=5] The Logout message terminates a FIX session. Message Specification Message Direction: Bidirectional Tag Field Name Type Req'd Description Message Header Y MsgType = 5 58 Text String O Logout reason or status Message Trailer text/html 2025-09-17T01:22:28+00:00 Anonymous (anonymous@undisclosed.example.com) http://guide.t4login.com/doku.php?id=developers:fixapi:marketdataincrementalrefresh&rev=1758072148&do=diff MARKET DATA INCREMENTAL REFRESH [35=X] The Market Data Incremental Refresh message provides book updates as changes only, reducing bandwidth compared to full snapshots. Update Actions (MDUpdateAction 279) Action Value Description Add 0 Insert new price level, shift others down text/html 2025-09-17T01:19:56+00:00 Anonymous (anonymous@undisclosed.example.com) http://guide.t4login.com/doku.php?id=developers:fixapi:marketdatarequest&rev=1758071996&do=diff MARKET DATA REQUEST [35=V] The Market Data Request message subscribes to streaming market data for specific securities. Subscription Types (SubscriptionRequestType 263) Type Value Description Snapshot 0 Current market state only Subscribe 1 text/html 2025-09-17T01:23:45+00:00 Anonymous (anonymous@undisclosed.example.com) http://guide.t4login.com/doku.php?id=developers:fixapi:marketdatarequestreject&rev=1758072225&do=diff MARKET DATA REQUEST REJECT [35=Y] The Market Data Request Reject message indicates the T4 FIX API cannot honor a market data subscription request. Rejection Reasons (MDReqRejReason 281) Code Reason Description 0 Unknown Symbol Market does not exist text/html 2025-09-17T01:20:46+00:00 Anonymous (anonymous@undisclosed.example.com) http://guide.t4login.com/doku.php?id=developers:fixapi:marketdatasnapshotfullrefresh&rev=1758072046&do=diff MARKET DATA SNAPSHOT [35=W] The Market Data Snapshot message provides complete market state including depth, trades, and statistics. Message Structure * Contains entire book state (not just changes) * Each update sends complete snapshot * Both bid and offer sides included text/html 2025-09-12T01:47:05+00:00 Anonymous (anonymous@undisclosed.example.com) http://guide.t4login.com/doku.php?id=developers:fixapi:marketiftouchedorder&rev=1757641625&do=diff MarketIfTouched (MIT) Order A MarketIfTouched (MIT) Order is submitted to the T4 FIX API server to suspend and await subsequent exchange submittal when a trigger price is hit. Once a trade occurs at the trigger price, the T4 FIX API server releases the MIT Order to the exchange as a text/html 2025-09-12T01:50:39+00:00 Anonymous (anonymous@undisclosed.example.com) http://guide.t4login.com/doku.php?id=developers:fixapi:marketorder&rev=1757641839&do=diff Market Order A Market Order is entered using the New Order Single message (`MsgType=D`). The following tags are most relevant for building a Market Order: Tag Field Name Description text/html 2025-09-20T18:39:04+00:00 Anonymous (anonymous@undisclosed.example.com) http://guide.t4login.com/doku.php?id=developers:fixapi:neworderlist&rev=1758393544&do=diff NEW ORDER LIST [35=E] The New Order List message submits batch orders with multiple components to exchanges. Supports up to 6 components per order. Batch Order Types Type ContingencyType (1385) Description OCO 1 One-Cancels-Other Auto OCO 2, 7 text/html 2026-01-27T18:40:18+00:00 Anonymous (anonymous@undisclosed.example.com) http://guide.t4login.com/doku.php?id=developers:fixapi:newordersingle&rev=1769539218&do=diff NEW ORDER SINGLE [35=D] The New Order Single message submits orders to exchanges for execution. This message supports all instrument types including futures, options, spreads, and multileg strategies. Prerequisites * Account must be subscribed before order submission (automatic by default) text/html 2025-09-12T01:50:25+00:00 Anonymous (anonymous@undisclosed.example.com) http://guide.t4login.com/doku.php?id=developers:fixapi:ocoorder&rev=1757641825&do=diff OCO (One Cancels Other) Order An OCO (One Cancels Other) order consists of: * A buy limit order below the market and a buy stop order above the market, or * A sell limit order above the market and a sell stop order below the market. When one order gets filled, the other is cancelled. If one is partially filled, the volume on the other is reduced accordingly. text/html 2026-01-27T18:27:01+00:00 Anonymous (anonymous@undisclosed.example.com) http://guide.t4login.com/doku.php?id=developers:fixapi:ordercancelrequest&rev=1769538421&do=diff ORDER CANCEL REQUEST [35=F] The Order Cancel Request message cancels working orders. This message supports all strategy types including futures, options, spreads, and multileg strategies. Prerequisites * Account must be subscribed before order submission text/html 2025-09-12T02:17:02+00:00 Anonymous (anonymous@undisclosed.example.com) http://guide.t4login.com/doku.php?id=developers:fixapi:ordermassstatusrequest&rev=1757643422&do=diff ORDER MASS STATUS REQUEST [35=AF] The Order Mass Status Request message lists open orders with optional filtering. Filter Types MassStatusReqType (585) - Required: Value Type Required Tag 1 Market SecurityID (48) 3 Contract Symbol (55) 5 text/html 2025-09-12T02:09:58+00:00 Anonymous (anonymous@undisclosed.example.com) http://guide.t4login.com/doku.php?id=developers:fixapi:orderstatusrequest&rev=1757642998&do=diff ORDER STATUS REQUEST [35=H] The Order Status Request message queries the current state of an order. Order Identification Required: * OrderID (37) - T4-assigned unique ID * SecurityID (48) - T4 Market ID * Side (54) - Buy/Sell direction Optional: text/html 2025-09-12T01:47:24+00:00 Anonymous (anonymous@undisclosed.example.com) http://guide.t4login.com/doku.php?id=developers:fixapi:queueorder&rev=1757641644&do=diff Queue Order A Queue Order submits an order to the T4 FIX API server for queueing (i.e. risk assessed, suspended, and waiting for a request to activate). A Queue Order (Tag 10102=6) is queued with the New Order Single (Tag 35=D) message with an Activation Value text/html 2025-09-12T02:24:29+00:00 Anonymous (anonymous@undisclosed.example.com) http://guide.t4login.com/doku.php?id=developers:fixapi:reject&rev=1757643869&do=diff REJECT [35=3] The Reject message indicates FIX session rule violations. Rejection Reasons Code Description 0 Invalid tag number 1 Required tag missing 2 Tag not defined for message type 3 Undefined tag 4 Tag without value 5 Value out of range text/html 2025-09-12T02:23:06+00:00 Anonymous (anonymous@undisclosed.example.com) http://guide.t4login.com/doku.php?id=developers:fixapi:resendrequest&rev=1757643786&do=diff RESEND REQUEST [35=2] The Resend Request message requests retransmission of previously sent messages. Message Specification Message Direction: Bidirectional Tag Field Name Type Req'd Description Message Header Y MsgType = 2 7 BeginSeqNo text/html 2025-09-12T02:38:52+00:00 Anonymous (anonymous@undisclosed.example.com) http://guide.t4login.com/doku.php?id=developers:fixapi:securitydefinition&rev=1757644732&do=diff SECURITY DEFINITION [35=d] The Security Definition message returns instrument characteristics in response to Security Definition Request queries. Message Specification Message Direction: T4 → Client Tag Field Name Type Req'd Description Message Header text/html 2025-09-12T02:37:35+00:00 Anonymous (anonymous@undisclosed.example.com) http://guide.t4login.com/doku.php?id=developers:fixapi:securitydefinitionrequest&rev=1757644655&do=diff SECURITY DEFINITION REQUEST [35=c] The Security Definition Request message queries available trading instruments. Prerequisites * Enable via Logon with RefMsgType=c (Tag 372) * Requests without enablement rejected with SecurityResponseType=5 Request Types text/html 2025-09-12T02:23:46+00:00 Anonymous (anonymous@undisclosed.example.com) http://guide.t4login.com/doku.php?id=developers:fixapi:sequencereset&rev=1757643826&do=diff SEQUENCE RESET [35=4] The Sequence Reset message adjusts expected sequence numbers. Reset Modes Mode GapFillFlag (123) Usage Gap Fill Y Normal resend response Reset N or absent Disaster recovery only Message Specification Message Direction: text/html 2025-09-17T01:31:48+00:00 Anonymous (anonymous@undisclosed.example.com) http://guide.t4login.com/doku.php?id=developers:fixapi:sidebar&rev=1758072708&do=diff * Home * Developers Home * FIX API Home * Administrative Messages * Logon * Logout * Heartbeat * Test Request * Resend Request * Sequence Reset * Reject * Trader Logon * Trader Logon Response * Trader Logout * Trader Logout Response * Market Data Messages * MarketData Request * MarketData Snapshot FullRefresh * MarketData Incremental Refresh * MarketData Request Reject * Security Definition Messages * Security Definiti… text/html 2025-09-12T01:49:55+00:00 Anonymous (anonymous@undisclosed.example.com) http://guide.t4login.com/doku.php?id=developers:fixapi:spark&rev=1757641795&do=diff Spark Order A Spark Order is a multiple-component (batch) order that consists of: * A Trigger order * One or more contingent Related orders When a Spark order is submitted: * The Trigger order is sent to the market immediately * The text/html 2025-09-17T01:17:35+00:00 Anonymous (anonymous@undisclosed.example.com) http://guide.t4login.com/doku.php?id=developers:fixapi:standardheader&rev=1758071855&do=diff STANDARD HEADER The Standard Header precedes all FIX messages and provides session identification, message routing, and sequencing information. Core Components * Message Identity: BeginString (8), MsgType (35), BodyLength (9) * Session Identity: text/html 2025-09-17T01:18:28+00:00 Anonymous (anonymous@undisclosed.example.com) http://guide.t4login.com/doku.php?id=developers:fixapi:standardtrailer&rev=1758071908&do=diff STANDARD TRAILER The Standard Trailer terminates all FIX messages with a checksum for message integrity. Message Specification Required in all messages Tag Field Name Type Req'd Description 10 CheckSum String Y Three-digit checksum (always last field) text/html 2026-01-27T17:35:15+00:00 Anonymous (anonymous@undisclosed.example.com) http://guide.t4login.com/doku.php?id=developers:fixapi:start&rev=1769535315&do=diff T4 FIX API OVERVIEW The T4 FIX API 4.0 provides electronic trading access to futures markets through the Financial Information eXchange (FIX) Protocol 4.2 with T4-specific enhancements. Connection Requirements * SSL-encrypted TCP socket connection * Authentication via FIX Logon To connect your application to T4 you would need to establish an SSL connection to the appropriate system below: text/html 2025-09-12T01:51:11+00:00 Anonymous (anonymous@undisclosed.example.com) http://guide.t4login.com/doku.php?id=developers:fixapi:stoplimitorder&rev=1757641871&do=diff Stop Limit Order A Stop Limit Order is entered with the New Order Single (Tag 35=D) message. Following are the most relevant tags to build a Stop Limit Order. Tag Name Description 40=4 OrdType Specifier of Stop Limit Order Type text/html 2025-09-12T01:51:00+00:00 Anonymous (anonymous@undisclosed.example.com) http://guide.t4login.com/doku.php?id=developers:fixapi:stoporder&rev=1757641860&do=diff Stop Order A Stop Order is entered with the New Order Single (Tag 35=D) message. Following are the most relevant tags to build a Stop Order. Tag Name Description 40=3 OrdType Specifier of Stop Order Type 99 StopPx text/html 2025-09-12T02:22:27+00:00 Anonymous (anonymous@undisclosed.example.com) http://guide.t4login.com/doku.php?id=developers:fixapi:testrequest&rev=1757643747&do=diff TEST REQUEST [35=1] The Test Request message forces a Heartbeat response to verify session connectivity. Message Specification Message Direction: Bidirectional Tag Field Name Type Req'd Description Message Header Y MsgType = 1 112 TestReqID text/html 2025-09-12T02:39:58+00:00 Anonymous (anonymous@undisclosed.example.com) http://guide.t4login.com/doku.php?id=developers:fixapi:traderlogon&rev=1757644798&do=diff TRADER LOGON [35=UCG] The Trader Logon message authenticates additional traders under an established FIX session. Prerequisites * Master User must enable Multi-Trader mode via Logon (Tag 372=UCG) * FIX session must be established * Traders must have assigned accounts and exchanges text/html 2025-09-12T02:41:35+00:00 Anonymous (anonymous@undisclosed.example.com) http://guide.t4login.com/doku.php?id=developers:fixapi:traderlogonresponse&rev=1757644895&do=diff TRADER LOGON RESPONSE [35=UCI] The Trader Logon Response message confirms or rejects Trader Logon attempts. Response Indicators * Success: Text (58) = “Success” * Failure: Text (58) = Error description * Failed logon doesn't disconnect FIX session text/html 2025-09-17T01:00:16+00:00 Anonymous (anonymous@undisclosed.example.com) http://guide.t4login.com/doku.php?id=developers:fixapi:traderlogout&rev=1758070816&do=diff TRADER LOGOUT [35=UCH] The Trader Logout message removes an authenticated trader from the FIX session. Prerequisites * Multi-Trader mode must be enabled (Tag 372=UCG) * Target trader must be logged in * No password required for logout Message Specification text/html 2025-09-17T01:03:34+00:00 Anonymous (anonymous@undisclosed.example.com) http://guide.t4login.com/doku.php?id=developers:fixapi:traderlogoutresponse&rev=1758071014&do=diff TRADER LOGOUT [35=UCH] The Trader Logout message removes an authenticated trader from the FIX session. Prerequisites * Multi-Trader mode must be enabled (Tag 372=UCG) * Target trader must be logged in * No password required for logout Message Specification text/html 2025-09-12T01:51:27+00:00 Anonymous (anonymous@undisclosed.example.com) http://guide.t4login.com/doku.php?id=developers:fixapi:trailingstoporder&rev=1757641887&do=diff Trailing Stop Order A Trailing Stop Order is entered with the New Order Single (Tag 35=D) message. Following are the most relevant tags to build a Trailing Stop Order. Tag Name Description 40=3 OrdType Specifier of Stop Order Type