TT® FIX

TT FIX Certification

Overview

FIX applications connecting to TT FIX services are required to complete TT’s FIX Certification via our conformance application TTCert. Successfully completing the FIX Certification process will ensure that your FIX application works as expected in our live production environment.

Getting Started

FIX applications can complete TT’s FIX Certification through five easy steps:

  • Connectivity: Determine your UAT connectivity method
  • Setup: Configure your FIX session in User Setup
  • Develop: Develop and integrate your application against our FIX specification
  • Certify: Log in to the conformance app and complete FIX certification
  • Finalize: Submit your report to complete the FIX Certification process

Connectivity

UAT FIX client connectivity is available via the Internet or Stunnel (secure Internet).

TT supports SSL-wrapped TCP connections for FIX connections. TT encrypted FIX utilizes server-side certificates only, similar to how most Secure HTTP (https) websites are implemented. Client certificates are not utilized or checked; client authentication occurs at the FIX protocol level utilizing SenderCompID in FIX tag 49 and password in FIX tag 96.

If your FIX engine natively supports SSL encryption, please consult the documentation for your FIX engine for configuration details. TT provides the TTFIX.crt file with the public certificates utilized by the TT Platform and TTNET X_TRADER Platform FIX endpoints for customers’ use to minimize the risk of a Man-in-the-Middle attack.

If your FIX engine does not natively support SSL encryption, TT recommends using the open source stunnel proxy to implement the SSL encryption wrapper. Stunnel is available from https://www.stunnel.org/ and supports multiple operating systems, including Linux and Windows. Stunnel encrypts only the individual FIX connection, rather than implementing a full VPN tunnel as was traditionally used to encrypt FIX.

Your company on-premises DNS services must be able to access public DNS entries below pending the connection method:

  • Internet
    • fixdropcopy-ext-uat-cert.trade.tt:11501
    • fixorderrouting-ext-uat-cert.trade.tt:11502
    • fixsecurityinfo-ext-uat-cert.trade.tt:11503
  • Stunnel
    • fixdropcopy-ext-uat-cert.trade.tt:11701
    • fixorderrouting-ext-uat-cert.trade.tt:11702
    • fixsecurityinfo-ext-uat-cert.trade.tt:11703

Sample Stunnel configurations are available here.

Setup

A company administrator must add and create the FIX session in User Setup.
Adding and Configuring a FIX Session:
http://library.tradingtechnologies.com/user-setup/TTUS_FIX_Add_Session.html

The administrator must add Users to Order Routing FIX sessions.
Adding a User to an Order Routing FIX Session:
https://library.tradingtechnologies.com/user-setup/TTUS_FIX_Assign_User.html

The administrator must add Accounts to Back Office FIX sessions.
Adding an Account to a Drop Copy FIX Session:
http://library.tradingtechnologies.com/user-setup/TTUS_FIX_Assign_Acct.html

Develop

Developers should begin to develop against TT’s FIX spec:
http://library.tradingtechnologies.com/tt-fix/System_Overview.html

Don’t support a FIX tag? Need to add an unsupported FIX tag or remap a tag’s value to another tag? Want to change symbology?
To assist in simplifying the integration effort, TT offers a FIX Rules Engine that allows your company’s administrator to define rules as well as symbol mappings.

Managing FIX Profiles:
https://library.tradingtechnologies.com/user-setup/TTUS_FIX_Profiles_Manage.html

Configuring FIX Rules:
https://library.tradingtechnologies.com/user-setup/TTUS_FIX_Profiles_Rules.html

Configuring FIX symbol mappings:
https://library.tradingtechnologies.com/user-setup/TTUS_FIX_Profiles_Symbol_Mappings.html

Certify

Once your development effort is complete, TTCert’s web interface will guide you through your FIX application's certification progress. Your certification progress can be viewed at a glance on the client dashboard where you can view the required next steps, view the progress for the current certification, view the last activity to occur and save your status report.

TTCert tests are passive tests where incoming and outgoing FIX messages are constantly evaluated over your FIX session even when you are not logged into the TTCert web interface. When a passive test runs, the client dashboard will be updated with the test result and when you log into TTCert, you will see the results of the most recent test.

Access the Conformance app

To access the Conformance app:

  1. In the title bar, click Conformance.
  2. In the new tab, click Login with TTID.

Initiate FIX Certification

Complete the questionnaire presented upon your first successful logon.

If your user has no FIX services assigned in the Conformance app, please contact FIXIntegration@trade.tt to request Back Office, Order Routing or Security Info services to be assigned to your user.

Configure FIX session credentials in the Conformance app

  1. Select Create Session from the user dashboard to configure the FIX session SenderCompID and TargetCompID that you created in User Setup.

  2. Select Begin Certifying to start your certification.

  3. Populate your FIX application name and version.

Your dashboard will now display all of the Test Suites that are applicable to TT FIX Service you are certifying against. Either all or a subset of tests will be marked required based on the questionnaire that captured the functionality your application supports.

All certification tests are constantly running in a passive mode and are always evaluating your FIX messages. You are not required to be logged into the Conformance app web interface as certification is always running.

Finalize

Once you have completed all of the required tests based off the functionality you support as reflected in your questionnaire:

  1. Click Complete Certification.

  2. Click Finalize and Submit to submit your completed progress report.

FAQ

Who do I contact if I need help?

Please contact our global FIX Integration team for assistance with your development needsvisiting our online Community forum or by email at FIXIntegration@trade.tt.

What are the hours of operation for TT’s FIX services?

All hours are coordinated with the availability of the TT platform front/back end. Normal times begin Sunday at 10:00 a.m. Central Time (16:00 GMT) through Friday at 4:30 p.m. Central Time (22:30 GMT). Maintenance windows will be broadcasted to logged in users whenever possible.

Why is the TTCert Result not updating to Passed or Failed?

No change in the test’s result column indicates that not all of the required steps have been completed. A passive test is started when a condition is met and will not be considered to be Passed or Failed until all conditions defined in the test have been performed.

Note: All tests require a partial fill or a full fill to finalize. For example, the drop copy CME Limit Order test requires an Execution Report (35=8) message with OrdType=2, ExecType=0, OrdStatus=0 and SecurityExchange=”CME”, followed by an Execution Report (35=8) message with OrdType=2, ExecType=1 or 2, OrdStatus=1 or 2 and SecurityExchange=”CME”.

Is FIX certification really always running when I am not logged into the Conformance app?

Yes. TTCert tests are written in a passive testing mode which is a convenient way for you to complete the TT FIX certification process. TTCert is constantly evaluating incoming and outgoing FIX messages against our passive-type test cases, even when you are not logged into the TTCert web interface.

Passive tests consist of a list of rules, which are expressions defined to match a certain message, a set of expectations against that message, and other potential responses to the message. A failure occurs if an expectation is not met, or a failure rule is matched for a response message. The Conformance app’s rules engine stores the results of these passive test completions (pass or fail). FIX messages, expectations and failure messages are available to view in the test runner.

Can I use TTCert without recording pass/failure progress?

Yes. The sandbox mode will allow you to try out the FIX Certification tests without actually keeping track of progress.