TT® FIX General

TT FIX Certification

TT FIX Certification

TT FIX Certification

Overview

FIX applications connecting to TT FIX services are required to complete TT's FIX Certification. 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: Engage with FIX Integration Team to complete FIX certification
  • TT Review: FIX Integration to review tests, and provide certification results

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 stunnel.zip file which contains the TTFIX.crt. This file contains the public certificates utilized by the TT Platform's 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 Stunnel
FIX Drop Copy fixdropcopy-ext-uat-cert.trade.tt: 11501 fixdropcopy-ext-uat-cert.trade.tt: 11701
FIX Order Routing fixorderrouting-ext-uat-cert.trade.tt: 11502 fixorderrouting-ext-uat-cert.trade.tt: 11702
FIX Market Data fixmarketdata-ext-uat-cert.trade.tt: 11503 fixmarketdata-ext-uat-cert.trade.tt: 11703
FIX Recovery (Drop Copy) fixrecovery-ext-uat-cert.trade.tt: 11505 fixrecovery-ext-uat-cert.trade.tt: 11705
FIX Recovery (Order Routing) fixrecovery-ext-uat-cert.trade.tt: 11508 fixrecovery-ext-uat-cert.trade.tt: 11708

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:
https://library.tradingtechnologies.com/user-setup/fxs-adding-and-configuring-a-fix-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/fxs-assigning-a-user-to-a-fix-session.html

The administrator must add Accounts to Back Office FIX sessions.
Adding an Account to a Drop Copy FIX Session:
https://library.tradingtechnologies.com/user-setup/fxs-assigning-an-account-to-a-fix-session.html

Develop

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

Administering FIX Rulesets:
https://library.tradingtechnologies.com/user-setup/fxp-administering-fix-rulesets.html

Configuring FIX Rules:
https://library.tradingtechnologies.com/user-setup/fxp-configuring-fix-rules.html

Defining Symbol Mappings:
https://library.tradingtechnologies.com/user-setup/fxp-defining-symbol-mappings.html

Certify

The FIX Certification process aims to meet each client's specific testing needs. We encourage the client to run through testing scenarios that would closely resemble behavior specific to their application in Production. As such, the client should submit orders with the same characteristics as would be expected in Production (order types, TIFs and exchanges).

To provide some structure and guidance during the conformance process, we have provided a basic test outline for both Drop Copy and Order Routing FIX client apps. Please note that these are only suggestions. The outline does not cover all supported order types & TIFs. For more information on what is supported by each exchange, please see

Order Routing

Download the Order Routing Test Outline here.

Execution of Tests:

  1. Connect to your order routing FIX session in UAT (as per normal).
  2. Enter orders via FIX with the relevant TIF / synthetics. Perform order modifications as needed.
  3. Record down the TT Order IDs along with the associated (intended) order types and TIF.
  4. Submit output via email to our FIX team at fixintegration@trade.tt.
  5. Inform us of any configuration setup/ Rulesets or other concerns regarding the test data.

Drop Copy

Download the Drop Copy Test Outline here.

Execution of Tests:

  1. Connect to your drop copy FIX session in UAT (as per normal).
  2. Enter orders via TT front-end GUI with the relevant TIF / synthetics. Perform order modifications as needed.
  3. Record down the TT Order IDs along with the associated (intended) order types and TIF.
  4. Submit output via email to our FIX team at fixintegration@trade.tt.
  5. Inform us of any configuration setup/ Rulesets or other concerns regarding the test data.

TT Review

Once you have submitted your test data, our FIX Integration team will review your orders and provide relevant feedback and recommendations. We will point out certain exchange specific behaviors that you may not have been aware of. Our objective is to advise on best practices to minimize disruptions and ensure a smooth trading experience when you move into Production.

Do ensure the ​FIX Integration​ e-mail (​fixintegration@trade.tt​) is added on all corresponding emails so that someone from our global team can assist if another is not available.

Generic Session-Level Tests

When the above tests are completed, we will then request that you complete Session-Level tests. The purpose of this is to ensure your application can handle sequence number mis-matches during certain logon scenarios. This can be done in real-time by following the instructions in our TT FIX Session-level Tests document.

Once the Session Level tests are completed, we would proceed to certify you as having passed conformance for T FIX. By which you may then proceed into getting set up for Production.

Who do I contact if I need help?

Please contact our global FIX Integration team for assistance with your development needs, or by email at fixintegration@trade.tt.