TT® FIX Market Data

FIX Market Data overview

FIX Market Data overview

TT FIX Security Definition / Market Data Service enables traders with FIX-based client applications to:

  • Receive information about instruments and market updates.
  • Request and send contract information.

Getting Started

To begin creating an order routing client application using TT FIX, you will need to:

Capturing Real-time Tick Data

The TT FIX Market Data service delivers prices and order book data in real-time only. If a FIX Market Data session is interrupted during the trading day, market data updates that occurred while the FIX session was experiencing a disruption, or was disconnected, are not recoverable.

Potential causes of disruption in the price stream include, but aren't limited to:

  • Defects in the Customer or TT FIX application

  • Network Outages at the TT, Customer, or intermediate site

  • Internet or Private Telco outages (where applicable)

  • Data Center outages at Customer or TT premises

  • Exchange Disaster Recovery

Customers who require capture of an unbroken stream of price updates are strongly encouraged to run redundant, live-live FIX Market Data Sessions to their primary TT Data Center, as well as having documented and tested plans to handle Disaster Recovery in the event of an extended outage at either the TT or customer data center.

FIX Sessions that connect to our General Pool of load-balanced FIX Market Data servers run in a multi-tenant environment. Customers who require high volume, high performance, greater control or more flexibility than are available via the General Pool servers are strongly encouraged to provision dedicated FIX Market Data servers for their own exclusive use. Details on dedicated servers and fees are available from the TT Onboarding team.

While TT does capture tick data internally for charting purposes, the historical data store for this data is not accessible via FIX or any other TT customer interface currently available. Requests for historical market data are handled as bespoke software projects that are chargeable at our current professional services rates for custom development, in addition to any applicable exchange fees. Contact your TT Account Manager or Onboarding representative for more information.