Access to the platform has to go through TLS/SSL encrypted TCP connection over the Internet.
FIX users have to set up a stunnel to route FIX traffic.
The OSL FIX API supports three FIX session types:
- Order Management Session for managing orders (new, amend, cancel).
- Drop Copy Session (also known as Trade Feed) for receiving a copy of trades.
- Market Data Session for subscribing to market data.
Message Flow
OSL’s FIX interface conforms to version 4.4 of the protocol.
Supported Message Types
Administrative messages:
- Logon
<A>
- Heartbeat
<0>
- Test Request
<1>
- Resend Request
<2>
- Reject
<3>
- Sequence Reset
<4>
- Logout
<5>
- Business Message Reject
<j>
Application messages supported in the order management session:
- Create New Order ("New Order Single")
<D>
- Amend Order ("Order Cancel / Replace Request")
<G>
- Cancel Order ("Order Cancel Request")
<F>
- Execution Report
<8>
- Order Cancel Reject
<9>
Application messages supported in the drop copy session:
- Execution Report
<8>
Application messages supported in the market data session:
- Market Data Request
<V>
- Market Data Request Reject
<W>
- Market Data Snapshot - Full Refresh
<X>
- Market Data Snapshot - Incremental Refresh
<Y>