Access and Encryption
Access to the platform has to go through TLS/SSL encrypted TCP connection. FIX users have to set up a stunnel proxy to route FIX traffic securely over the Internet.
Standard FIX protocol operates over raw TCP and does not natively support encryption. Therefore, OSL mandates TLS encapsulation for all internet-facing FIX traffic.
Clients must route their local FIX engine traffic through an stunnel proxy to establish a secure tunnel to our gateway.
OSL will provide instructions on setting up the stunnel proxy during the process.
Session Types
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>