Connectivity Details

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>