TrueX FIX API
Introduction
TrueX FIX protocol follows the FIX 5.0 SP2 standard which separates the application protocol version (FIX50SP2) from the session protocol version (FIXT.1.1) in the header. The specification provides details on the FIX protocol messages, components, and sessions supported by TrueX. This specification is divided into multiple sections for clarity and ease of reference.
TrueX operates multiple FIX sessions tailored for different functionalities:
- Order Entry – Used for submitting and managing orders.
- Market Data – Used for subscribing to market data feeds.
- Drop Copy – Provides a copy of all executions and order events for compliance and reporting purposes (Coming Soon).
Each section below contains links to the relevant pages with detailed specifications.
Table of Contents
1. Administration
Messages related to session management, authentication, and connection maintenance.
- Logon (35=A)
- Heartbeat (35=0)
- Test Request (35=1)
- Resend Request (35=2)
- Reject (35=3)
- Sequence Reset (35=4)
- Logout (35=5)
- Business Reject (35=j)
2. Common Components
Reusable elements that appear in multiple message types.
- Standard Header
- Standard Trailer
- Parties (453)
- Order Types and Time in Force
3. Order Entry
Messages related to order submission, modification, and cancellation.
- New Order Single (35=D)
- Order Cancel Request (35=F)
- Order Cancel Replace Request (35=G)
- Execution Report (35=8)
- Order Cancel Reject (35=9)
4. Market Data
Messages related to subscribing to and receiving market data updates.
- Security List Request (35=x)
- Security List (35=y)
- Security List Update Report (35=BK)
- Market Data Request (35=V)
- Market Data Request Reject (35=Y)
- Market Data Snapshot Full Refresh (35=W)
- Market Data Incremental Refresh (35=X)