System Overview

The TT FIX service allows customers to receive real-time copies of all of their orders submitted through the TT platform, along with their corresponding fills. To use this service, customers must develop FIX clients capable of connecting to and communicating with the TT FIX.

TT FIX supports a subset of the FIX protocol (Version 4.2 with Errata 20010501) message types and tags within its message types. Refer to the website http://www.fixtradingcommunity.org/ for additional FIX tag descriptions and message definitions. Both production and UAT versions of the TT FIX Data Dictionary are available for download at the links below:

• Production Version: TT-FIX42.xml
• UAT Version: TT-FIX42.xml

Note: TT FIX supports only those messages and tags described in this document. Do not submit other messages or tags to TT FIX, as doing so can produce unexpected results.

Managing FIX Sessions

TT supports SSL-wrapped TCP connections for FIX connections. TT encrypted FIX utilizes server-side certificates only, similar to how most Secure HTTP (https) websites are implemented. Client certificates are not utilized or checked; client authentication occurs at the FIX protocol level utilizing SenderCompID in FIX tag 49 and password in FIX tag 96.

If your FIX engine natively supports SSL encryption, please consult the documentation for your FIX engine for configuration details. TT provides the TTFIX.crt file with the public certificates used by the TT^® Platform FIX endpoint for customers’ use to minimize the risk of a Man-in-the-Middle attack.

If your FIX engine does not natively support SSL encryption, TT recommends using the open source stunnel proxy to implement the SSL encryption wrapper. Stunnel is available from https://www.stunnel.org/ and supports multiple operating systems, including Linux and Windows. Stunnel encrypts only the individual FIX connection, rather than implementing a full VPN tunnel as was traditionally used to encrypt FIX.

Creating FIX sessions

Before connecting your FIX client to TT FIX, the company administrator must create the FIX sessions that your FIX client will use. To create a FIX session:

1. Log in to User Setup as a Company Administrator.
2. From the Users drop down, select FIX Sessions.
3. Choose + FIX Session and fill out the necessary fields. Use the Accounts tab to assign an account to a Drop Copy OUT FIX session or use the Users tab to assign a user to an Order Routing or Drop Copy IN FIX session.

For more information, see Adding a FIX Session.

Connecting to TT FIX

FIX clients can connect to TT FIX over a Secure TCP (SSL) connection using the following information. FIX clients can connect to the TT UAT environment via the Internet or stunnel; for the TT Production environment, clients can use stunnel.

	UAT	Production
FIX Back Office	fixdropcopy-ext-uat-cert.trade.tt: 11501/11701	fixdropcopy-ext-prod-live.trade.tt: 11701
FIX Order Routing	fixorderrouting-ext-uat-cert.trade.tt: 11502/11702	fixorderrouting-ext-prod-live.trade.tt: 11702
Security Definition	fixsecurityinfo-ext-uat-cert.trade.tt: 11503/11703	fixsecurityinfo-ext-prod-live.trade.tt: 11703

To configure connections for stunnel:

1. Install the stunnel software, if necessary.

   Note: The first time you install stunnel, you might receive a prompt similar to the following. If so, simply enter the appropriate information for your location and organization.

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2. Download the stunnel files from TT download portal.

   The zip file contains the TTFIX.crt public cert file and a sample stunnel client configuration file.

3. Copy the TTFIX.crt file to the appropriate location on your system.

4. Add the following to the stunnel configuration:

   • For TT FIX Drop Copy sessions:

     [dcfix-tcp] client = yes accept = 127.0.0.1:11701 connect = *FullyQualifiedDomainName*:*port* CAfile = TTFIX.crt verify = 3

     where FullyQualifiedDomainName:port uses one of the values from the table above.

     FIX clients should use the following connection information:

     Host: 127.0.0.1
     Port: 11701

   • For TT FIX Order Routing sessions:

     [orfix-tcp] client = yes accept = 127.0.0.1:11702 connect = *FullyQualifiedDomainName*:*port* CAfile = TTFIX.crt verify = 3

     where FullyQualifiedDomainName:port uses one of the values from the table above.

     FIX clients should use the following connection information:

     Host: 127.0.0.1
     Port: 11702

   • For TT FIX Security Definition sessions:

     [sdfix-tcp] client = yes accept = 127.0.0.1:11703 connect = *FullyQualifiedDomainName*:*port* CAfile = TTFIX.crt verify = 3

     where FullyQualifiedDomainName:port uses one of the values from the table above.

     FIX clients should use the following connection information:

     Host: 127.0.0.1
     Port: 11703

Operatoinal Notes

FIX services are available 24/7 except during software deployments, which occur Friday evenings approximately every two weeks for UAT environments and monthly for Production environments.

FIX Session Reset Schedules

TT resets all FIX sessions on Saturdays at 22:00 UTC and sends the reset message sequence numbers to FIX clients the first time they log in to a FIX session after that time. This default reset always occurs, in addition to any session resets configured for a FIX session in Setup. Similarly, for custom reset schedules, message sequence numbers only after a FIX client first logs in after the scheduled reset time.

Note If a FIX client remains connected to a FIX session when either the default or scheduled time occurs, sequence numbers will not reset until the FIX client logs out and logs back into the FIX session.

On-Demand Sequence Number Resets

By default, message sequence numbers for FIX sessions are reset when TT resets all FIX sessions. Message sequence numbers can also be reset, when desired, by setting Tag 34 (MsgSeqNum) = 1 and Tag 141 (ResetSeqNumFlag) = Y when sending a Logon (A) message.

TT FIX Certification

Overview

FIX applications connecting to TT FIX services are required to complete TT’s FIX Certification via our conformance application TTCert. Successfully completing the FIX Certification process will ensure that your FIX application works as expected in our live production environment.

Getting Started

FIX applications can complete TT’s FIX Certification through five easy steps:

• Connectivity: Determine your UAT connectivity method
• Setup: Configure your FIX session in User Setup
• Develop: Develop and integrate your application against our FIX specification
• Certify: Log in to the conformance app and complete FIX certification
• Finalize: Submit your report to complete the FIX Certification process

Connectivity

UAT FIX client connectivity is available via the Internet or Stunnel (secure Internet).

TT supports SSL-wrapped TCP connections for FIX connections. TT encrypted FIX utilizes server-side certificates only, similar to how most Secure HTTP (https) websites are implemented. Client certificates are not utilized or checked; client authentication occurs at the FIX protocol level utilizing SenderCompID in FIX tag 49 and password in FIX tag 96.

If your FIX engine natively supports SSL encryption, please consult the documentation for your FIX engine for configuration details. TT provides the TTFIX.crt file with the public certificates utilized by the TT Platform and TTNET X_TRADER Platform FIX endpoints for customers’ use to minimize the risk of a Man-in-the-Middle attack.

If your FIX engine does not natively support SSL encryption, TT recommends using the open source stunnel proxy to implement the SSL encryption wrapper. Stunnel is available from https://www.stunnel.org/ and supports multiple operating systems, including Linux and Windows. Stunnel encrypts only the individual FIX connection, rather than implementing a full VPN tunnel as was traditionally used to encrypt FIX.

Your company on-premises DNS services must be able to access public DNS entries below pending the connection method:

	Internet	Stunnel
FIX Back Office	fixdropcopy-ext-uat-cert.trade.tt: 11501	fixdropcopy-ext-uat-cert.trade.tt: 11701
FIX Order Routing	fixorderrouting-ext-uat-cert.trade.tt: 11502	fixorderrouting-ext-uat-cert.trade.tt: 11702
Security Definition	fixsecurityinfo-ext-uat-cert.trade.tt: 11503	fixsecurityinfo-ext-uat-cert.trade.tt: 11703

Sample Stunnel configurations are available here.

Setup

A company administrator must add and create the FIX session in User Setup.
Adding and Configuring a FIX Session:
http://library.tradingtechnologies.com/user-setup/TTUS_FIX_Add_Session.html

The administrator must add Users to Order Routing FIX sessions.
Adding a User to an Order Routing FIX Session:
https://library.tradingtechnologies.com/user-setup/TTUS_FIX_Assign_User.html

The administrator must add Accounts to Back Office FIX sessions.
Adding an Account to a Drop Copy FIX Session:
http://library.tradingtechnologies.com/user-setup/TTUS_FIX_Assign_Acct.html

Develop

Developers should begin to develop against TT’s FIX spec:
http://library.tradingtechnologies.com/tt-fix/System_Overview.html

**Don’t support a FIX tag? Need to add an unsupported FIX tag or remap a tag’s value to another tag? Want to change symbology? **
To assist in simplifying the integration effort, TT offers a FIX Rules Engine that allows your company’s administrator to define rules as well as symbol mappings.

Managing FIX Profiles:
https://library.tradingtechnologies.com/user-setup/TTUS_FIX_Profiles_Manage.html

Configuring FIX Rules:
https://library.tradingtechnologies.com/user-setup/TTUS_FIX_Profiles_Rules.html

Configuring FIX symbol mappings:
https://library.tradingtechnologies.com/user-setup/TTUS_FIX_Profiles_Symbol_Mappings.html

Certify

Once your development effort is complete, TTCert’s web interface will guide you through your FIX application's certification progress. Your certification progress can be viewed at a glance on the client dashboard where you can view the required next steps, view the progress for the current certification, view the last activity to occur and save your status report.

TTCert tests are passive tests where incoming and outgoing FIX messages are constantly evaluated over your FIX session even when you are not logged into the TTCert web interface. When a passive test runs, the client dashboard will be updated with the test result and when you log into TTCert, you will see the results of the most recent test.

Target the FIX Certification DNS endpoint

Your company on-premises DNS services must be able to access public DNS entries below pending the connection method:

	Internet	Stunnel
FIX Back Office	fixcertification.trade.tt: 11601	fixcertification.trade.tt: 11801
FIX Order Routing	fixcertification.trade.tt: 11602	fixcertification.trade.tt: 11802
Security Definition	fixcertification.trade.tt: 11603	fixcertification.trade.tt: 11803

Access the Conformance app

To access the Conformance app:

1. In the title bar, click Conformance.
2. In the new tab, click Login with TTID.

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Initiate FIX Certification

Complete the questionnaire presented upon your first successful logon.

If your user has no FIX services assigned in the Conformance app, please contact FIXIntegration@trade.tt to request Back Office, Order Routing or Security Info services to be assigned to your user.

Configure FIX session credentials in the Conformance app

1. Select Create Session from the user dashboard to configure the FIX session SenderCompID and TargetCompID that you created in User Setup.

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2. Select Begin Certifying to start your certification.

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3. Populate your FIX application name and version.

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Your dashboard will now display all of the Test Suites that are applicable to TT FIX Service you are certifying against. Either all or a subset of tests will be marked required based on the questionnaire that captured the functionality your application supports.

All certification tests are constantly running in a passive mode and are always evaluating your FIX messages. You are not required to be logged into the Conformance app web interface as certification is always running.

Finalize

Once you have completed all of the required tests based off the functionality you support as reflected in your questionnaire:

1. Click Complete Certification.

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2. Click Finalize and Submit to submit your completed progress report.

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FAQ

Who do I contact if I need help?

Please contact our global FIX Integration team for assistance with your development needsvisiting our online Community forum or by email at FIXIntegration@trade.tt.

What are the hours of operation for TT’s FIX services?

All hours are coordinated with the availability of the TT platform front/back end. Normal times begin Sunday at 10:00 a.m. Central Time (16:00 GMT) through Friday at 4:30 p.m. Central Time (22:30 GMT). Maintenance windows will be broadcasted to logged in users whenever possible.

Why is the TTCert Result not updating to Passed or Failed?

No change in the test’s result column indicates that not all of the required steps have been completed. A passive test is started when a condition is met and will not be considered to be Passed or Failed until all conditions defined in the test have been performed.

Note: All tests require a partial fill or a full fill to finalize. For example, the drop copy CME Limit Order test requires an Execution Report (35=8) message with OrdType=2, ExecType=0, OrdStatus=0 and SecurityExchange=”CME”, followed by an Execution Report (35=8) message with OrdType=2, ExecType=1 or 2, OrdStatus=1 or 2 and SecurityExchange=”CME”.

Is FIX certification really always running when I am not logged into the Conformance app?

Yes. TTCert tests are written in a passive testing mode which is a convenient way for you to complete the TT FIX certification process. TTCert is constantly evaluating incoming and outgoing FIX messages against our passive-type test cases, even when you are not logged into the TTCert web interface.

Passive tests consist of a list of rules, which are expressions defined to match a certain message, a set of expectations against that message, and other potential responses to the message. A failure occurs if an expectation is not met, or a failure rule is matched for a response message. The Conformance app’s rules engine stores the results of these passive test completions (pass or fail). FIX messages, expectations and failure messages are available to view in the test runner.

Can I use TTCert without recording pass/failure progress?

Yes. The sandbox mode will allow you to try out the FIX Certification tests without actually keeping track of progress.