Access to a Delta1 TPI is provided through a FIX interface (What is FIX?) hosted on a Delta1 FIX44 API Gateway. DeltaOne is a no-install Java based trading front-end for the Delta1 - FIX Gateway. Dual access to both FIX Order Entry Service (OES) and FIX Market Data Service (MDS) is provided through a single user access credential. To connect to Delta1 using the trading front-end, users must fist obtain an access credential (referred to as a TFE Login). To request a login please contact your firms Administrator or email firstname.lastname@example.org.
What is a TFE Login?
A TFE Login is a single username and password that maps to a predetermined OES and MDS FIX session. This is issued by OneChicago to an end-user along with the target service port. Please note that all sessions are not available on the same ports. See Required Networks and Ports for additional information about connectivity and port access. A user is only required to provide the port information for the target FIX services on the initial login. This information is then saved locally in the user's home directory and automatically selected on subsequent sign-on attempts. Upon a successful sign-on, a user retains two active FIX sessions: 1 connection to a FIX OES Gateway and 1 connection to a FIX MDS Gateway.
FIX Order Entry Service (OES)
FIX OES is a service gateway that facilitates communication between clients and the Delta1 matching/trade reporting engines. This service exposes a closed network FIX44 API. DeltaOne leverages this API to provide a trading front-end user interface for a Delta1 TPI. Gateways are hosted at a OneChicago Trading Platform Locations.
- Limit DAY/IOC Order entry and manipulation
- End-to-end reporting of Block and EFP transactions to the trade reporting engines
- Order/Fill/Trade status
- Read-only access for trading group session activity
FIX Market Data Service (MDS)
Similar to the FIX OES, the Market Data Service (MDS) is a private service FIX gateway for the Delta1 Real-time Market Data Service (OCTP). This FIX interface is only accessible through via FIX session launched from a TFE login. Gateways for this service are hosted at a OneChicago Trading Platform Locations.
- Live market data
- Price level aggregated depth of book
- Last time and sales
- Basis point yields on all market data