Introduction

This page provides guidance for developing an application to the Delta1 FIX44 API. The FIX44 API provides a programmatic order entry service for Delta1. Readers of these pages should have a general understanding of FIX protocol and are seeking to develop a FIX application for the purposes of order entry/modification, and bilaterally negotiated trade reporting. Please note that this page is supplemented by Trading Platform Locations.

FIX Sessions target a FIX API Order Entry Gateway, referred to throughout this document as simply a FIX Gateway. The FIX Gateway facilitates the communication between the client applications and Delta1 matching/trade reporting engines. FIX Gateways are characterized by the following properties: IP address, port, target session identifier (TargetCompID).

Visit the technical specification guide for more information: Delta1 FIX44 API Guide to Messages and Content.

Overview:

FIX Gateway Features

Message Rate Limits

Order entry and bilateral trade reporting are subject to message rate limitations. This configuration is set on the port of a FIX Gateway. As such, all inbound messaging from FIX sessions assigned to a FIX Gateway is aggregated and assessed against a single message rate limit. This is enforced at the application level and is not network/bandwidth related. Rate limiting is only applied to messages that are to route to matching and trade reporting engines.

Routine Disconnects of an Active Session

The exchange determines the following criteria as grounds for disconnecting an active session:

Exchange Rules

Supported Message Disclaimers

Conventions

The ^ is used to represent the FIX field separator.

48=1237^200=200010^207