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>