分类
外汇交易平台比较

杠杆账户和交易接口

自动交易

WebSocket API

books 首次推400档快照数据,以后增量推送,即每100毫秒有深度变化推送一次变化的数据
books5 首次推5档快照数据,以后定量推送,每200毫秒有深度变化推送一次5档数据,即每次都推送5档数据
books-l2-tbt 首次推400档快照数据,以后增量推送,即有深度有变化推送一次变化的数据
books50-l2-tbt 首次推50档快照数据,以后增量推送,即有深度有变化推送一次变化的数据

FIX API

FIX is an acronym for The Financial Information eXchange (FIX) effort, initiated in 1992. It is an open messaging standard controlled by no single individual 杠杆账户和交易接口 or entity, and can be structured to meet the requirements of each entity that employs it.

The benefits of the FIX protocol in general, 杠杆账户和交易接口 include:

  • Provides a framework for straight through processing.
  • Facilitates the 杠杆账户和交易接口 efficient creation of connections between a 杠杆账户和交易接口 wide range of counter-parties.
  • It is vendor neutral, works over the internet and does not depend on any particular security protocol.
  • Its flexibility makes deploying required infrastructure, configuration and implementation both efficient and convenient for both buy and sell-side entities.
  • It standardizes the exchange of any securities transaction between parties.

FIX has several message types such as a ‘Market Data Request’, ‘New Order Single’, ‘Order Status Request’ etc, that essentially mirror the steps of a complete order cycle.

Standardized fields of data serve as the building blocks of all FIX messages, and allow the flow of information from beginning to end in a transaction.

Development of trading systems based on FIX hence creates a solid foundation for straight through processing.

Benefits

Short round-trip transaction times

FIX enables financial information exchange in very short periods of time.

Each entity involved follows discretely defined rules of engagement, thereby standardizing message construction and deconstruction on both sides of a transaction.

This consequently makes FIX messages short, type-strict and 杠杆账户和交易接口 hence efficient in terms of processing and latency overhead.

Support for 杠杆账户和交易接口 multiple brokers

One FIX application can be used to create sessions with multiple brokers simultaneously - accommodating of course for broker-specific constraints as regards FIX protocol specification - expanding a trader’s opportunities, should multiple broker feeds present an advantage.

Convenience

Trading strategy developers can employ practically any programming language that supports socket communication.

Several FIX engines exist today that greatly reduce the amount of time developers spend creating transfer logic, leaving them to focus more on application and trading logic. An example of a mature and very popular open source FIX Engine is QuickFIX.

Limitations

The FIX API provides a fixed, inextensible array of transaction types that strategy developers must 杠杆账户和交易接口 abide by, all geared towards two 杠杆账户和交易接口 main categories of exchange:

  1. Real-Time 杠杆账户和交易接口 Market Data
  2. Order Execution & Management

FIX does not permit traders to query any specifics to do with their 杠杆账户和交易接口 actual trading account, such as Equity, Balance, Available Margin, Open/Closed Orders, etc.杠杆账户和交易接口

FIX does not permit acquisition of 杠杆账户和交易接口 historical market data, only real-time.

申请LMAX专业账户

LMAX Global

This website uses cookies to improve your 杠杆账户和交易接口 experience while you navigate through the website. Out of these cookies, the cookies that are categorized as 杠杆账户和交易接口 necessary are stored on your browser as they are essential for the working of basic functionalities of the website. We also use third-party cookies that help us analyze and understand how you use this website. These 杠杆账户和交易接口 cookies will be stored in your browser only with your consent. You also have the option to opt-out of these cookies. But opting out of some of these cookies may 杠杆账户和交易接口 have an effect on your browsing experience.

Necessary cookies are absolutely essential for the website to function properly. This category only includes cookies that ensures basic functionalities and security features of the website. These cookies do not store any personal information.

Any cookies that may not be 杠杆账户和交易接口 particularly necessary for the website to function and is used specifically to collect user personal data via analytics, ads, other embedded contents are termed as non-necessary cookies. It is mandatory to procure user consent prior to running these cookies on your website.