Connection

The Financial Information eXchange (FIX) protocol is an open electronic communications protocol designed to standardise and streamline electronic communications in the financial services industry supporting multiple formats and types of communications between financial entities including trade allocation, order submissions, order changes, execution reporting and advertisements.

To connect to Amberdata's FIX servers, please use the following information:

Parameter

Value

Hostname

fix.web3api.io

Port

443

Version

FIX 4.4

Specification

Amberdata_FIX_Protocol.pdf

Dictionary

Amberdata_FIX44.xml

Here is a simplified configuration example on how to connect to Amberdata's FIX servers:

[DEFAULT]

# Connection
BeginString=FIX.4.4
SenderCompID=<api_key_goes_here>

LogonTag=553=<email_goes_here>
LogonTag1=554=<api_key_goes_here>

# SSL
SocketUseSSL=Y
SocketConnectPort=443


[SESSION]
ConnectionType=initiator
DataDictionary=./FIX44-Amberdata.xml
TargetCompID=Amberdata
SocketConnectHost=fix.web3api.io

The FIX implementation follows the standard and conventional request messages found in the industry:

  • SecurityListRequest request followed by SecurityList response
  • MarketDataRequest request followed by either MarketDataRequestReject, MarketDataSnapshotFullRefresh or MarketDataIncrementalRefresh responses

We support 4 different types of market data:

  • Order Book Snapshots
  • Order Book Updates
  • Trades
  • OHLCV

And 3 types of contracts:

  • Spot
  • Futures
  • Swaps