FIX Quick Start

Get connected to LX via FIX protocol in 15 minutes.

Prerequisites

Institutional account with FIX access enabled
FIX credentials (SenderCompID, Password)
IP addresses whitelisted
FIX engine (QuickFIX/J, QuickFIX/n, or compatible)

Step 1: Obtain Credentials

Contact institutional sales to receive your FIX credentials:

Email: [email protected]
Subject: FIX Credentials Request - [Company Name]

Required Information:
- Company legal name
- Primary contact name and email
- Expected message volume (orders/day)
- Source IP addresses for whitelisting
- Preferred FIX version (4.2, 4.4, or 5.0)

You will receive:

Credential	Description	Example
SenderCompID	Your unique identifier	`ACME_TRADING`
TargetCompID	LX identifier	`LXDEX`
Password	Session authentication	`(provided securely)`
Data Dictionary	Customized FIX schema	`LXDEX-FIX44.xml`

Step 2: Download Data Dictionary

Download the LX FIX data dictionary:

# FIX 4.4 (Recommended)
curl -O https://fix.lux.network/dictionaries/LXDEX-FIX44.xml

# FIX 4.2
curl -O https://fix.lux.network/dictionaries/LXDEX-FIX42.xml

# FIX 5.0 SP2
curl -O https://fix.lux.network/dictionaries/LXDEX-FIX50SP2.xml

Step 3: Configure FIX Engine

QuickFIX/J Configuration

Create fix-config.cfg:

[DEFAULT]
ConnectionType=initiator
ReconnectInterval=30
HeartBtInt=30
StartTime=00:00:00
EndTime=23:59:59
UseDataDictionary=Y
ValidateUserDefinedFields=N
ValidateFieldsOutOfOrder=N
ValidateFieldsHaveValues=Y
ValidateIncomingMessage=Y
RefreshOnLogon=Y
ResetOnLogon=Y
ResetOnLogout=Y
ResetOnDisconnect=Y
SendRedundantResendRequests=Y
PersistMessages=Y

FileStorePath=./store
FileLogPath=./logs

[SESSION]
BeginString=FIX.4.4
SenderCompID=YOUR_SENDER_ID
TargetCompID=LXDEX
DataDictionary=./LXDEX-FIX44.xml

# Sandbox (Testing)
SocketConnectHost=fix-sandbox.lux.network
SocketConnectPort=5001

# Production (uncomment when ready)
# SocketConnectHost=fix.lux.network
# SocketConnectPort=5001

# TLS Configuration
SSLEnable=Y
SSLProtocols=TLSv1.2,TLSv1.3
SSLValidateCertificates=Y

QuickFIX/n Configuration (.NET)

Create fix-config.cfg:

[DEFAULT]
ConnectionType=initiator
ReconnectInterval=30
HeartBtInt=30
StartTime=00:00:00
EndTime=23:59:59
UseDataDictionary=Y
DataDictionary=./LXDEX-FIX44.xml
FileStorePath=store
FileLogPath=logs

[SESSION]
BeginString=FIX.4.4
SenderCompID=YOUR_SENDER_ID
TargetCompID=LXDEX
SocketConnectHost=fix-sandbox.lux.network
SocketConnectPort=5001
SSLEnable=Y
SSLProtocols=Tls12,Tls13

Step 4: Implement Application Handler

QuickFIX/J (Java)

package com.example.fix;

import quickfix.*;
import quickfix.field.*;
import quickfix.fix44.*;

public class LXDEXApplication implements Application {

    @Override
    public void onCreate(SessionID sessionId) {
        System.out.println("Session created: " + sessionId);
    }

    @Override
    public void onLogon(SessionID sessionId) {
        System.out.println("Logged on: " + sessionId);
    }

    @Override
    public void onLogout(SessionID sessionId) {
        System.out.println("Logged out: " + sessionId);
    }

    @Override
    public void toAdmin(Message message, SessionID sessionId) {
        // Add password to Logon message
        if (message instanceof Logon) {
            try {
                message.setField(new Password("YOUR_PASSWORD"));
                message.setField(new RawData("YOUR_API_KEY"));
            } catch (Exception e) {
                e.printStackTrace();
            }
        }
    }

    @Override
    public void fromAdmin(Message message, SessionID sessionId)
            throws FieldNotFound, IncorrectDataFormat, IncorrectTagValue, RejectLogon {
        // Handle admin messages (Heartbeat, TestRequest, etc.)
    }

    @Override
    public void toApp(Message message, SessionID sessionId) throws DoNotSend {
        // Called before sending application message
        System.out.println("Sending: " + message);
    }

    @Override
    public void fromApp(Message message, SessionID sessionId)
            throws FieldNotFound, IncorrectDataFormat, IncorrectTagValue, UnsupportedMessageType {
        // Handle incoming application messages
        crack(message, sessionId);
    }

    // Message handlers
    public void onMessage(ExecutionReport report, SessionID sessionId) throws FieldNotFound {
        System.out.println("ExecutionReport received:");
        System.out.println("  ClOrdID: " + report.getClOrdID().getValue());
        System.out.println("  ExecType: " + report.getExecType().getValue());
        System.out.println("  OrdStatus: " + report.getOrdStatus().getValue());

        if (report.isSetLastPx()) {
            System.out.println("  LastPx: " + report.getLastPx().getValue());
        }
        if (report.isSetLastQty()) {
            System.out.println("  LastQty: " + report.getLastQty().getValue());
        }
    }

    public void onMessage(OrderCancelReject reject, SessionID sessionId) throws FieldNotFound {
        System.out.println("OrderCancelReject received:");
        System.out.println("  ClOrdID: " + reject.getClOrdID().getValue());
        System.out.println("  Reason: " + reject.getText().getValue());
    }
}

QuickFIX/n (C#)

using QuickFix;
using QuickFix.Fields;
using QuickFix.FIX44;

public class LXDEXApplication : MessageCracker, IApplication
{
    public void OnCreate(SessionID sessionID)
    {
        Console.WriteLine($"Session created: {sessionID}");
    }

    public void OnLogon(SessionID sessionID)
    {
        Console.WriteLine($"Logged on: {sessionID}");
    }

    public void OnLogout(SessionID sessionID)
    {
        Console.WriteLine($"Logged out: {sessionID}");
    }

    public void ToAdmin(QuickFix.Message message, SessionID sessionID)
    {
        if (message is Logon logon)
        {
            logon.SetField(new Password("YOUR_PASSWORD"));
            logon.SetField(new RawData("YOUR_API_KEY"));
        }
    }

    public void FromAdmin(QuickFix.Message message, SessionID sessionID) { }

    public void ToApp(QuickFix.Message message, SessionID sessionID) { }

    public void FromApp(QuickFix.Message message, SessionID sessionID)
    {
        Crack(message, sessionID);
    }

    public void OnMessage(ExecutionReport report, SessionID sessionID)
    {
        Console.WriteLine($"ExecutionReport: ClOrdID={report.ClOrdID.getValue()}, " +
                          $"ExecType={report.ExecType.getValue()}, " +
                          $"OrdStatus={report.OrdStatus.getValue()}");
    }
}

Step 5: Start FIX Session

QuickFIX/J

public class FIXClient {
    public static void main(String[] args) throws Exception {
        SessionSettings settings = new SessionSettings("fix-config.cfg");
        Application application = new LXDEXApplication();
        MessageStoreFactory storeFactory = new FileStoreFactory(settings);
        LogFactory logFactory = new FileLogFactory(settings);
        MessageFactory messageFactory = new DefaultMessageFactory();

        Initiator initiator = new SocketInitiator(
            application,
            storeFactory,
            settings,
            logFactory,
            messageFactory
        );

        initiator.start();

        // Wait for logon
        Thread.sleep(5000);

        // Get session
        SessionID sessionID = initiator.getSessions().get(0);

        // Send test order
        sendTestOrder(sessionID);

        // Keep running
        System.out.println("Press Enter to exit...");
        System.in.read();

        initiator.stop();
    }

    private static void sendTestOrder(SessionID sessionID) {
        NewOrderSingle order = new NewOrderSingle(
            new ClOrdID("TEST-" + System.currentTimeMillis()),
            new Side(Side.BUY),
            new TransactTime(),
            new OrdType(OrdType.LIMIT)
        );

        order.set(new Symbol("BTC-USD"));
        order.set(new OrderQty(0.001));  // Small test quantity
        order.set(new Price(10000.00)); // Price far from market (won't fill)
        order.set(new TimeInForce(TimeInForce.DAY));
        order.set(new HandlInst(HandlInst.AUTOMATED_EXECUTION_ORDER_PRIVATE));

        try {
            Session.sendToTarget(order, sessionID);
            System.out.println("Order sent: " + order.getClOrdID().getValue());
        } catch (SessionNotFound e) {
            e.printStackTrace();
        }
    }
}

QuickFIX/n

class Program
{
    static void Main(string[] args)
    {
        var settings = new SessionSettings("fix-config.cfg");
        var application = new LXDEXApplication();
        var storeFactory = new FileStoreFactory(settings);
        var logFactory = new FileLogFactory(settings);
        var messageFactory = new DefaultMessageFactory();

        var initiator = new SocketInitiator(
            application,
            storeFactory,
            settings,
            logFactory,
            messageFactory
        );

        initiator.Start();

        Console.WriteLine("Press Enter to send test order...");
        Console.ReadLine();

        // Send test order
        var sessionID = initiator.GetSessionIDs().First();
        SendTestOrder(sessionID);

        Console.WriteLine("Press Enter to exit...");
        Console.ReadLine();

        initiator.Stop();
    }

    static void SendTestOrder(SessionID sessionID)
    {
        var order = new NewOrderSingle(
            new ClOrdID($"TEST-{DateTimeOffset.UtcNow.ToUnixTimeMilliseconds()}"),
            new Side(Side.BUY),
            new TransactTime(DateTime.UtcNow),
            new OrdType(OrdType.LIMIT)
        );

        order.Set(new Symbol("BTC-USD"));
        order.Set(new OrderQty(0.001m));
        order.Set(new Price(10000.00m));
        order.Set(new TimeInForce(TimeInForce.DAY));

        Session.SendToTarget(order, sessionID);
        Console.WriteLine($"Order sent: {order.ClOrdID.getValue()}");
    }
}

Step 6: Verify Connection

Expected Logon Sequence

# Outgoing Logon
8=FIX.4.4|9=126|35=A|34=1|49=YOUR_SENDER_ID|52=20241211-12:00:00.000|
56=LXDEX|98=0|108=30|554=YOUR_PASSWORD|95=16|96=YOUR_API_KEY|10=XXX|

# Incoming Logon (Confirmation)
8=FIX.4.4|9=85|35=A|34=1|49=LXDEX|52=20241211-12:00:00.001|
56=YOUR_SENDER_ID|98=0|108=30|10=XXX|

# Heartbeat Exchange
8=FIX.4.4|9=60|35=0|34=2|49=YOUR_SENDER_ID|52=20241211-12:00:30.000|
56=LXDEX|10=XXX|

Verify with Test Order

Expected response to NewOrderSingle:

# ExecutionReport - New (Order Acknowledged)
8=FIX.4.4|9=200|35=8|34=2|49=LXDEX|52=20241211-12:00:01.000|
56=YOUR_SENDER_ID|6=0|11=TEST-1234567890|14=0|17=EXE-001|31=0|32=0|
37=ORD-ABC123|38=0.001|39=0|40=2|44=10000|54=1|55=BTC-USD|
60=20241211-12:00:00.999|150=0|151=0.001|10=XXX|

Common Issues

Issue: Logon Rejected

8=FIX.4.4|35=3|58=Invalid credentials|

Solution: Verify SenderCompID, Password, and API key are correct.

Issue: Sequence Gap

8=FIX.4.4|35=2|7=1|16=10|

Solution: Enable ResetOnLogon=Y in configuration or handle ResendRequest.

Issue: Message Validation Error

8=FIX.4.4|35=3|58=Required field missing (38)|

Solution: Ensure all required fields are set. Check data dictionary for requirements.

Issue: SSL/TLS Error

Solution:

Verify TLS version is 1.2 or 1.3
Check SSL certificate chain
Ensure SSLEnable=Y in configuration

Next Steps

Sessions - Learn session management
Orders - Submit production orders
Testing - Complete FIX certification
Examples - More code examples

Sandbox Environment

The sandbox environment mirrors production with:

Full message support
Simulated order matching
Test market data
No real funds at risk

Endpoint: fix-sandbox.lux.network:5001
Reset: Daily at 00:00 UTC
Rate Limits: Same as production

Support

Issue	Contact
Credentials	[email protected]
Technical Issues	[email protected]
Certification	[email protected]
24/7 Hotline	+1-833-LUX-TRADE

FIX Quick Start

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