GAIN Futures FIX/FAST API provides access to GAIN Futures data feed. Currently, it supports quotes, DOMs and ticks (both real-time and historical updates).
GAIN Futures FIX/FAST Price Server is built according FAST Specification Version 1.1 (http://www.fixprotocol.org/documents/3066/FAST%20Specification%201%20x%201.pdf) and FAST Session Control Protocol 1.1. This document describes a dialect of FIX messages that supported by GAIN Futures.
Sunday 5:00 pm ET - Friday 6:00 pm ET.
GAIN Futures has a maintenance window between 5:30 pm ET and 6:00 pm ET each day. During maintenance window the server can be restarted.
Session should be started with HELLO handshake according SCP 1.1. SenderName and VendorId fields are used just for information.
Dynamic template exchange over connection is not supported.
The latest version of a file with FAST templates can be uploaded from here: http://api.gainfutures.com/Sections/Misc/DownloadFile.aspx?ClientUpdate=0_5008_1
GAIN Futures FIX/FAST Price Server uses reliable TCP/IP, does not support sequence resetting and unsubscribe all subscriptions on disconnecting. Because of it, we do not use sequence numbers to reduce bandwidth and simplify implementation on both sides.
GAIN Futures FIX/FAST doesn't use FIX headers to reduce bandwidth. Particular message types can have fields that can be considered as FIX header fields. Please check message templates for details.
GAIN Futures FIX/FAST Price Server does not use encryption since there is no sensible information.
Heartbeats are in use. GAIN Futures expects at least one any message during heartbeat interval that specified in Logon_Response message. See also Heartbeat message.
Stage environment: api.gainfutures.com, port 9301
Demo environment: sim.gainfutures.com, port 9301
Production environment: prod.gainfutures.com, port 9301
GAIN Futures Customer Service will provide you a username and password for development purposes. After successful certification, Customer Service can enable your application for particular or all demo and production users.
GAIN Futures FIX/FAST protocol is unencrypted. Client application should use secure GAIN Futures FIX Order Server connection for authentication. FIX Order Server's Logon message requires user's password and application's UUID. In a response the application will receive a hashcode in FastHashcode(12004) field that should be used as a password in FIX/FAST Price Server's Logon request.