What HFTFeed is, how to set up your account and how to receive your first prices.

Setup

Introduction to HFTFeed

Getting started with HFTFeed

Connect with the HFTFeed.Client .NET SDK, or with your own FIX 4.4 client.

Connection

Connect with the .NET SDK

HFTFeed.Client API reference

FIX 4.4 protocol reference

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  return _jsxs(_Fragment, {
    children: [_jsxs(_components.h2, {
      id: "what-hftfeed-is",
      children: [_jsx(_components.a, {
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        tabIndex: "-1",
        href: "#what-hftfeed-is",
        children: _jsx(_components.span, {
          className: "icon icon-link"
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      }), "What HFTFeed is"]
    }), "\n", _jsx(_components.p, {
      children: "HFTFeed is a low-latency market data feed. It streams real-time top-of-book prices, meaning the best bid and the best ask,\nfor instruments such as currency pairs, metals, stock indices and cryptocurrencies. The feed server runs in the LD4 data\ncenter near London, and you connect to it directly over FIX 4.4."
    }), "\n", _jsxs(_components.h2, {
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    }), "\n", _jsxs(_components.ol, {
      children: ["\n", _jsxs(_components.li, {
        children: ["Your application opens a TCP connection to ", _jsx(_components.code, {
          children: "fix-server.hftfeed.com"
        }), " on port ", _jsx(_components.code, {
          children: "9030"
        }), "."]
      }), "\n", _jsx(_components.li, {
        children: "It logs on with your hftfeed.com email and password and the SenderCompID assigned to your account. The server checks that\nyour plan is active."
      }), "\n", _jsxs(_components.li, {
        children: ["It downloads the symbol list. Each symbol has a numeric ", _jsx(_components.strong, {
          children: "key"
        }), ", a ", _jsx(_components.strong, {
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        }), " such as ", _jsx(_components.code, {
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      }), "\n", _jsxs(_components.li, {
        children: ["It subscribes to the symbols it needs, ", _jsx(_components.strong, {
          children: "by key"
        }), " — ", _jsx(_components.code, {
          children: "1013"
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          children: "EURUSD"
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      }), "\n", _jsxs(_components.li, {
        children: ["From then on, the server sends a complete snapshot (bid and ask) for a symbol every time its price changes, one symbol per\nmessage, until you unsubscribe or log out. Published quotes carry a ", _jsx(_components.strong, {
          children: "fixed spread"
        }), " around the venue mid, so a venue\nwidening its spread on news moves neither the price you receive nor its spread, and an update that would repeat the\nprevious price is not sent."]
      }), "\n"]
    }), "\n", _jsxs(_components.p, {
      children: ["An account can have ", _jsx(_components.strong, {
        children: "one live session at a time"
      }), ". If several of your programs need prices, connect once and share the\ndata inside your own system."]
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      children: [_jsx(_components.a, {
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          children: [_jsx(_components.td, {
            children: "Symbol key"
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            children: ["The numeric id of a symbol, for example ", _jsx(_components.code, {
              children: "1013"
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          })]
        }), _jsxs(_components.tr, {
          children: [_jsx(_components.td, {
            children: "Symbol name"
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            children: ["The human-readable name, for example ", _jsx(_components.code, {
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          })]
        }), _jsxs(_components.tr, {
          children: [_jsx(_components.td, {
            children: "Digits"
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            children: "The number of decimals in a symbol's prices."
          })]
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          children: [_jsx(_components.td, {
            children: "Tick"
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            children: "One price update: the current best bid and best ask for one symbol, with a timestamp."
          })]
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          children: [_jsx(_components.td, {
            children: "SenderCompID"
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            children: ["Your account's FIX identity, shown as Quote Sender Comp ID on the ", _jsx(_components.a, {
              href: "/connection",
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          children: [_jsx(_components.td, {
            children: "Session"
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            children: "One logged-on FIX connection. One per account."
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      children: ["\n", _jsxs(_components.li, {
        children: [_jsx(_components.strong, {
          children: ".NET SDK."
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          children: "HFTFeed.Client"
        }), " NuGet package. It signs you in, keeps the\nsession alive, reconnects and gives you ticks as .NET objects. Start with ", _jsx(_components.a, {
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          href: "/docs/fixmsg",
          children: "FIX protocol reference"
        }), " lists every message, field and rule."]
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        children: _jsxs(_components.tr, {
          children: [_jsx(_components.th, {
            children: "Setting"
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        children: [_jsxs(_components.tr, {
          children: [_jsx(_components.td, {
            children: "Host"
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          children: [_jsx(_components.td, {
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What HFTFeed delivers, how a connection works and which integration to choose.

Term	Meaning
Symbol key	The numeric id of a symbol, for example `1013`. You subscribe with it, and every price update carries it.
Symbol name	The human-readable name, for example `EURUSD`. Display it; never subscribe with it.
Digits	The number of decimals in a symbol's prices.
Tick	One price update: the current best bid and best ask for one symbol, with a timestamp.
SenderCompID	Your account's FIX identity, shown as Quote Sender Comp ID on the Connection page.
Session	One logged-on FIX connection. One per account.

Setting	Value
Host	`fix-server.hftfeed.com`
Port	`9030`, or `9031` if your network blocks 9030 (same feed)
Protocol	FIX 4.4 over plain TCP (no TLS)
Login	Your hftfeed.com email and password
SenderCompID	Shown on your Connection page
TargetCompID	`FixServer`
SenderSubID and TargetSubID	`QUOTE`

Setup

Connection

Introduction

What HFTFeed delivers, how a connection works and which integration to choose.

What HFTFeed is

How a connection works

Key terms

Choose an integration

Connection details

Next steps

Table of Contents