Live on CME, CBOT, COMEX, NYMEX

Your algorithms.
Direct to CME.

REST API to TT FIX 4.4. Order routing, market data, fills — one Rust binary, no per-trade fees, no vendor lock-in.

Submit a limit order

curl -X POST https://your-fixbridge.com/api/order/new \
  -H "Content-Type: application/json" \
  -H "X-API-Key: your-key" \
  -d '{
    "symbol": "NQM6",
    "side": "1",
    "order_qty": 1.0,
    "price": 18500.00,
    "order_type": "2",
    "time_in_force": "0"
  }'

// Response
{ "cl_ord_id": "a1b2c3", "status": "submitted" }

<1ms

FIX round-trip

Per-trade fees

~10MB

Binary size

50+

Exchanges via TT

Everything you need. Nothing you don't.

One binary handles order routing, market data, fills, and session management. No Java runtime. No .NET SDK. No vendor licensing.

Order Routing

Market, limit, stop, GTC, IOC, FOK — submit and cancel orders via simple REST calls. TT handles the exchange connectivity.

Real-Time Data

L1 top-of-book or full L2 depth. Subscribe via FIX, get ticks pushed to your system. Build your own bar aggregation.

Fill Tracking

Execution reports and drop copy stream every fill to your system. Positions calculated automatically. No manual reconciliation.

Secure by Default

SSL/TLS to TT. API key auth. No credentials in code. Rust memory safety — no buffer overflows, no data races.

Session Recovery

FIX sequence numbers persisted to SQLite. Auto-reconnect on disconnect. Resend requests for gap recovery. TT cloud failover.

Works With Anything

REST API speaks JSON. Call it from Python, Node.js, Cloudflare Workers, a shell script — whatever runs your strategy.

How it works

Three pieces. Zero complexity.

Your Strategy

Run your trading logic in Python, Node.js, or anything that can make HTTP calls. Send orders, get fills.

POST /api/order/new
{
  "symbol": "NQM6",
  "side": "1",
  "order_qty": 1
}

FIXBridge Proxy

Rust binary on a Chicago VPS. Translates REST to FIX 4.4. Handles sessions, heartbeats, sequence recovery.

// FIX 4.4 → TT Gateway
8=FIX.4.4|35=D|
55=NQM6|54=1|
38=1|40=2|
44=18500.00

TT → AMP → CME

TT's colocated FIX gateways route to AMP Futures, then CME. Sub-millisecond execution. 50+ exchanges available.

// Execution Report
{ "status": "filled",
  "fill_price": 18500.50,
  "fill_qty": 1,
  "exec_id": "..." }

Why not the alternatives?

Solution	Cost	REST API?	Hosted?	Per-trade fees
FIXBridge	$99-299/mo	Yes	Yes	$0
OnixS FIX Engine	$10-15K/yr	No — library only	No	N/A
B2BITS FIX Engine	$10-15K/yr	No — library only	No	N/A
QuickFIX (open source)	Free	No — library only	No	N/A
TT .NET SDK	Free	No — C#/.NET only	No	N/A
TT Core SDK (C++)	Free	No — C++ only	No	N/A

Simple pricing. No surprises.

No per-trade fees. No vendor licensing. Cancel anytime.

Self-Hosted

Free

Open source. Deploy on your own server.

Full FIX 4.4 protocol
Order routing + market data
REST API
Community support
TT certification help
Managed hosting

View on GitHub

Up and running in 5 minutes

1. Deploy the proxy

git clone https://github.com/mkc909/tt-fix-proxy.git
cd tt-fix-proxy && cp .env.example .env
# Edit .env with your TT credentials
cargo build --release
./target/release/tt-fix-proxy

2. Submit your first order

curl -X POST http://localhost:3000/api/order/new \
  -H "Content-Type: application/json" \
  -d '{
    "symbol": "NQM6",
    "side": "1",
    "order_qty": 1.0,
    "order_type": "1",
    "time_in_force": "3"
  }'

3. Check your fills

curl http://localhost:3000/api/fills

[{
  "fill_id": "abc123",
  "symbol": "NQM6",
  "side": "1",
  "qty": 1.0,
  "price": 18500.50,
  "timestamp": "2026-05-26T17:00:00Z"
}]

Your algorithms. Direct to CME.