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This tutorial series on FIX API for algorithmic traders covers how to establish a FIX session between a trader and broker. The key points discussed will be credentials and TCP/IP connectivity as prerequisites for setting up a FIX connection. An overview of a typical FIX authentication sequence for pricing connections will be provided, focusing on message components, flow, construction, and calculations. Prior knowledge of pricing connections and the FIX protocol anatomy is recommended for better understanding of the concepts discussed in this tutorial.
