Pull cross-venue reference prices over a FIX 4.4 market-data session for crypto, forex, and metals, then feed them into MetaTrader. Market data only.
Your trading system already speaks FIX. The strategy engine, order manager, and risk checks all parse tag=value messages over a persistent session, and bolting on a separate transport just for reference prices means another reconnect loop, another schema, and another thing to page someone about at 3am. So the question is narrow and practical: how do you pull clean crypto, forex, and metals prices into a pipeline that already talks FIX, without standing a REST poller next to it?
SiftingIO exposes its aggregated market data over a FIX 4.4 session. One detail matters before anything else, because it shapes every design decision downstream: this is a market-data path, not an order-entry one. There is no order routing, no execution, no liquidity bridge. What comes down the wire is the same cross-venue consensus price the REST and WebSocket APIs serve, formatted as standard FIX market-data messages. The useful framing for a low-latency desk is a reference of record that sits above the execution feeds you already have, so you can sanity-check the quote a venue is printing against an independent consensus value.
