Autex Trade Connector

Features

autex.tradeConnector Key

Instruments

FUTURE

Request Types

SUBMITCANCELREPLACE

Order Types

MARKETLIMIT

Time In Force

DAYGTCFOKIOCGTD

Order ID Mapper

SEQUENCE

✓

Order Status Request

✗

Cancel On Disconnect

✗

Commission

✗

Post Only

✓

Fast Cancel

✓

Fast Replace

Notes

Symbology

Symbols are described using five tags:

• SecurityIDSource (Tag 22)
• SecurityID (Tag 48)
• Symbol (Tag 55)
• MaturityMonthYear (tag 200)
• Security Exchange (tag 207)

SecurityIDSource is provided by connector settings.

Configuration

Connector settings

Parameter	Default Value	Description
deliverToSubId		Assigned value used to identify the specific message recipient (e.g. desk, trader, etc.) when a third party delivers the message.
deliverToLocationId		Assigned value used to identify message recipient’s location (e.g. geographic location and/ or desk). when a third party delivers the message.
deliverToCompId		Assigned value used to identify the firm targeted to receive the message when third party delivers the message.
senderSubId		Assigned value used to identify message originator.
senderLocationId		Assigned value used to identify location of message originator.
useTrader	false	Use request's Trader ID (if provided) for SenderSubID(50)
account		account
useAccount	false	The flag to define whether to use order account in preference of default account.
securityIdSource	RIC_CODE	Type of symbology. Allowed values: CUSIP, SEDOL, QUIK, ISIN_NUMBER, RIC_CODE, EXCHANGE_SYMBOL, BLOOMBERG_SYMBOL.
forceExchange	false	Enable this flag to always send SecurityExchange(207). By default, this tag is not sent if securityIdSource is set to RIC_CODE.
fixSpec		FIX Spec Version No. Tag 11945.
execBroker		Executing Brokerage. Tag 15015.
parties.partyIdSource		PartyIDSource(447) - Identifies class or source of the PartyID (448) value.
parties.partyId		PartyID(448) - Party identifier code.
parties.partyRole		PartyRole(452) - Type or role of PartyID.

Config sample

connectors {
  AUTEX: ${template.connector.fix.autex} {
    settings: {
      host = "<HOST>"
      port = <PORT>

      senderCompId = "<SENDER_COMP_ID>"
      targetCompId = "<TARGET_COMP_ID>"

      deliverToCompId = "<DELIVER_TO_COMP_ID>"

      senderSubId = "<SENDER_SUB_ID>"
      senderLocationId = "<SENDER_LOCATION_ID>"

      account = "<ACCOUNT>"
      securityIdSource = RIC_CODE
    }
  }
}