Crown Agents Bank Trade Connector

Features

fix-cabConnector Key

Instruments

FX

Request Types

SUBMITCANCEL

Order Types

PREVIOUSLY_QUOTEDMARKETLIMITSTOPSTOP_LIMIT

Time In Force

DAYGTCIOCFOK

Order ID Mapper

COMPOSITE

✗

Order Status Request

✗

Cancel On Disconnect

✗

Commission

✗

Post Only

✗

Fast Cancel

✗

Fast Replace

Notes

Orders

CrownAgentsBank cancel responses do not include OrigClOrdID(41). To work around this, the connector encodes OrigClOrdID by appending it to ClOrdID(11) with an '&' delimiter. As a result, '&' must not be used in order or request IDs.

New order

Each new order contains one leg only. Swap orders are not supported.

Product Types

CFI Code(461) is used to specify Product Types:

Value	Description
SPOT	Spot
FORWARD	Deliverable Forwards
SWAP	Deliverable Swap
NDF	Non-Deliverable Forwards
NDS	Non-Deliverable Swaps
CFD	Contract For Difference

The CFI Code is derived from the order request's SettlementType property: 0 (Spot) maps to SPOT; any other value maps to FORWARD.

If SettlementType is not specified, the CFI Code is taken from the Security Metadata stream. If not found there either, it defaults to SPOT.

Order Side

Order side is relative to the currency set in Currency(15) tag.

Settlement Type

If SettlementType is not provided with the order request, it defaults to SP (Spot).

Spot Price

Spot price is required for FORWARD product type orders. It can be specified via attribute 7230. If not provided, the order's limit price is used.

Schedule

PROD/UAT pricing is unavailable daily from 17:05 – 17:25 EDT, and from 01:00 Saturday to 13:00 Sunday EDT. The FIX session itself remains connected during these windows.

The connector's default schedule covers Monday–Friday 17:00–17:25 and Saturday 01:00–Sunday 13:00.

Known Issues

CrownAgentsBank does not send a reject message for some types of invalid order information (at minimum, invalid Symbol(55) and Currency(15)). Such orders are silently dropped on the CAB side.

Symbology

Currency pairs in BASE/QUOTE format, e.g. EUR/USD.

Security Metadata stream fields

Name	Description
cabSymbol	ID of the instrument
cabCfi	Product Type CFI Code

Schedule

Parameter	Value
Time Zone	America/New_York
Start Day	Sunday
Start Time	17:25
End Day	Friday
End Time	17:00
Daily Session?	Yes

Configuration

Connector settings

Parameter	Default Value	Description
username		Username.
password		Password.
account		Default account.
useAccount	false	The flag to force using request's account in preference of default account.
onBehalfOfUser		OnBehalfOfUser(onBehalfOfCompId)

Supported order attributes

Key	Description
1	Account(1)
461	CFICode(461). Used to specify Product Type. Valid values: SPOT, FORWARD, SWAP, NDF, NDS, CFD.
7230	SpotPrice(10000). Required for Forward instruments.

Config sample

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

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

      username = "<USERNAME>"
      password = "<PASSWORD>"

      account = "<ACCOUNT>"
    }
  }
}