CIBC Trade Connector

Features

fix-cibcConnector Key

Instruments

EQUITY

Request Types

SUBMITCANCELREPLACE

Order Types

MARKETLIMITSTOP_LIMIT

Time In Force

DAYGTCIOCFOKGTDAT_THE_OPENING

Order ID Mapper

COMPOSITE

✗

Order Status Request

✓

Cancel On Disconnect

✗

Commission

✗

Post Only

✗

Fast Cancel

✗

Fast Replace

Notes

Orders

Order Status Request is not supported.

Order side

BUY, SELL, and SELL_SHORT order sides are supported. Orders with SELL_SHORT side require the locateInfo configuration setting.

Currency

Currency is a required property for both OrderNew and OrderReplace requests.

Order quantity and price

The exchange requires that order quantity and price conform to the instrument's allowed precision. Any excess precision is silently truncated by the exchange.

Schedule

Production session runs between 01:00 and 19:00 EST (Monday–Friday). Sequence numbers are reset at 23:30 EST.

Symbology

CIBC expects both the symbol and suffix in FIX tag 55 (Symbol).

Schedule

Parameter	Value
Time Zone	America/New_York
Start Day	Monday
Start Time	01:00:00
End Day	Friday
End Time	19:00:00
Daily Session?	Yes

Configuration

Connector settings

Parameter	Default Value	Description
account		(Optional) Account(1) tag default value.
useAccount	false	The flag to define whether to use order account in preference of default account.
onBehalfOfCompId		Client Firm ID provided by CIBC.
onBehalfOfSubId		(Optional) Client User ID provided by CIBC.
orderHandlingInst	CANCEL	Instructions for order handling on Broker trading floor. Valid values: AUTOMATED_ORDER_EXECUTION, CANCEL, REPRICE.
useExchange	false	Defines whether or not to use Exchange from request in FIX message
locateInfo		Locate information required for Sell Short orders.
country	CA	Country. Valid value: CA
accountType	INVENTORY	Account Type of the order. Valid values: NON_CLIENT, CLIENT, INVENTORY, BUNDLED_ORDERS, MULTIPLE_CLIENTS.
tradeFeat		Self Trade Prevention. A marker that is supplied to prevent trading against the same Member Firm’s contra orders based on a matching tradeKey. Valid values: CANCEL_NEWEST, CANCEL_OLDEST, EXECUTE_MATCH.
tradeKey		Self Trade Prevention. Number generated by Member Firm to prevent trading against the same Member Firm’s contra orders.

Supported order attributes

Key	Description
18	ExecInst(18). Only available for limit orders. Valid value: 6 = Participate don't initiate.
21	HandlInst(21). Valid values: 1 = Automated Order Execution, 5 = Kill/Cancel, 6 = Reprice.
6760	TCMConstraints. Applies to MatchNow TCM and TCL orders. Optional for IOC orders, mandatory for other. Valid values: IOC Orders - N (Default), b, M; non-IOC orders - R, p, M.
6761	Anonymous(6761). Valid values: Y, N.
7001	1st custom text information from sender
7002	2nd custom text information from sender
7729	ShortMarkingExempt (SME). Valid value: 0 = Client is Short Marking Exempt.
57	RoutingInstructions(57). Required for Smart Routing (SOR) Strategies. Valid values: SPRAYMQ = Aggressive Spray MQ, SPRAYQM = Aggressive Spray QM, SWEEPMQ = Single Price Level Sweep MQ, SWEEPQM = Single Price Level Sweep QM.
336	TradingSessionID. Used for Smart Routing (SOR) Strategies. Valid values: X, P.
9228	DarkRouting. Used for Dark Phase options when Smart Routing (SOR). Multiple numeric values can be provided as comma-separated list. Valid values: NULL = skip dark phase, 201 = Instinet CBX, 204 = Nasdaq CXD, 206 = Aequitas Dark, 207 = MatchNow, 260 = TSX SDL, 264 = Alpha.
9231	BookingDestination. Any remaining volume after the completion of CIBC Routing Strategy (SOR) is completed will be booked to this destination. Valid values: 66 = CSE2, 201 = Instinet CBX, 204 = Nasdaq CXD, 206 = Aequitas Dark, 208 = MatchNow Passive, 250 = TSX, 251 = TSX Venture, 252 = Nasdaq CHI-X, 253 = Nasdaq CX2, 254 = Alpha, 255 = Omega, 256 = Lynx, 257 = CNQ/CSE, 258 = Aequitas LIT, 259 = Aequitas NEO.

Config sample

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

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

      onBehalfOfCompId = "<ON_BEHALF_OF_COMP_ID>"
    }
  }
}