CICC Trade Connector

Features

fix-ciccConnector Key

Instruments

FUTURE

Request Types

SUBMITCANCEL

Order Types

LIMIT

Time In Force

DAY

Order ID Mapper

SEQUENCE

✗

Order Status Request

✓

Cancel On Disconnect

✗

Commission

✗

Post Only

✗

Fast Cancel

✗

Fast Replace

Notes

Account(1) and SecurityExchange(207)

• To include the request's exchange in the FIX message, set useExchange = true.
• To include the request's account in the FIX message, set useAccount = true.

Cancel on Disconnect

Cancel on Disconnect must be enabled at the exchange level.

OrderStatusRequest

The exchange does not support FIX OrderStatusRequest(35=H).

The connector assumes:

• Cancel on Disconnect is enabled
• The exchange retransmits missed FIX messages after unexpected disconnections

Under these conditions, a custom Order Status Request is not needed.

Order ID

OrderNewRequest's order ID is sent with Text(58) tag.

Order Quantity

warning

The exchange expects non-fractional quantity. Fractional part is silently discarded.

Symbology

Symbols are described using two tags:

• Symbol (Tag 55)
• Security Exchange (Tag 207)

Symbol(55) is expected to be specified in ciccSymbol column, SecurityExchange(207) in ciccExchange or exchangeId column for the instrument in securities.

Sample instruments:

ciccSymbol	ciccExchange / exchangeId
rb2605	XSGE
ni2605	XSGE
MA605	XZCE
p2605	XDCE
IF2606	CCFX
T2606	CCFX

Schedule

• Monday to Friday: sequence numbers reset at 08:00 and 19:30 (twice daily).
• FIX server is available 08:01–19:30 and 20:00–04:00 (next day) on weekdays.

Configuration

Connector settings

Parameter	Default Value	Description
username		Username
password		Password
onBehalfOfCompId		Default assigned value used to identify firm originating message
account		Client's transaction code, (provided by CICC)
useAccount	false	The flag to define whether to use order account in preference of default account
useExchange	false	Defines whether or not to use Exchange from request in FIX message
hedgeFlag	SPECULATE	HedgeFlag(8009). Speculative hedging mark. Allowed values: SPECULATE, HEDGING, ARBITRAGE.
customAttributesSet		The set of order request attributes which should be passed in FIX message. Format: 18,521,6000-6500. If null - attributes will not be passed.

Supported order attributes

Key	Description
1	Account(1). Client's transaction code, (provided by CICC).
21	HandlInst(21). Instructions for order handling. 1 - DMA, 3 - Manual order.
77	OpenClose(77). Indicates status of client position. O = Open, C = Close, Y = Close Yesterday, T = Close Today, Q = Force Close, A = Auto.
109	ClientID(109). Customer username (provided by CICC).
115	OnBehalfOfCompID(115). Third-party company ID.
207	SecurityExchange(207).
8009	HedgeFlag(8009). Speculative hedging mark. 0 = SPECULATE, 1 = HEDGING, 2 = ARBITRAGE.

Config sample

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

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

            username = "<USERNAME>"
            password = "<PASSWORD>"
            account = "<ACCOUNT>"
            hedgeFlag = <HEDGE_FLAG>

            onBehalfOfCompId = "<ON_BEHALF_OF_COMP_ID>"
        }
    }
}