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Crossover Trade Connector

Features

fix-crossoverConnector Key
Instruments
FX
Request Types
SUBMITCANCEL
Order Types
MARKETLIMITPREVIOUSLY_QUOTED
Time In Force
DAYIOCFOK
Order ID Mapper
COMPOSITE
Order Status Request
Cancel On Disconnect
Commission
Post Only
Fast Cancel
Fast Replace

Notes

Cancel On Disconnect

Any open orders will be cancelled when the Order Entry session disconnects.

Connectivity

Crossover requires a secure connection via stunnel.
A client certificate is provided by Crossover.

[CROSSX]
client = yes
accept = localhost:6001
connect = 149.97.227.2:15023
cert = C:/crossover.pem
sslVersion = all
options=NO_SSLv2
options=NO_SSLv3

Symbology

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

Schedule

Session is available 24/7.

Configuration

Connector settings

ParameterDefault ValueDescription
usernameUsername
passwordPassword
clientIdClientID(109) sent on NewOrderSingle(D) and OrderCancelRequest(F) when set.
accountAccount identifier (Max length: 63).
useAccountfalseSend order's account in Account(1)
discardOnDisconnecttrueIf option is set to true on each restart active orders will be discarded.

Supported order attributes

KeyDescription
18ExecInst(18). Allowed values: 6 - Post Only, A - No cross (cross is forbidden).
63SettlType(63). On new and cancel requests. Required and must have a value of B when order is for a broken date. Otherwise must be a valid tenor code. If not specified, will default to tenor code SP.
64SettlDate(64). On new and cancel requests. Value date is required when order is for a broken date and SettlType(63) = B. It is best practice to set this tag as certain providers will require it on certain transactions, and it needs to match the value provided on the quote from the provider. Not required for Limit/Market orders. Format is YYYYMMDD.

Config sample

connectors {
CROSSOVER : ${template.connector.fix.crossover} {
settings {
host = "<STUNNEL_HOST>"
port = <STUNNEL_PORT>

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

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