Dealerweb Trade Connector

Features

fix-dealerwebConnector Key

Instruments

BOND

Request Types

SUBMITCANCELREPLACE

Order Types

LIMIT

Time In Force

DAYFOKIOC

Order ID Mapper

SEQUENCE

✗

Order Status Request

✓

Cancel On Disconnect

✗

Commission

✗

Post Only

✗

Fast Cancel

✗

Fast Replace

Notes

Time In Force

timeInForce(59) DAY value turns to FILL_AND_STORE by default.

Pool ID

PoolId(691) contains the exchange value when specified.

User mapping

The Dealerweb connector maps internal trader IDs ('users') to exchange trader IDs (many-to-one).
For example, users user1, user01, firstTrader may map to exchange trader icapdevexetrd1; users u2, second to icapdevexetrd2, etc.

Users in mappings must not repeat.
A defaultUser can be configured: if the order's user cannot be mapped to a valid exchange trader, the default user is used instead.
If no default user is configured and the order's user has no valid mapping, the order is rejected with 'can't find user mapping'.
If no default user is configured and the order's user has a mapping but that trader is not logged in, the order is rejected with 'user not logged in'.

Logon attempts

The number of trader logon attempts can be configured with the logonAttempts setting.
The interval between attempts can be configured with logonInterval.

Self Match Prevention ID

Clients who opt to leverage Self-Match Prevention functionality will submit 7928 tag to prevent trading against an opposite side order with the same SMP ID.
This feature may lead to a crossed market. If this field is populated but the given pool is not enabled for self-match, the order will be rejected.

Self Match Prevention Mode

Indicate the mode for SMP. The default value is DISABLED.

Config Value	Tag 7929	Description
DISABLED	N	Orders with the same SMP ID will be categorized as Internalization match and will be given matching preference over other orders at the same price.
ENABLED	Y	Orders with the same SMP ID will be excluded from matching. This value is assumed if this tag is missing.
EXCLUSIVE	E	Orders with the same SMP ID will be categorized as Exclusive match and will only match with orders of the same SMP ID.

Symbology

Description for Security Metadata

Extra Attribute	Required?	FIX Tag	Description
Symbol	Yes	Symbol (55)	Security description. The value sent is not significant.
Nickname	Yes	SecurityID (48)	The instrument identifier uniquely identifies an instrument in the core system. Can be used nickname
SecurityId	Yes		Prefix of the SecurityID for the instrument without ActiveStream route, to identify returned code to symbol.
PoolId	No	PoolId(691)	Specify PoolId for specific exchange. Exchange used first, then PoolId from SMD.

Example:

Instrument Type	Symbol	Attribute	Attribute
		Nickname	SecurityId
Bond	DWEB 2Y	OTR_2	9128284Y3180831_A
Bond	DWEB 5 YEAR	9128285D8181001_A	9128285D8181001_A

Note: SecurityId values may be changed by DealerWeb.

Security Metadata and Configuration options

This section explains how the two instrument identification options — exactMatch and lookupByCusip — affect instrument lookup.
The following examples assume this Execution Report received from DealerWeb:

8=FIX.4.4|9=229|35=D|34=1|49=DWMDT|50=dwmdtdevexe1|56=DEALERWEB|57=dealerweb_exe|52=20250626-14:36:51.024|1=dwmdtdevtrd1|210=10|22=8|48=OTR_2|21=R|40=2|59=8|691=DWMDTCASC02|11=3010895|55=OTR_2|54=1|60=20250626-14:36:51.024|38=10|44=99.396484375|10=187|
8=FIX.4.4|9=368|35=8|34=1|49=DEALERWEB|50=dealerweb_exe|52=20250626-14:36:51.029|56=DWMDT|57=dwmdtdevexe1|41=3010895|6=0|11=3010895|37=5704094109598220291|150=I|39=0|40=2|1=dwmdtdevtrd1|48=91282CNL1250630_A-W372639|55=2 year DWMDTCASC02|22=8|691=DWMDTCASC02|454=1|455=91282CNL1|456=1|54=1|38=10|17=5704200354205726118|210=10|44=99.396484375|151=10|14=0|60=20250626-14:36:51.028|423=3|10=092|

Option exactMatch

If set to true, all other options are ignored.

When enabled, the SecurityId column in the security stream must exactly match the SecurityId (tag 48) value in the Execution Report.
In the example above, the SecurityId field must be set to 91282CNL1250630_A-W372639.

Option lookupByCusip

Note: If this option is set to true, exactMatch must be set to false.

When enabled, only the first 9 characters of SecurityId (the CUSIP prefix) are compared between the security stream and the Execution Report.
For example, if securities has SecurityId 91282CNL1250630_A and the Execution Report carries 91282CNL1250630_A-W372639 in tag 48, both resolve to CUSIP prefix 91282CNL1 and match.

No Options

When both options are disabled, behavior is similar to exactMatch except the tag 48 value from the Execution Report is trimmed at the - character before comparison.
In the example, 91282CNL1250630_A-W372639 becomes 91282CNL1250630_A, which must match the SecurityId column.

Schedule

Time Zone: America/New_York

Session	Start Time	Start Day	End Time	End Day
Session 1	18:25	Sunday	17:35	Monday
Session 2	18:25	Monday	17:35	Tuesday
Session 3	18:25	Tuesday	17:35	Wednesday
Session 4	18:25	Wednesday	17:35	Thursday
Session 5	18:25	Thursday	17:35	Friday

Configuration

Connector settings

Parameter	Default Value	Description
defaultUser		Default DWEB user.
password		Login password.
logonAttempts	1	The number of login attempts in case of failure.
logonInterval	1s	The interval between login attempts.
exactMatch	false	Define if Nickname should exactly match SecurityID.
useExchange	true	Define whether to send request's exchange as Pool ID. If false - Pool ID specified on instrument level will be used.
useTrader	false	Define whether to send request's traderId as User ID when traderId is not in the mapping.
lookupByCusip	false	Allow to lookup order event only by CUSIP part of SecurityID(48).
selfMatchPreventionMode	DISABLED	SMP Mode. See allowed values in Config Value column..
selfMatchPreventionId		SMP ID.
➡️ Trader Mapping Settings
users.traderId		DWEB user id.
users.password		DWEB user password.
users.deltixTraders		The list of traders mapped to the this DWEB user.

Supported order attributes

Key	Description
18	ExecInst(18). If more than one instruction is applicable to an order, this field can contain multiple instructions separated by space.
21	HandlInst(21). Valid values: O - Best, R - Leave (default).
40	OrderType(40).
59	TimeInForce(59).
691	PoolID(691).
7928	SelfMatchPreventionID(7928). Clients who opt to leverage Self-Match Prevention functionality will submit this tag to prevent trading against an opposite side order with the same SMP ID.
7929	SelfMatchPreventionMode(7929). See allowed values in tag 7929 column..

Config sample

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

            senderCompId = "<SENDER_COMP_ID>"
            targetCompId = "<TARGET_COMP_ID>"
            senderSubId = "<SENDER_SUB_ID>"
            targetSubId = "<TARGET_SUB_ID>"

            password = "<PASSWORD>"
            logonAttempts = 1

            defaultUser = "<DEFAULT_DWEB_USER>"
            users = [
                {
                    traderId = "<DWEB_USER_ID_1>"
                    password = "<PASSWORD>"
                    deltixTraders = ["deltixTrader2","deltixTrader002"]
                },
                {
                    traderId = "<DWEB_USER_ID_2>"
                    password = "<PASSWORD>"
                    deltixTraders = ["deltixTrader1","deltixTrader001"]
                },
                {
                    traderId = "<DWEB_USER_ID>"
                    password = "<PASSWORD>"
                    deltixTraders = ["deltixTrader3","deltixTrader003"]
                }
            ]
        }
    }
}