Ember FIX Gateway Trade Connector

Features

fix-es5Connector Key

Instruments

EQUITYOPTIONFUTUREBONDFXINDEXETFCUSTOM

Request Types

SUBMITCANCELREPLACE

Order Types

MARKETLIMITSTOPSTOP_LIMIT

Time In Force

DAYGTCAT_THE_OPENINGIOCFOKGOOD_TILL_CROSSINGGTDAT_THE_CLOSE

Order ID Mapper

CUSTOM

✓

Order Status Request

✓

Cancel On Disconnect

✗

Commission

✗

Post Only

✗

Fast Cancel

✗

Fast Replace

Notes

Order Custom Attributes

By default, the connector passes custom attributes (where 6000 <= tag <= 8999) for submission and replacement requests to Ember FIX gateway. Additionally, custom tags with values greater than or equal to 6000 are included in order events.

To control ranges of outbound and inbound custom attributes use customAttributesSet and eventAttributesSet config parameters.

Instrument Custom Attributes

Instead of specifying custom attributes per order, they can be defined at the instrument level. The custom attribute for an instrument must be defined in a dedicated column in the securities stream. The column name must follow the pattern: <attributeKey>Tag<TAG-ID> (e.g. emberTag6109). The value in this column is included in NewOrderRequest and ReplaceOrderRequest for the given instrument.

Symbology

Configuration

Connector settings

Parameter	Default Value	Description
cancelOnDisconnect		Used to enable or disable cancel on disconnect.
username		Username.
password		Password.
execBrokerId		Target destination on Ember side.
account		Default account.
useAccount	false	When enabled account will be passed to and received from FIX messages.
customAttributesSet	6000-8999	Comma-separated list of FIX tag numbers and ranges (e.g. 18,521,6000-6500) to forward as custom attributes on outbound orders. null means 6000-8999 range.
eventAttributesSet		Comma-separated list of FIX tag numbers and ranges (e.g. 18,521,6000-6500) to decode as custom attributes from inbound execution reports. null (default) means accept all tags >= 6000.
sendCustomAttributes	true	Master switch to enable or disable custom attribute forwarding. When false, no custom attributes are sent or received regardless of customAttributesSet or eventAttributesSet.

Supported order attributes

Key	Description
76	ExecBrokerId(76)
6000 <= tag <= 8999	Order custom attributes. The default range can be overridden via customAttributesSet config parameter.

Config sample

connectors {
  ES5: ${template.connector.fix.es5} {
    settings: {
      host = "<HOST>"
      port = <PORT>

      attributeKey = "ember" # prefix for securities columns

      resetSeqNums = true

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

      execBrokerId = "<EXEC_BROKER>"
    }
  }
}