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FastMatch Trade Connector

Features​

fix-fastmatchConnector Key
Instruments
FX
Request Types
SUBMITCANCELREPLACE
Order Types
LIMITMARKET
Time In Force
DAYIOCFOK
Order ID Mapper
COMPOSITE
✗
Order Status Request
✓
Cancel On Disconnect
✗
Commission
✗
Post Only
✗
Fast Cancel
✗
Fast Replace

Notes​

Order Replace​

FastMatch supports amendment of Price and Size only. Changes to other attributes are silently ignored.

Order Quantity​

Minimum order size is 100,000. Fractional sizes are supported; quantity precision must be set to 2.

Cancel-on-Disconnect​

FastMatch supports Cancel-on-Disconnect.

OrderStatusRequest​

FastMatch does not support Order Status Request.

Reset Sequence Number​

FastMatch supports sequence number reset, but resetting while orders are open may result in missed Execution Reports. Use this only when there are no open orders.

Custom attributes​

Currently supported custom attributes: 109, 1, 1079, 541, 8000, 8001, 9000, 9001, 9002, 9010, 9020, 9030, 9400, 9501, 9502, 9503

Connector settings​

The following settings can be specified in the connector config: clientId, account.

Symbology​

Currency pairs in CCY1/CCY2 format, e.g. EUR/USD.

Schedule​

Daily maintenance window runs from 17:00 to 17:30 ET. The server may accept connections a few minutes before 17:30 ET. On weekends, the server stops listening on Friday at 17:00 ET and resumes on Sunday at 17:30 ET.

Config sample​

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

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