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FlexTrade FX Trade Connector

Features​

fix-ftfxConnector Key
Instruments
FX
Request Types
SUBMITCANCELREPLACE
Order Types
MARKETLIMIT
Time In Force
DAYGTCIOCFOKGTD
Order ID Mapper
SEQUENCE
✗
Order Status Request
✗
Cancel On Disconnect
✗
Commission
✗
Post Only
✗
Fast Cancel
✗
Fast Replace

Notes​

If tag 9250 is set to VWAP, Price(44) is interpreted as a VWAP price rather than a limit price.

Symbology​

Currency pairs in BASE/QUOTE format per EBS (Electronic Broking Services) convention, e.g. GBP/USD. Inverted notation (e.g. USD/GBP) is not valid.

FIX sessions begin at 17:03 EST each day, Sunday through Thursday, and end at 16:59 EST the following day. Sequence numbers must be reset during the 4-minute maintenance window and remain valid until the next shutdown.

Configuration​

Connector settings​

ParameterDefault ValueDescription
senderSubIdOrder counterparty.
onBehalfOfCompIdSend orders into the system on behalf of another account. Password is mandatory if this is specified.
onBehalfOfSubIdSend orders into the system on behalf of another counterparty.
passwordPassword. Optional.

Supported order attributes​

KeyDescription
50,6050SenderSubID(50)
115,6115OnBehalfOfCompID(115)
116,6116OnBehalfOfSubID(116)
9301,6301Standard Tenor. Valid Tenors: SN, 1W, 2W, 3W, 1M, 2M, 3M, .. 1Y and so on.
9250,6250Set to VWAP for tag 44 to be interpreted as a VWAP price rather than a limit.

Config sample​

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

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

onBehalfOfCompId = "VALUE"
password = "<PASSWORD>"
}
}
}