FXSpotStream Trade Connector

Features

fix-fssConnector Key

Instruments

FX

Request Types

SUBMIT

Order Types

MARKETLIMITPREVIOUSLY_QUOTED

Time In Force

DAYGTCIOCFOKGTD

Order ID Mapper

SEQUENCE

✗

Order Status Request

✓

Cancel On Disconnect

✗

Commission

✗

Post Only

✗

Fast Cancel

✗

Fast Replace

Notes

Availability

Subscribe to market data before sending orders.

Orders

Order Cancel/Replace and Order Status Request are not supported.

Parties

PartyIdSource options: Proprietary, LEI. PartyRole options: LiquidityProvider, ClientID.

Symbology

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

Configuration

Connector settings

Parameter	Default Value	Description
username		Username
password		Password
parties.partyId		Used to identify source of PartyID.
parties.partyIdSource		Valid value=D(Proprietary)
parties.partyRole		Valid value: 35 = Liquidity Provider

Supported order attributes

Key	Description
63	SettlType. 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.
278	MDEntryID. The id of the previously quoted data. Required when 40=D.
64	SettlDate. Value date is required when order is for a broken date and tag 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.
639	PriceImprovement. Allows clients to specify a discretion offset up to which they will accept the execution in their disfavor.
1026	MDEntrySpotRate.ond For forwards, the spot rate of the previously quoted data.
847	TargetStrategy. The target strategy of the order. Valid values: 1 = VWAP, the calculated VWAP price (for one LP) must be populated in tag 44 (Price); 2000 = DMA – Direct Market Access
18	ExecInst. Only available for limit orders. Valid value: o = Cancel on connection loss; 2 = Work; G = AON (all or None).
6203	FixingDate.ond For NDF, fixing date expressed in the format YYYYMMDD. Recommended when SecurityType = FXNDF when LP sends Fixing Date in the quote message. Not required for Limit/Market orders.
9023	NotifyTradeRejects. For limit orders, specifies if the client wants to receive trade rejects details. Possible values: 0 = DO_NOT_NOTIFY_REJECTS; 1 = NOTIFY_REJECTS.
1166	QuoteMsgID. For previously quoted orders (40=D), the id of the market data snapshot.
574	MatchType. Client to specify if they are acting as a Systematic Internaliser, trading with UBS. Accepted Values: 9 = Trade Reporting (Systematic Internaliser)

Config sample

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

            targetCompId = "<TARGET_COMP_ID>"
            senderSubId = "<SENDER_SUB_ID>"

            parties = [
                {
                    partyId = "<CLIENT_ID>"
                    partyIdSource = Proprietary
                    partyRole = "<PARTY_ROLE>"
                }
            ]
        }
    }
}