Goldman Sachs Equity Trade Connector

Features

fix-goldmanConnector Key

Instruments

EQUITYETF

Request Types

SUBMITCANCELREPLACE

Order Types

MARKETLIMITSTOPSTOP_LIMIT

Time In Force

DAYIOCFOKAT_THE_CLOSEAT_THE_OPENINGGTD

Order ID Mapper

SEQUENCE

✓

Order Status Request

✓

Cancel On Disconnect

✗

Commission

✗

Post Only

✗

Fast Cancel

✗

Fast Replace

Notes

Tags in Region

Some tags usage and requirements can be different in EMEA region and USA region.

Algo Orders

The connector supports additional tags for algo trading.

StartTime(168) and EndTime(126) have format YYYYMMDD-HH:MM:SS.

Client Order ID

The length of ClOrdID(11) must not exceed 25 characters.

The orderMapperType setting controls the value passed in ClOrdID(11):

• SEQUENCE — Default. The request's sequence (Int64).
• COMPOSITE — Formed as {SOURCE_ID}${EMBER_ORDER_ID}.

Important: When using the COMPOSITE option, the combined length of {SOURCE_ID}${EMBER_ORDER_ID} must not exceed 25 characters.

ClOrdID(11) and OrigClOrdID(41) values are returned in order events in custom order attributes:

• 6011 - ClOrdID(11)
• 6041 - OrigClOrdID(41)

Time In Force

Stop and Stop Limit orders are only supported in the EMEA region and have not been tested outside it.

Account(1) and SecurityExchange(207)

• To include the request's exchange in the FIX message, set useExchange = true.
• To include the request's account in the FIX message, set useAccount = true.
• To send the request's exchange in tag 100(ExchangeId) instead of 207(SecurityExchangeId), set useSecurityExchange = false.

Symbology

Instrument identity is defined via SecurityID(48) and IDSource(22).

Tag	Column	Required?	Description
SecurityID(48)	goldmanSymbol	Yes
SecurityExchange(207)	GenericInstrument.exchangeId	No

IDSource(22) value can be set via connector settings: securityIdSource

Schedule

Parameter	Value
Time Zone	America/New_York
Start Day	Monday
Start Time	00:30
End Day	Friday
End Time	20:00
Daily Session?	Yes

Configuration

Connector settings

Parameter	Default Value	Description
discardOnReconnect	false	Discard open order upon reconnect.
account		Account(1). User account.
useAccount	false	Defines whether or not to use Account from request in FIX message
copyAccountToOnBehalfOfCompId	false	Toggle copying Account(1) value to OnBehalfOfCompID(115) tag.
onBehalfOfCompId		Used to specify client OBO on service bureau/hub sessions.
deliverToCompId		GS Low Latency gateway will populate in response to requests where field 128 has been set
orderMapperType	SEQUENCE	Defines how to form ClOrdID(11). Supported values: COMPOSITE, SEQUENCE.
useExchange	false	Defines whether or not to use Exchange from request in FIX message
useSecurityExchange	true	Defines whether or not to pass exchange value in ExDestination(100) instead of SecurityExchange(207)
orderCapacity		Required for US broker-dealer clients. Valid values: AGENCY, PRINCIPAL
bookingType		Americas Only. Optional. Valid values: REGULAR_BOOKING, CFD, TOTAL_RETURN_SWAP
locateBroker		Extension field. Locate Broker MPID
securityIdSource	RIC_CODE	Identifies class or source of the SecurityID(48) value. Required if SecurityID(48) is specified.
parties		Parties component block is a flexible mechanism used to allow new roles or types of firm identification to be specified without a corresponding increase in the number of FIX fields.

Supported order attributes

Key	Description
1, 6001	Account(1) - Account mnemonic as agreed between buy and sell sides
18, 6018	ExecInst(18) - Instructions for order handling on exchange trading floor
21, 6021	HandlInst(21) - Instructions for order handling. Valid values 1,3
22, 6022	IDSource(22) - Identifies class or source of the SecurityID
54, 6054	Side(54) - Side of order
58, 6058	Text(58). User Defined Text.
59, 6059	TimeInForce(59) - Specifies how long the order remains in effect
114, 6114	LocateReqd(114) - Indicates whether the broker is to locate the stock in conjunction with a short sell order.
115, 6115	OnBehalfOfCompID(115) - Assigned value used to identify firm originating message
126, 6126	EndTime(126) - Time when Algo is expired. Format YYYYMMDD-HH:MM:SS
128, 6128	DeliverToCompID(128) - Assigned value used to identify the firm targeted to receive the message
145, 6145	DeliverToLocationID(146) - Assigned value used to identify specific message recipient's location. Valid values 1,3,101
168, 6168	StartTime(168) - Time when Algo starts. Format YYYYMMDD-HH:MM:SS
207, 6207	SecurityExchange(207). Market used to help identify a security..
376, 6376	ComplianceID(376). Used in US for OATS reporting.
432, 6432	ExpireDate(432). Used for GTD order to specify expiration date. Format YYYYMMDD
528, 6528	OrderCapacity(528). Required for US broker-dealer clients.
775, 6775	BookingType(775)
5700, 6700	LocateBroker(5700) - Extension field. Locate Broker MPID
110007, 7007	SOR(11007) -Used to aid in routing to the appropriate SOR destination. Valid values 1,2,3,0

Config sample

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

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

           securityIdSource =  RIC_CODE
           orderCapacity = AGENCY # AGENCY, PRINCIPAL
        }
    }
}