Interactive Brokers FIX API Trade Connector

Features

fix-ibConnector Key

Instruments

FXEQUITYOPTIONFUTURESYNTHETIC

Request Types

SUBMITCANCELREPLACE

Order Types

LIMITMARKETSTOPSTOP_LIMIT

Time In Force

DAYGTCFOKIOCGTDAT_THE_OPENINGAT_THE_CLOSE

Order ID Mapper

SEQUENCE

✗

Order Status Request

✓

Cancel On Disconnect

✗

Commission

✓

Post Only

✓

Fast Cancel

✓

Fast Replace

Notes

Integration

Use of FIX requires an integration process lead by IB FIX Engineering team, who can be reached at fixengineering@ibkr.com

• Integration via FIX Protocol to IBKR
• Onboarding and Integration
• Connectivity

Cancel on Disconnect

Interactive Brokers can enable Cancel-On-Disconnect for a FIX session upon request.

Clearing Account Type

Config	Tag 204	Description
CUSTOMER	0	Order placed by customer.
FIRM	1	Order placed by the firm.

Position Effect

Indicates whether the resulting position after a trade should be an opening position or closing position.
Used for omnibus accounting - where accounts are held on a gross basis instead of being netted together.

Config	Tag 77	Description
OPEN	O	Open
CLOSE	C	Close
ROLLED	R	Rolled

Good Till Date Orders

note

The connector populates only ExpireDate(432) for GTD orders.

Security Types

The IB SecType is resolved according to the mapping below.
The specific IB SecType can be set via <attributeKey>SecurityType column in Security Metadata.

note

IBKR uses FOP for options on futures instead of the standard OPT value used for all other options.

Instrument Type	IB SecType
EQUITY,ETF	CS
OPTION	OPT
FUTURE	FUT
FX	CASH
INDEX	IND
BOND	BOND
CFD	CFD
SYNTHETIC	MLEG

Symbology

IB Contracts

• Contract Management
• Finding Contract Details in Trader Workstation
• IB Contract Information Center

Securities Columns

Column (prefixed with <attributeKey>)	Description
Symbol	The asset symbol. Optional.
BaseCurrency	Base Currency. Optional, Currency.BaseCurrency will be used if omitted.
Currency	Term Currency. Optional, GenericInstrument.Currency will be used if omitted.
RootSymbol	The root symbol. Optional, Future.RootSymbol / Option.Underlying / ExchangeTradedSynthetic.RootSymbol will be used if omitted.
Expiry	ExpirationDate in YYYYMMDD format. Optional, Future.ExpirationDate / Option.ExpirationDate will be used if omitted.
Exchange	Contract exchange.
PrimaryExchange	The contract’s primary exchange. Optional. For smart routed contracts, used to define contract in case of ambiguity.
SecurityType	The IB-specific security type. Optional, resolved from Instrument Type if omitted.
ContractMultiplier	The instrument’s multiplier (i.e. options, futures). Optional.

note

ibSymbol is not used for FX instruments. Instead Base and Term currencies should be property defined. Sometimes IB requires non-standard notation (e.g. GLD vs XAU) - in such case IB specific value can defined in ibBaseCurrency column.

Schedule

Interactive Brokers can configure a FIX session schedule upon request.
If a schedule is enabled on the server side, it must also be configured in the connector settings (see example config below).

Configuration

Connector settings

Parameter	Default Value	Description
senderId		Operator ID. Required for Futures.
senderLocationId		ISO identifier of the physical location of trader. Required for Futures.
useTrader	false	Use request's Trader ID (if provided) for OperatorID(8089).
clearingAccountType		The capacity of the firm placing the order. Valid values: CUSTOMER, FIRM.
positionEffect		Order position effect. Valid values: OPEN, CLOSE, ROLLED.
clearingAccount		Non-IBKR Clearing FIX Accounts when placing futures and futures options orders. Optional.
locateBroker		Indicate the present location of the shares that are to be delivered in connection with customer's short sale order.
account		IBKR account.
useAccount	false	The flag to force using request's account in preference of default account.
useExchange	false	Defines whether or not to use Exchange from order request.
customAttributesSet	1,18,47,65,77,100,142,168,204,207,439,440,847,6000-8999,9816	The set of order request attributes which should be passed in FIX message.

Config sample

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

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

      account = "<ACCOUNT>"
      clearingAccountType = CUSTOMER

      # configure schedule if it is enabled on server side
      schedule = {
        zoneId = "America/Chicago"
        intervals = [
          {
            startTime = "16:00:00",
            startDay = SUNDAY,
            endTime = "16:00:00",
            endDay = FRIDAY
          }
        ]
      }
    }
  }
}