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JPMorgan Algo Trade Connector

Features​

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

Notes​

Algo trading​

Per the spec, a custom tag with a value higher than 6000 must be included.

Symbology​

Schedule​

All times are in America/New_York:

DayOpenClose
Monday06:0019:00
Tuesday06:0019:00
Wednesday06:0019:00
Thursday06:0019:00
Friday06:0019:00

Configuration​

Connector settings​

ParameterDefault ValueDescription
customAttributesSet6000-10067The set of order request attributes which should be passed in FIX message.

Supported order attributes​

KeyDescription
>6000Used for various Algo parameters
6061ExecServId(6061).
9207OMS/EMS Name e.g. NEOVEST, EZECASTLE, CHARLESRIVER
9681OMS/EMS Version e.g. 1.0.15

Config sample​

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

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