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Liquidity Edge Trade Connector

Features​

fix-leConnector Key
Instruments
BOND
Request Types
SUBMITCANCELREPLACE
Order Types
MARKETLIMITSTOP_LIMIT
Time In Force
DAYGTCFOKIOCGTD
Order ID Mapper
SEQUENCE
✗
Order Status Request
✓
Cancel On Disconnect
✗
Commission
✗
Post Only
✗
Fast Cancel
✗
Fast Replace

Notes​

Message Sequence Numbers​

The FIX server resets message sequence numbers on each reconnect. The Reset Sequence Numbers flag must always be enabled in the adapter settings.

Order quantity​

Order quantity must be a multiple of 1,000,000.

Time In Force​

GOOD_TILL_DATE (GTD) accepts date-only expiry values in YYYYMMDD format.

MinQty​

If no quantity multiplier is set, the connector sets MinQty to 1.

Password​

Liquidity Edge blocks the account if the password is incorrect or not set.

Symbology​

SymbolSfx - Tenor Code. Required for forwards and NDFs.

Schedule​

Sessions are available from 17:00 EST/EDT on Sundays until approximately 05:00 on Fridays.

Configuration​

Connector settings​

ParameterDefault ValueDescription
passwordPassword.

Config sample​

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

      senderCompId = "<SENDER_COMP_ID>"
      targetCompId = "<TARGET_COMP_ID>"
      password = "<PASSWORD>"
    }
  }
}