Lucera Trade Connector

Features

fix-luceraConnector Key

Instruments

FX

Request Types

SUBMITCANCEL

Order Types

MARKETLIMIT

Time In Force

DAYIOCFOK

Order ID Mapper

SEQUENCE

✗

Order Status Request

✓

Cancel On Disconnect

✗

Commission

✓

Post Only

✓

Fast Cancel

✗

Fast Replace

Notes

Orders

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

Order Side

Order side is relative to the currency set in Currency(15) tag.

Client Order ID

Maximum length is 24 characters.

Source and format of the Client Order ID are controlled by the orderMapperType setting:

Order Mapper Type	Client Order ID source	Rules and Restrictions
SEQUENCE	Order request's sequence number	sequence is numeric
COMPOSITE	Order request's sourceId and orderId	sourceId and orderId are concatenated with ':' delimiter. NB: : cannot be used in sourceId.

Parties Group

Parties entries can be added to requests via order attribute:

Custom Tag	Value Example
8453	448=ACCELERATE.CONNECT|447=D|452=3|448=API.NEUTRAL.CONNECT|447=D|452=500|448=LUC.MNEUTRAL.ESP.TRD|447=D|452=11|448=ACCELERATE.CONNECT|447=D|452=24

Symbology

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

Configuration

Connector settings

Parameter	Default Value	Description
password		Password.
account		Account.
useAccount	false	The flag to define whether to use order account in preference of default account.
orderMapperType	SEQUENCE	Type of the mapper which is used to map order to Client Order ID. Supported values: COMPOSITE, SEQUENCE. See Client Order ID section for detailed explanation.

Supported order attributes

Key	Description
1	Account(1).
18	ExecInst(18). Valid values: 6 for Post-Only.
58	Text(58). Free format text string.
64	SettlDate(64). Settlement Date for Forwards and NDFs. Format: YYYYMMDD.
109	ClientID(109). Optional client/strategy identifier.
76,6076	ExecBroker(76). The target LP. And in case it is not set, that will go to 'standard' aggregation.
6167	SecurityType(6167). Indicates type of security: Valid values: FXSPOT, FXFWD, FXNDF.
5063	TenorValue(5063). Tenor Value for Forwards or NDFs. The Tenor can be also specified by providing only SettlDate(64) for Forwards and both SettlDate(64) and FixingDate(5541) for NDFs.. Format: YYYYMMDD.
5541	FixingDate(5541). Fixing Date for NDFs. Format: YYYYMMDD.
8453	Parties Group(453). See Parties Group section for detailed explanation.
20011	CustomTag(20011).
20012	CustomTag(20012).
20013	CustomTag(20013).
20014	CustomTag(20014).

Config sample

connectors {
  LUCERA: ${template.connector.fix.lucera} {
    settings {
      host = "<STUNNEL_HOST>"
      port = <STUNNEL_PORT>

      password = "<PASSWORD>"

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