Lucera Trade Connector
Features
fix-luceraConnector Key✗
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. Important: ':' cannot be used in sourceId. |
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 |
|---|---|
| 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. |
| 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>"
}
}
}