Mercury Trade Connector

Features

fix-mercuryConnector Key

Instruments

FX

Request Types

SUBMITCANCEL

Order Types

LIMIT

Time In Force

DAYGTCIOC

Order ID Mapper

SEQUENCE

✗

Order Status Request

✓

Cancel On Disconnect

✗

Commission

✗

Post Only

✗

Fast Cancel

✗

Fast Replace

Notes

Sequence Reset

Mercury Exchange strongly recommends resetting sequence numbers on each new session.

Time In Force

Only Day TIF is fully supported by Mercury Exchange. Immediate Or Cancel is accepted but correct handling is not guaranteed.

Cancel On Disconnect

Cancel On Disconnect is a session-configurable option. Active Day orders are silently discarded at end of day by Mercury Exchange.

Christian Aden (Mercury Exchange):

Open orders don't persist from one trading day to the next. Once the market closes at 4:00PM CT our application servers shut down while we archive the day's activity. Everything starts fresh at the open of the next trading day at 4:15PM CT. So you won't receive an out for any open orders still resting in the market at 4:00, but neither will they be actionable after that.

Cancel On Disconnect SHOULD NOT be changed while there are active orders — open order status will become unpredictable.

Symbology

Currency pairs without separator (ISO notation), e.g. BTCUSD.

Schedule

Parameter	Value
Time Zone	America/Chicago
Start Day	Sunday
Start Time	16:15:00
End Day	Sunday
End Time	16:00:00
Daily Session?	Yes

Configuration

Connector settings

Parameter	Default Value	Description
cancelOnDisconnect	true	Used to enable or disable cancel on disconnect
password		Password

Config sample

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

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

            password = "<PASSWORD>"

            cancelOnDisconnect = true
            resetSeqNums = true
        }
    }
}