Morgan Stanley Trade Connector

Features

fix-morganstanleyConnector Key

Instruments

FUTURE

Request Types

SUBMITCANCELREPLACE

Order Types

LIMITMARKET

Time In Force

DAY

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 7000 must be included.

Symbology

Morgan Stanley uses standard futures symbology with contract month and year encoded in the symbol name, e.g. XU21M, NG21N, C21Z.

Schedule

Schedule not defined.

Configuration

Connector settings

Parameter	Default Value	Description
account		Default value for Account(1) tag.
fixSpec	FUT3.7	MS Algo spec version for which client or vendor is certified.
targetSubId		Used by internal Morgan Stanley Systems to determine internal destination for order
senderSubId		Used by internal Morgan Stanley Systems to determine order sender
idSource		Identifies class of alternative SecurityID
senderLocationId		Assigned value used to identify specific message originator's location

Supported order attributes

Key	Description
>7000	Used for various Algo parameters
57	Used to override targetSubId
50	Used to override senderSubId
168	Time the order should start executing. Suggested format: localtime on frontend. FIX message requires GMT.
167	Indicates type of security
22	Identifies class of alternative SecurityID
48	CUSIP or other alternate security identifier
142	Assigned value used to identify specific message originator's location
200	MaturityMonthYear(200) - Month and Year of the maturity for Futures
461	CFICode(461) - Indicates the type of security using ISO 10962 standard

Config sample

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

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

                fixSpec = FUT3.7
        }
    }
}