Prime XM Trade Connector
Features
fix-primexmConnector KeyNotes
TTL - Time To Live
TTL (10000) can be set per order via custom attributes.
The Limit orders will expire after the TTL is passed (TTL is set to 350ms as default). If the XCore finds a valid price during that time, it will execute the trade accordingly. The system takes the smallest TTL between the one configured in the connector and the one requested by the client.
Instrument currency inclusion
The primexmAppendCurrency instrument attribute controls whether currency is appended to the symbol.
Currency can always be overridden per order via custom attribute 15 (Currency).
Currency(15) must not be included for NDF instruments (primexmAppendCurrency must be OFF).
Symbols that would fall under the NDF security are as follows:
| Symbol |
|---|
| USDBRL |
| USDPHP |
| USDKRW |
| USDTWD |
| USDCLP |
| USDCOP |
| USDINR |
| USDIDR |
| USDMYR |
| USDCNY |
Symbology
Currency pairs in BASE/QUOTE format, e.g. EUR/USD, GBP/CHF.
PrimeXM symbols must be defined in the primexmSymbol field in the Security Metadata stream.
Schedule
Session available from Friday 17:05:30 to Friday 17:05:00 the following week (America/New_York).
Configuration
Connector settings
| Parameter | Default Value | Description |
|---|---|---|
| account | Your account | |
| username | Username | |
| password | Password |
Supported order attributes
| Key | Description |
|---|---|
| 1 | Account |
| 10000 | Ttl value |
| 15 | Currency |
Config sample
connectors {
PRIMEXM : ${template.connector.fix.primexm} {
settings : {
host = "<HOST>"
port = <PORT>
senderCompId = "<SENDER_COMP_ID>"
targetCompId = "<TARGET_COMP_ID>"
username = "<USERNAME>"
password = "<PASSWORD>"
account = "account"
}
}
}
Stunnel configuration
Use stunnel for UAT connectivity. The UAT certificate is included in the package.
For production, retrieve the certificate yourself:
openssl s_client -showcerts -connect [HOST]:[PORT] < /dev/null | openssl x509 -outform PEM > primexm.pem
Stunnel config:
For production, adding verify = 4 is recommended. The UAT certificate is expired and will not pass verification.
[PrimeXM]
client = yes
accept = 40355
connect = pxmdemouk.primexm.com:30355
CAfile = D:\Projects\Deltix\TestEnv\31N\primexm\cert.pem