Quantative Brokers Trade Connector

Features

fix-qbConnector Key

Instruments

FUTUREOPTIONBOND

Request Types

SUBMITCANCELREPLACE

Order Types

MARKETLIMITSTOPSTOP_LIMIT

Time In Force

DAY

Order ID Mapper

COMPOSITE

✓

Order Status Request

✓

Cancel On Disconnect

✗

Commission

✗

Post Only

✗

Fast Cancel

✗

Fast Replace

Notes

Cancel-On-Disconnect

By default, FIX sessions have Cancel on Disconnect disabled to prevent brief connection lapses from interrupting order execution.

Order Status Request

Per the documentation, OrderStatusRequest(H) requires a quantity parameter. This has not been tested.

Algorithmic Execution

FIX messages are routed through the specified QB algorithmic strategy. All orders must include the tags listed below:

• HandlInst(21) must be set to 2 (Algo Execution).
• ExecInst(18) must be set to 1 (Not Held).

QB does not support direct-market-access orders.

Symbology

EDS, RIC, and Bloomberg symbol identifiers are supported. The Exchange Defined Symbol (EDS) is preferred for listed outright and multi-leg contracts.

All NewOrderSingle(D) and related messages must include a valid Symbol(55) or SecurityID(48) and a valid SecurityIDSource(22). If SecurityID(48) is present, it takes precedence over Symbol(55).

Schedule

QB operates Monday–Friday, 02:00–17:15 ET, subject to Execution Venue hours.

Configuration

Connector settings

Parameter	Default Value	Description
account		Your account

Supported order attributes

Key	Description
1	Account

Config sample

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

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

            account = "<ACCOUNT>"
        }
    }
}