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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.

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).
note

QB does not support DMA orders.

Symbology​

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

Schedule​

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

Configuration​

Connector settings​

ParameterDefault ValueDescription
accountDefault account.
useAccountfalseThe flag to define whether to use order account in preference of default account.

Supported order attributes​

KeyDescription
1Account(1).

Config sample​

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

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

      account = "<ACCOUNT>"
    }
  }
}