Royal Bank of Canada Trade Connector
Features
fix-rbcConnector Key✓
Order Status Request
✗
Cancel On Disconnect
✗
Commission
✗
Post Only
✗
Fast Cancel
✗
Fast Replace
Notes
Reset Sequence Numbers
Per RBC documentation, resetSeqNums must always be set to true.
Algo Trading
Algo Trading is implemented via strategies and uses the following tags:
- 7620 - AlgoName
- 168 - StartTime
- 126 - EndTime
plus additional strategy-specific tags (see Strategy parameters below).
Strategy parameters
Strategies use three repeating tags: 958, 959, 960 — each triplet represents one strategy parameter entry. A NewOrderRequest may contain multiple entries, but they must be sent in the order: 958, 959, 960, 958, 959, 960, ...
Example from documentation:
| Tag | Field Name | Value |
|---|---|---|
| 957 | NoStrategyParameters | 4 |
| 958 | StrategyParameterName | EnablePriceSensitivity |
| 959 | StrategyParameterType | 13 (Boolean) |
| 960 | StrategyParameterValue | Y |
| 958 | StrategyParameterName | PriceSensitivityLevel |
| 959 | StrategyParameterType | 1 (Int) |
| 960 | StrategyParameterValue | 1 |
| 958 | StrategyParameterName | MinimumQuantityPercent |
| 959 | StrategyParameterType | 6 (float) |
| 960 | StrategyParameterValue | 42.5 |
| 958 | StrategyParameterName | LiquidityPreference |
| 959 | StrategyParameterType | 14 (String) |
| 960 | StrategyParameterValue | both |
Tag 957 (NoStrategyParameters) represents the group count and is set automatically by the connector.
Symbology
Currency pairs in CCY1/CCY2 format (CCY1 = base, CCY2 = term).
| Parameter | Value |
|---|---|
| TimeZone | Etc/UTC |
| Start time | 22:15:00 |
| End time | 22:00:00 |
| Daily session | Yes |
Configuration
Connector settings
| Parameter | Default Value | Description |
|---|---|---|
| partyIdSource | partyIdSource(447) | |
| partyId | partyId(448) | |
| account | account(1) |
Supported order attributes
| Key | Description |
|---|---|
| 7620 | AlgoName(7620) |
| 168 | StartTime(168) |
| 126 | ExpireTime(126) |
| 958 | StrategyParameterName(958) |
| 959 | StrategyParameterType(959) |
| 960 | StrategyParameterValue(960) |
Config sample
connectors {
RBC : ${template.connector.fix.rbc} {
settings : {
host = "<HOST>"
port = <PORT>
senderCompId = "<SENDER_COMP_ID>"
targetCompId = "<TARGET_COMP_ID>"
partyIdSource = "<PARTY_ID_SOURCE>"
partyId = "<PARTY_ID>"
account = "<ACCOUNT>"
}
}
}