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.
Trading in Term Currency
Order side always reflects direction in terms of the base currency.
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>"
}
}
}