Scotiabank Trade Connector

Features

fix-scotiabankConnector Key

Instruments

EQUITY

Request Types

SUBMITCANCELREPLACE

Order Types

MARKETLIMITSTOP_LIMITMARKET_ON_CLOSELIMIT_ON_CLOSE

Time In Force

DAYGTCIOCGTDAT_THE_OPENING

Order ID Mapper

COMPOSITE

✗

Order Status Request

✓

Cancel On Disconnect

✗

Commission

✗

Post Only

✓

Fast Cancel

✓

Fast Replace

Notes

Custom Attributes

Use customAttributesSet settings to control what order attributes can be forwarded to FIX messages.
The default value is 9000-9500. The null value means that order attributes will be ignored.

Sequence Reset

Scotiabank does not support automatic sequence number resets (resetSeqNums = true).
If the outbound sequence number is lower than expected, the server will drop the connection.

Order Status

Order Status Request is not supported.

Order side

BUY, SELL, and SELL_SHORT order sides are supported.
Orders with SELL_SHORT side on US markets require the locateBroker configuration setting.

Currency

Currency is a required property for both OrderNew and OrderReplace requests.

Symbology

Symbology	Required Fields
Ticker	Symbol + Country or SecurityExchange
RIC	RIC code
SEDOL	Sedol + Currency
CUSIP	CUSIP + Country or SecurityExchange + Currency
ISIN	ISIN + Country or SecurityExchange + Currency

Schedule

Parameter	Value
Time Zone	America/New_York
Start Day	Monday
Start Time	07:00:00
End Day	Friday
End Time	17:00:00
Daily Session?	Yes

Configuration

Connector settings

Parameter	Default Value	Description
account		(Optional) Account(1) tag default value.
useAccount	false	The flag to define whether to use order account in preference of default account.
onBehalfOfCompId		Default value for OnBehalfOfCompID(115) tag.
onBehalfOfSubId		(Optional) Default value for OnBehalfOfSubID(116) tag used to represent trader's name.
useTrader	true	The flag to define whether to use order traderId as OnBehalfOfSubID(116) in preference of default setting.
useExchange	false	Defines whether or not to use Exchange from request in FIX message as ExDestination(100) (known as Booking Market)
locateBroker		MPID of locate broker required for Sell Short orders (US only).
country	CA	Country. Valid value: CA
securityIdSource	RIC_CODE	Identifies class of alternative SecurityID. Valid values: CUSIP, SEDOL, ISIN_NUMBER, RIC_CODE, EXCHANGE_SYMBOL.
rule80A		Indicates order type upon which exchange Rule 80A is applied. Valid values: AGENCY, PRINCIPAL.
customAttributesSet	9000-9500	The set of order request attributes which should be passed in FIX message. Format: 18,9000-9500. If null - attributes will not be passed.

Supported order attributes

Key	Description
115, 6115	OnBehalfOfCompId(115).
116, 6116	OnBehalfOfSubId(116).
63	SettlementTyp(63). Valid values: 0 = Regular.
65	SymbolSfx(65).
100	ExDestination(100). Booking Market for DMA orders.
207	SecurityExchange(207).
421	Country(421). Valid values: CA = Canada, US = United States, MX = Mexico, BR = Brazil, CL = Chile, CO = Columbia.
5700	LocateBroker(5700).
7212	Anonymous(7212). Valid values: Y, N.
7213	RegulationID(7213). Valid values: IA = Insider Account, SS = Significant Shareholder.
9301	StrategyID(9301).

Config sample

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

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

      onBehalfOfCompId = "<ON_BEHALF_OF_COMP_ID>"
    }
  }
}