Shinhan Trade Connector

Features

fix-shinhanConnector Key

Instruments

FUTUREOPTION

Request Types

SUBMITCANCELREPLACE

Order Types

LIMITMARKET

Time In Force

DAY

Order ID Mapper

SEQUENCE

✗

Order Status Request

✗

Cancel On Disconnect

✗

Commission

✗

Post Only

✗

Fast Cancel

✗

Fast Replace

Notes

Cancel Replace

• Each Cancel/Replace request can modify only one field at a time: quantity or price, but not both.
• Increasing the quantity of an open order is not supported; only reductions are allowed. To increase quantity, cancel the original order and submit a new one.
• If a fill is received during modification, the confirmed quantity in the execution report may differ from the quantity requested in the amendment.

Symbology

Options

The SHIC FIX engine identifies option products as follows:

• Symbol(55) : an exchange ticker symbol
• SecurityType(167) : OPT

For example, the ticker symbol 20142087 means:

• 2 : CALL OPTION
• 01 : KOSPI 200
• 42 : Maturity Month Year is 200402.
• 087 : Strike Price is 87.5

Configuration

Connector settings

Parameter	Default Value	Description
account		Account(1) tag default value.
useAccount	false	The flag to define whether to use order account in preference of default account.

Supported order attributes

Key	Description
1, 6001	Account
18, 6018	execInst. Instructions for order handling on exchange trading floor. Valid values: 4 = Over the day
21, 6021	HandlInst. Instructions for order handling on Broker trading floor. Valid values: 1 = Automated execution order, private, 3 = Manual order, best execution
100, 6100	Exchange Id
529, 6529	Order Restrictions.Values: 2 = Index Arbitrage, 3 = Non-Index Arbitrage

Config sample

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

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

      account = "<ACCOUNT>"
      useAccount = false # Allow sending request's account in Account(1)
    }
  }
}