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Societe Generale Trade Connector

Features​

fix-socgenConnector Key
Instruments
FUTURESYNTHETIC
Request Types
SUBMITCANCELREPLACE
Order Types
LIMITMARKETSTOPSTOP_LIMIT
Time In Force
DAYGTDGTCFOKIOC
Order ID Mapper
SEQUENCE
✗
Order Status Request
✗
Cancel On Disconnect
✗
Commission
✗
Post Only
✗
Fast Cancel
✗
Fast Replace

Notes​

Symbol​

For futures instruments, Symbol(55) must be set to the root symbol.

Currency​

If currency is set, it is included in New Order and Cancel/Replace requests.

CME Exchange​

  • SenderSubID(50) — Mandatory for CME exchanges. Any value that identifies who or what sent the order.
  • SenderLocationID(142) — Mandatory for CME exchanges. 2-character country code; for the US and Canada, state/province is appended.

Done For Day​

At end of day, the exchange sends a Done_For_Day event, followed by a Restate event at the start of the next session. The connector discards Done_For_Day events; Restate events are processed normally.

Symbology​

By default, exchange ticker notation is used for instruments. The notation can be changed via the securityIdSource config parameter.

SocGen requires the exchange MIC code in every order request.
If the exchange is not specified in the request, the value from the "Exchange Code" column is used.
This default can be overridden via the socgenExchange custom column.

To include the trade request's account in Account(1), set useAccount = true.
An account can also be set per instrument via the socgenAccount column.

Account resolution order (highest to lowest priority):

  • Trade request account (if useAccount = true)
  • Instrument account (socgenAccount column value)
  • Default connector account (connector settings)

Configuration​

Connector settings​

ParameterDefault ValueDescription
senderSubIdSenderSubID(50). Assigned value used to identify specific message originator (desk, trader, etc.)
senderLocationIdSenderLocationID(142). Assigned value used to identify specific message originator’s location
deliverToCompIdDeliverToCompID(128).
onBehalfOfCompIdOnBehalfOfCompId(115). Assigned value used to identify firm originating message if the message was delivered by a third party i.e. the third party firm identifier would be delivered in the SenderCompID <49> field and the firm originating the message in this field.
onBehalfOfSubIdOnBehalfOfSubId(116). Assigned value used to identify specific message originator (i.e. trader) if the message was delivered by a third party.
accountAccount(1).
useAccountfalseSend order request's account in Account(1).
useTradertrueSend order request's trader in SenderSubId(50).
useExchangetrueSend order's Exchange in ExDestination(100).
securityIdSourceEXCHANGE_SYMBOLAllowed values: ALIAS, BLOOMBERG_SYMBOL, CLEARING_HOUSE, CUSIP, EXCHANGE_SYMBOL, EXCHANGE_TICKER, ISIN_NUMBER, NAME, OPENFIGI, QUIK, RIC_CODE, SEDOL, SERIES_KEY, TT_SECURITY_ID.
isAcceptorfalseDefines whether connector should be acceptor or initiator.

Supported order attributes​

KeyDescription
50, 6050SenderSubID(50). Assigned value used to identify specific message originator.
115, 6115OnBehalfOfCompID(115). Assigned value used to identify firm originating message if the message was delivered by a third party.
116, 6116OnBehalfOfSubID(116). Assigned value used to identify specific message originator (i.e. trader) if the message was delivered by a third party.
128, 6128DeliverToCompID(128).
142, 6142SenderLocationID(142).
207, 6207SecurityExchange(297).
1, 6001Account(1). Order account.
581, 6581AccountType(541). Account Type.
109, 6109ClientID(109). Client ID.
18, 6018ExecInst(18). Instructions for order handling on exchange trading floor.
21, 6021HandlInst(21). Instructions for order handling on Broker trading floor.
528, 6528OrderCapacity(528). Order Capacity.
1028, 7028ManualOrderIndicator(1028). Indicates if the order was initially received manually (as opposed to electronically).
22, 6022SecurityIDSource(22). Identifies class or source of the SecurityID <48> value. Required if SecurityID is specified.
107, 6107SecurityDesc(107). Security description.
100, 6100ExDestination(100). Execution destination as defined by institution when order is entered..
114, 6114LocateRequired(114). Indicates whether the broker is to locate the stock in conjunction with a short sell order. Allowed: Y, N.
386, 6386NoTradingSessions(386). The specific tag to send orders to the T+1 session. Has to be set to 1 to trade T+1.
336, 6336TradingSessionID(336). The specific tag to send orders to the T+1 session. Has to be set to 6 to trade T+1.
526, 6526SecondaryClOrdID(526). Secondary Client Order ID.
541, 6541MaturityDate(541). The instrument maturity date in format YYYYMMDD.
847, 6847TargetStrategy(847). The target strategy of the order
914, 6914AgreementID(914). A common reference to the applicable standing agreement between the counterparties to a financing transaction.

Config sample​

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

      senderCompId = "<SENDER_COMP_ID>"
      targetCompId = "<TARGET_COMP_ID>"
      senderSubId = "<SENDER_SUB_ID>"
      onBehalfOfCompId = "<ON_BEHALF_OF_COMP_ID>"

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

      useTrader = true # Allow sending request's trader in SenderSubID(50)

      isAcceptor = false # connector is initiator
    }
  }
}