360T Super Sonic Tex Trade Connector
Features
fix-sstConnector KeyNotes
360T API
SuperSonicTex Trade Connector is implemented and tested with 360T SEP Market Taker API v.4.0.12.
News
A News message after successful login indicates that the session is ready for order requests.
The News message timeout is controlled by newsTimeout option.
The connector disconnects the session if no News message is received within the timeout period.
Unknown Orders
360T may reject order status requests for orders cancelled after disconnection.
The rejection message contains "UNKNOWN ORDER".
Such orders are automatically discarded when discardUnknown is enabled.
ExDestination
From the exchange FIX spec:
ExDestination(100) FIX tag is only relevant forDAYandGTCorders. This specifies the Execution Destination for this order. Possible values -PrivateBookandCLOB. If this field is not specified, by default the destination will be the private book. IfCLOBis specified, partial filling will always be possible. ExDestination =CLOBcan not be used in conjunction with ExecInst=G, AON.
When useExchange setting is enabled and Exchange parameter is specified in an order request, it is used for the ExDestination(100) tag.
Otherwise, exDestination configuration setting is used.
Trade Issuer
Issuer(106) FIX tag from execution reports is reported as 6106 custom attribute in order events.
Symbology
Currency pairs in BASE/QUOTE format, e.g. EUR/USD, GBP/USD.
Schedule
The 360T Production environment is available Sunday 18:00 – Friday 17:00 America/New_York. A daily maintenance window runs 17:00–18:00 America/New_York on weekdays.
Session reset occurs on Sundays at 09:00 EST.
Configuration
Connector settings
| Parameter | Default Value | Description |
|---|---|---|
password | Password | |
account | Default account | |
useAccount | false | Send account specified in the order request in the Account(1) tag. |
discardUnknown | false | When enabled, the order will be discarded after the order status request is rejected. See Unknown Orders section for detailed explanation. |
newsTimeout | 60s | Timeout waiting for the News(B) message. See News section for detailed explanation. |
useExchange | true | Defines whether or not to use Exchange from request in FIX message. |
exDestination | PRIVATE_BOOK | Defines value for ExDestination(100) tag. Possible values: 'PRIVATE_BOOK', 'CLOB'. See ExDestination section for detailed explanation. |
Supported order attributes
| Key | Description |
|---|---|
| 1 | Account(1) |
| 15 | Currency(15) |
| 18 | ExecInst(18) for the order. Possible values: 'G' = All-Or-None. |
| 64 | Settlement date for the order. |
| 106 | Issuer(106) for the order. Specifies the number of selected providers that the customer wants to be regarded for the execution. |
Config sample
connectors {
SST : ${template.connector.fix.sst} {
settings {
host = "<HOST>"
port = <PORT>
senderCompId = "<SENDER_COMP_ID>"
senderSubId = "sender sub id"
senderLocationId = "sender location id"
targetCompId = "<TARGET_COMP_ID>"
password = "<PASSWORD>"
account = "account" # senderCompId value usually
}
}
}