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360T Super Sonic Tex Trade Connector

Features

fix-sstConnector Key
Instruments
FX
Request Types
SUBMITCANCEL
Order Types
MARKETLIMITPREVIOUSLY_QUOTED
Time In Force
DAYGTCIOCFOK
Order ID Mapper
CUSTOM
Order Status Request
Cancel On Disconnect
Commission
Post Only
Fast Cancel
Fast Replace

Notes

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 for DAY and GTC orders. This specifies the Execution Destination for this order. Possible values - PrivateBook and CLOB. If this field is not specified, by default the destination will be the private book. If CLOB is specified, partial filling will always be possible. ExDestination = CLOB can 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

ParameterDefault ValueDescription
passwordPassword
accountDefault account
useAccountfalseSend account specified in the order request in the Account(1) tag.
discardUnknownfalseWhen enabled, the order will be discarded after the order status request is rejected. See Unknown Orders section for detailed explanation.
newsTimeout60sTimeout waiting for the News(B) message. See News section for detailed explanation.
useExchangetrueDefines whether or not to use Exchange from request in FIX message.
exDestinationPRIVATE_BOOKDefines value for ExDestination(100) tag. Possible values: 'PRIVATE_BOOK', 'CLOB'. See ExDestination section for detailed explanation.

Supported order attributes

KeyDescription
1Account(1)
15Currency(15)
18ExecInst(18) for the order. Possible values: 'G' = All-Or-None.
64Settlement date for the order.
106Issuer(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
}
}
}