TAIFEX Trade Connector

Features

fix-taifexConnector Key

Instruments

FUTURE

Request Types

SUBMITCANCELREPLACE

Order Types

MARKETLIMIT

Time In Force

DAYIOCFOK

Order ID Mapper

SEQUENCE

✓

Order Status Request

✓

Cancel On Disconnect

✗

Commission

✗

Post Only

✗

Fast Cancel

✗

Fast Replace

Notes

Symbology

TAIFEX product ticker symbols as used in the TAIFEX market data feed, e.g. TXFF1, TXFE4.

Configuration

Connector settings

Parameter	Default Value	Description
password		Password
username		User Name
➡️ Parties		List of the parties involved into a trading request.
parties[].partyId		Mandatory. Party identifier. Custodian name (Code).
parties[].partyIdSource		Mandatory. Valid values are: D = PROPRIETARY_CUSTOM_CODE.
parties[].partyRole		Mandatory. Used to mark the party as the custodian.

Config sample

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

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

      password = "<PASSWORD>"
      username = "<USERNAME>"

      parties = [
        {
          partyId = FDA
          partyRole = 28  # 28 - Custodian
          partyIdSource = D
        }
      ]
    }
  }
}