TP ICAP Trade Connector

Features

fix-tpicapConnector Key

Instruments

FX

Request Types

SUBMITCANCELREPLACE

Order Types

MARKETLIMIT

Time In Force

GTCIOCFOKDAY

Order ID Mapper

SEQUENCE

✓

Order Status Request

✓

Cancel On Disconnect

✗

Commission

✓

Post Only

✗

Fast Cancel

✗

Fast Replace

Notes

Connectivity

Stunnel configuration:

[TPICAP]
client = yes
accept = 11111
connect = trading-gateway.uat.helix.tpicapcloud.com:11111
verify = 0

Symbology

Currency pairs in BASE/QUOTE format, e.g. XBT/USD, ETH/USD.

Schedule

Operating hours, Sunday through Friday:

Description	Details	Start Time	End Time
API Connectivity	API Connectivity permissible during these hours.	22:50 UTC	22:10 UTC (Following Day)
Trading Session	Order Acceptance and Trading.	23:00 UTC	22:00 UTC (Following Day)

Configuration

Connector settings

Parameter	Default Value	Description
password		Password
account		Default Account
selfTradePrevention		Used to select the order to cancel if Self-Trade Prevention is enabled. Valid values: CANCEL_RESTING, CANCEL_TAKING, DECREMENT_RESTING.
selfTradePreventionLevel		Used to select the matching level within the Participant/Margin/Trading Account hierarchy if Self-Match Prevention is enabled. Valid values: MARGIN_ACCOUNT, PARTICIPANT, TRADING_ACCOUNT, COMP_ID, USER.
parties		List of the parties involved into a trading request.
party.partyId		Mandatory. Party identifier. Custodian name (Code).
party.partyIdSource		Mandatory. Valid values are: D = PROPRIETARY_CUSTOM_CODE.
party.partyRole		Mandatory. Used to mark the party as the custodian.
mifid.positionAccountCode		MiFID II – Used to indicate Execution decision within Firm Code (Trader or Algorithm). Max 30 characters.
mifid.customerCode		MiFID II – Used to indicate Client Identification Code. Max 30 characters.
mifid.investmentCode		MiFID II – Used to indicate Investment decision within Firm Code (Trader or Algorithm). Max 30 characters.
mifid.nonExecBrokerCode		MiFID II – Used to indicate Non-executing Broker Code. Max 20 characters.
mifid.algoIndicator		MiFID II – Used to indicate Algo Trading. Valid values: NO (default), YES_EXECUTION, YES_EXEC_AND_INVESTMENT
mifid.deferredIndicator		MiFID II – Used to indicate Algo Trading. Valid values: NO - Not deferred (default). Deferral is not yet supported.
mifid.commodityIndicator		MiFID II – Used to indicate if a Commodities trade is for hedging purposes. Valid values: NOT_COMMODITY_HEDGE (default), COMMODITY_HEDGE.
mifid.orderOrigination		MiFID II – used if order placed via direct electronic access. Valid values: NO, YES (default).

Supported order attributes

Key	Description
1	Account(1)
18	Post Only. Allowed values: 6 - Post Only order (aka Resting Limit Order Only).
20002,7002	MiFID II – Used to indicate Execution decision within Firm Code (Trader or Algorithm). Max 30 characters.
20003,7003	MiFID II – Used to indicate Client Identification Code. Max 30 characters.
20005,7005	MiFID II – Used to indicate Investment decision within Firm Code (Trader or Algorithm). Max 30 characters.
20006,7006	MiFID II – Used to indicate Non-executing Broker Code. Max 20 characters.
20007,7007	MiFID II – Used to indicate Algo Trading. Valid values: 0 = No (default), 1 = Yes (Execution), 2 = Yes (Exec and Investment decision).
20008,7008	MiFID II – Used to indicate Algo Trading. Valid values: 0 = Not deferred (default). Deferral is not yet supported.
20009,7009	MiFID II – Used to indicate if a Commodities trade is for hedging purposes. Valid values: 0 = Not commodity hedge (default), 1 = Commodity hedge.
1724	MiFID II – Used if order placed via direct electronic access. Valid values: 99 = No, 5 = Yes (default).
20010,7010	Used to select the order to cancel if Self-Match Prevention is enabled. Valid values: Resting Order (default) = R, Taking (Aggressive) Order = T, Decrement Resting = D.
20011,7011	Used to select the matching level within the Participant/Margin/Trading Account hierarchy if Self-Trade Prevention is enabled. Valid values: Margin Account (default) = M, Participant = P, Trading Account = T, CompID = C, User (email) = U.

Config sample

connectors {
   TPICAP : ${template.connector.fix.tpicap} {
      settings {
         host = "<STUNNEL_HOST>"
         port = <STUNNEL_PORT>

         password = "<PASSWORD>"
         account = "<ACCOUNT>"

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

      }
   }
}