XTX Trade Connector

Features

fix-xtxConnector Key

Instruments

FX

Request Types

SUBMIT

Order Types

PREVIOUSLY_QUOTED

Time In Force

FOK

Order ID Mapper

COMPOSITE

✗

Order Status Request

✗

Cancel On Disconnect

✗

Commission

✗

Post Only

✗

Fast Cancel

✗

Fast Replace

Notes

Orders

Order Cancel, Order Cancel/Replace and Order Status requests are not supported.
ClOrdID(11) must not exceed 64 characters.

Order Types

XTX supports only PREVIOUSLY_QUOTED orders.

Settlement Date

SettlDate(64) is a required tag; the connector populates it from OrderNewRequest.SettlementDate. Market data snapshot delivers settlement date in BasePriceEntryInfo::participantId property. Example of this message:

{contractId=null, exchangeId=XTX, isImplied=null, numberOfOrders=null, participantId=20210125, price=1.21654, quoteId=49843, size=1000000, level=0, side=BID}

Parties

• partyIdSource has only one option: Proprietary
• partyRole has two options: ClientId, ClearingFirm

Symbology

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

Schedule

Parameter	Value
Time Zone	America/New_York
Start Day	Sunday
Start Time	17:00
End Day	Friday
End Time	17:00
Daily Session?	No

Configuration

Connector settings

Parameter	Default Value	Description
username		Username
password		Password
➡️ Parties		List of the parties.
parties[].partyId		Name of intended broker/client.
parties[].partyIdSource		Identifies class or source of the PartyID value. Required if PartyID is specified. D=Proprietary/Custom code. Xtx only.
parties[].partyRole		Identifies the type or role of the PartyID specified. Required if PartyID is specified. 3 = Client ID, 4 = Clearing Firm.

Config sample

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

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

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

      parties = [
        {
          partyId = "<PARTY_ID>"
          partyIdSource = Proprietary
          partyRole = "<PARTY_ROLE>"
        }
      ]
    }
  }
}