Crown Agent Bank RFQ Connector

Features

rfq-cabConnector Key

Instruments

FX

Order ID Mapper

CUSTOM

✓

Order Status Request

✓

Cancel On Disconnect

✗

Commission

✗

Post Only

✗

Fast Cancel

✗

Fast Replace

Notes

Instrument types

Instrument type in quote requests is defined by SettlementDate, SettlementType properties and by a Product Type.

Product Types

CFI Code(461) is used to specify Product Types:

Value	Description
SPOT	Spot
FORWARD	Deliverable Forwards

CFI Code for an instrument can be specified in a Security Metadata stream.

If CFI Code is not provided with the stream it will be set according to cfiCode property:

Property Value	CFI Code Value
SettlementType	if request's SettlementType is SP than CFI Code would be SPOT, otherwise FORWARD
Spot	SPOT
Forward	FORWARD

Symbology

Symbol contains short codes of base and term currencies, concatenated with '/'. For example: EUR/USD, GBP/USD, etc.

Security Metadata stream fields

Name	Description
cabSymbol	ID of the instrument
cabCfi	Product Type CFI Code

Schedule

PROD/UAT env will be down from 17:05 - 17:25 EDT daily. Also, down on Saturday at 01:00 EDT and start on Sunday at 13:00 EDT. The referring downtime is a pricing downtime rather an application downtime so the FIX session will remain.

The default TC FIX schedule is configured to daily 17:00 - 17:25 (Monday - Friday) and 01:00 Saturday - 13:00 Sunday.

Configuration

Connector settings

Parameter	Default Value	Description
username		Username
password		Password
onBehalfOfUser		Username that was used on Logon
account		Default account
cfiCode	SettlementType	Default CFI Code. Possible values: SettlementType, Spot, Forward. See Product Types section for detailed explanation.
stream		Name of Timebase stream for quote requests and quotes

Config sample

connectors {
    RFQCAB : ${template.connector.rfq.cab} {
        settings {
            host = "<HOST>"
            port = <PORT>

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

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

            account = "<ACCOUNT>"
        }
    }
}