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 in the stream, it is set according to the 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

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

Security Metadata stream fields

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

Schedule

PROD/UAT pricing is unavailable daily from 17:05–17:25 EDT, and from 01:00 Saturday to 13:00 Sunday EDT. The FIX session itself remains connected during these windows.

The connector's default schedule covers Monday–Friday 17:00–17:25 and Saturday 01:00–Sunday 13:00.

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>"
        }
    }
}