360T RFQ Connector

Features

rfq-360tConnector Key

Instruments

FX

Request Types

SUBMIT

Order Types

MARKETLIMITPREVIOUSLY_QUOTED

Time In Force

FOK

Order ID Mapper

CUSTOM

✓

Order Status Request

✓

Cancel On Disconnect

✗

Commission

✗

Post Only

✗

Fast Cancel

✗

Fast Replace

Notes

360T API

RFQ360T Trade Connector is implemented and tested with 360T RFS Market Taker API v.12.0.0.

Default order currency is taken from a new order request's Currency property. It can be overridden by the request's Currency(15) attribute.

Instrument types

A trade settlement date for a quote request or a new order request must be specified in the request's SettlementDate property. It can be overridden by the request's SettlDate(64) attribute. Instrument type in requests to 360T is defined by the trade settlement date only.

Quote ID

360T Exchange has the following requirements for QuoteID (FIX tag 117):

Order Type	QuoteID
Limit	QuoteRequestId
Previously Quoted	QuoteId

Required information should be specified in the request's QuoteId property.

Account

Account for the 360T QuoteRequest message is taken from the PartyId property of the QuoteRequest request. If the property is not specified in the request, the default account is used.

Account from the 360T Quote message is reported back in the PartyId property of the Quote event.

Symbology

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

Schedule

Open 24 hours. Session reset is performed on Saturdays at 17:00 EST.

Configuration

Connector settings

Parameter	Default Value	Description
password		Password
account		Default account
useAccount	false	Send account specified in the order request in the Account(1) tag
stream		Name of Timebase stream for quote requests and quotes

Supported order attributes

Key	Description
1	Account(1)
15	Currency(15)
64	SettlDate(64)
106	Issuer(106) for the order. Specifies the issuer of the original quote that is supposed to be executed.

Config sample

connectors {
    RFQ360T : ${template.connector.rfq.rfq360t} {
        settings {
            host = "<STUNNEL_HOST>"
            port = <STUNNEL_PORT>

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

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

            stream = "<RFQ_STREAM_KEY>"
        }
    }
}

Stunnel

360T allows connections via Internet, which should be secured by establishing Stunnel connection to the 360T data center.