ConnectorConfig
ConnectorConfig contains connectivity-related settings for the Connector’s pricing and trading connections. All such settings are defined in ConnectorConfigSetting. ConnectorConfig has the following attributes and can be accessed via pending config or real-time config:
| attributes | required | default settings | attribute type | description |
|---|---|---|---|---|
| connector | Y | – | INT | The ID of the Connector |
| id | Y | – | TINYINT | For ordinary taker connections, config 0 is pricing and config 1 is trading. Other connector types use adapter-specific configuration slots. |
| description | Y | – | VARCHAR | Free text. |
| active | N | – | INT | Activates this configuration. For ordinary taker connectors, pricing (0) or trading (1) is active only when this flag is 1 and the parent Connector is enabled; auxiliary connector types use their configurations differently. • 0 = disabled • 1 = enabled |
ConnectorConfigSetting
ConnectorConfigSetting consists of name/value pairs that define the specific connectivity parameters for the connection. ConnectorConfigSetting has the following attributes and can be accessed via pending config or real-time config:
| attribute | required | default settings | data type | description |
|---|---|---|---|---|
| connector | Y | – | INT | The ID of the Connector |
| config | Y | – | TINYINT | The ID of the ConnectorConfig |
| name | Y | – | VARCHAR | The name of the parameter, spelled exactly as the adapter expects it. A stored parameter name does not prove that the adapter uses it. |
| value | Y | – | VARCHAR | The value of the parameter, as text. An empty value is not the same as an absent parameter. |
General Parameters
The table below outlines a list of commonly used parameters applicable to all taker connector types:
| name | config type | data type | required | description |
|---|---|---|---|---|
| AllowedIPs | pricing & trading | String | N | Comma-separated list of whitelisted remote IP addresses, allowing connections exclusively from these client IPs. Note: A maximum of 10 IP addresses or ranges can be whitelisted per connector. |
| SamplingInterval | pricing | INT | N | The sampling interval, in milliseconds, schedules pending pricing changes. It does not guarantee a fresh market update on every interval. If not specified, default values for different platforms are: • XCore-XCore: 10 • FIX: 10 • MT4: 50 • MT5: 50 Supported values: 1 to 1000 milliseconds (1 <= x <= 1000). |
| TRADE_ON_SYMBOL | pricing | String | N | When present and set to “Y”, enables the taker to subscribe and trade using the symbol name instead of the instrument |
| LogQuotes | pricing | String | N | “Y” – Quote Logging Enabled. “N” – Quote Logging Disabled. Note: Disabling the LogQuotes will not affect the feed. |
FIX Parameters
The table below outlines a list of commonly used parameters applicable to FIX connector types:
| name | config type | data type | required | description |
|---|---|---|---|---|
| BeginString | pricing & trading | String | Y | The FIX version. |
| HeartBtInt | pricing & trading | String | C | The heartbeat interval defines how often the system sends a signal to indicate it is still active. |
| EndDay | pricing & trading | String | C | Specifies the end day for a week-long session, to be used in combination with EndTime. |
| EndTime | pricing & trading | String | C | Specifies the end time of a daily session. When used in conjunction with EndDay, it defines the end time of a week-long session. |
| LoginPassword | pricing & trading | String | C | Required for incoming FIX taker pricing and trading logons. The client must send the matching value in tag 554 (Password). |
| LoginUsername | pricing & trading | String | N | Optional username checked against tag 553 (Username) on incoming FIX logons. |
| ResetOnLogon | pricing & trading | String | C | Defines whether sequence numbers are to be reset prior to receiving a logon request. Typically set to ‘Y’ for pricing connections and ‘N’ for trading connections. |
| SenderCompID | pricing & trading | String | Y | SenderCompID refers to your CompID associated with this particular FIX session. Typically, it is set to the same value across all FIX sessions in which the session itself is the Acceptor. |
| Sessions | pricing & trading | String | C | Defines a custom XCore format string to streamline session time specification, eliminating the need to separately define StartDay, StartTime, EndDay, and EndTime. Recurring daily sessions adopt the format XXXStartTime-XXXEndTime, while weekly sessions are formatted as StartDayStartTime-EndDayEndTime. For example, a daily session might be denoted as XXX17:05:00-XXX17:00:00, and a weekly session as SUN17:05:00-SUN17:00:00. Times must include seconds (HH:MM:SS); without them the FIX session is not started. Only one session string is supported; a value containing a comma is rejected. When Sessions is set, it overrides StartDay, StartTime, EndDay and EndTime. |
| SocketAcceptPort | pricing & trading | String | C | Socket port on which XCore listens for the incoming connection of this connector. Required by the connector types that accept a connection, including MT4, MT5, XCore-to-XCore, XTrader and the FIX API connectors. |
| SocketConnectHost, SocketConnectPort | pricing & trading | String | C | Host and port to which XCore connects. Required by the connector types that open the connection, for example INTEGRAL and JUMP, and several FIX give-up types. |
| SocketUseSSL | pricing & trading | String | C | Defines the use of SSL encryption for the connection. It is commonly configured as ‘N’ (No) for pricing connections and ‘Y’ (Yes) for trading connections. The default value is ‘N’ if not explicitly specified. |
| StartDay | pricing & trading | String | C | Specifies the start day for a week-long session, to be used in combination with StartTime. |
| StartTime | pricing & trading | String | C | Specifies the start time of a daily session. When used in conjunction with StartDay, it defines the start time of a week-long session. |
| TargetCompID | pricing & trading | String | Y | TargetCompID refers to the Counterparty’s CompID associated with this FIX session. IMPORTANT: It is crucial to configure unique values for TargetCompID for each client, as it functions similarly to a session identifier or a username. If multiple clients attempt to connect using the same TargetCompID, it would lead to conflicts between the corresponding FIX sessions, resulting in disconnections. |
| TimeZone | pricing & trading | String | N | Specifies the time zone for this session. If not defined, the session will default to the time zone set in system.timezone. |
| SenderSubID, TargetSubID | pricing & trading | String | N | Optional FIX header identifiers (tags 50 and 57) added to the session settings and to the logon. |
Give-up connector parameters
Connectors of the GIVEUP_* types read the following parameters from their configuration; the FIX session parameters above apply to the FIX-based types as well.
| type | name | data type | required | description |
|---|---|---|---|---|
| GIVEUP_ACTIVITY, GIVEUP_ACTIVITY_V2 | SymbolOverInstrument | BOOL | N | Y puts the XCore symbol instead of the provider instrument into the Leg Open (U3) messages of the Drop Copy API. |
| GIVEUP_SPECTRUM, GIVEUP_FXCMPRO | EOD | String | N | End of day as HH:mm:ss in UTC. Trades reported after this time carry the next calendar day as trade date (tag 75). n/a disables the roll. |
| GIVEUP_SPECTRUM, GIVEUP_FXCMPRO | UseInstrument | BOOL | N | Y, TRUE, YES or 1 report the connector instrument instead of the XCore symbol. |
| GIVEUP_IHSMARKIT | ContraTrader, ExecutingSystem | String | N | Values reported in the execution reports, configured in slot 1; n/a when absent. |
| GIVEUP_SAXO_DROPCOPY | Exclude | String | N | Comma-separated provider names whose trades are not reported. |
Custom Parameters
The table below outlines parameters applicable to specific connector types:
| type | name | config type | data type | required | description |
|---|---|---|---|---|---|
| MT5 | RejectOnCancel | trading | BOOL | N | When RejectOnCancel is set to ‘Y’, MT5 reports rejection for a canceled order with zero total fill. Partially filled orders still receive close reports; the flag also affects open acknowledgement timing. |
| PRIMEXM_FIX44 / PRIMEXM_FIX44_V2 | ProviderID | pricing & trading | BOOL | N | For applicable incremental MassQuote streams, ProviderID=Y permits provider disclosure under tag 106 when streaming mode is AGGREGATE. Full-refresh handling is separate. On the trading configuration, Y appends the provider name to ExecID (tag 17). |
| PRIMEXM_FIX44 / PRIMEXM_FIX44_V2 | ForceIncrementalRefresh | pricing | BOOL | N | If the ForceIncrementalRefresh parameter is present and set to ‘Y’, XCore will ignore tag 265 in message 35=V and will stream incremental refresh regardless of how the client is subscribing. This parameter was added to allow a smooth transition of all clients to PrimeXM_FIX44_V2 by addressing incorrect tag 265 usage. |
| PRIMEXM_FIX44 / PRIMEXM_FIX44_V2 | NoFullRefresh | pricing | BOOL | N | If NoFullRefresh is set to ‘Y’, periodic full snapshots are suppressed for the applicable incremental stream. This does not prevent every FullRefresh message (tag 35=W), including responses to full-refresh subscriptions. Suppressing these snapshots can affect reconstruction of incremental pricing from FIX logs. |
| PRIMEXM_FIX44 / PRIMEXM_FIX44_V2 | NO_DEALS | trading | BOOL | N | If the NO_DEALS parameter is present and set to ‘Y’, execution reports (tag 35=8) for individual deals will not be dispatched to the client. |
| PRIMEXM_FIX44 / PRIMEXM_FIX44_V2 | FOK_NO_DEALS | trading | BOOL | N | If the FOK_NO_DEALS parameter is present and set to ‘Y’, execution reports for individual deals for FOK (Fill or Kill) orders will not be dispatched to the client. |
| PRIMEXM_FIX44_V2 | Accounts | trading | String | N | A taker can access margin account information via PositionReport (AP) messages as documented in the Taker API. By default, the margin accounts accessible in this way are those configured under ConnectorAccount.margin. To allow access to any other margin accounts, they can be listed here by exact name in a comma-separated list, without spaces added around individual names. |
| any taker type | xhedge_<name> |
trading | String | N | Per-account xHedge execution override in the form <source account>|<target connector>|<target account>. The source account belongs to this connector and must have an xHedge profile assigned; the target is the connector account that executes its hedges, taking precedence over system.xhedge for that source account. |
| PRIMEXM_FIX44 / PRIMEXM_FIX44_V2 | Ping | pricing | INT | N | Interval in milliseconds between the QuoteIDs (tag 117) that require a Mass Quote Acknowledgement, see the Taker API. Values from 1000 to 5000; the default is 5000. |
| MT4 | Coverage… | trading | String | C | Declares an MT4 coverage login for the coverage rules of this connector. Any parameter name starting with Coverage is accepted, for example Coverage1. The value is <login>|<mode> with mode FIFO, DISTINCT or SIMPLE, for example 50001|FIFO; every numeric login used in a coverage rule needs such a parameter. |
| any taker type | OmitCcyLimit, OmitSymLimit | trading | BOOL | N | For broker connector accounts whose margin account is a RISK account, Y disables the currency-limit or symbol-limit profile checks for that connector account. |
| CNX | MAX_MESSAGES, MAX_QUOTE_SETS | pricing | INT | N | Limits for the CNX pricing session: maximum queued messages (default 500) and maximum quote sets per message (default 36). |