spec:en:dataformat
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| ====== CONNEQTOR FIX Interface Specifications(Data Format) ====== | ====== CONNEQTOR FIX Interface Specifications(Data Format) ====== | ||
| - | ==Version 1.1== | + | ==Version 1.5== |
| - | Released | + | Released |
| - | Applicable on August 2021 | + | Applicable on April 2025\\ |
| - | \\ | + | |
| \\ | \\ | ||
| \\ | \\ | ||
| 行 197: | 行 196: | ||
| ^Tag^Field Name^Data Type^Required^Description^Remarks^ | ^Tag^Field Name^Data Type^Required^Description^Remarks^ | ||
| | |Standard Header| |◎|MsgType= " | | |Standard Header| |◎|MsgType= " | ||
| - | |11|ClOrdID|String|◎|Specify the order number. \\ Order number: A unique number (RFQID) is assigned to each FIX session unit allocated to each order by CONNEQTOR.| | + | |11|ClOrdID|String|◎|Specify the order number. \\ Order number: A unique number (RFQID) is assigned to each FIX session unit allocated to each order.|In case of RFQ via OMS/EMS,CQ sets the number of the same tag received from OMS/EMS.| |
| |21|HandlInst|char|◎|「1」：Automated execution order, private, no Broker intervention (Fixed)| | |21|HandlInst|char|◎|「1」：Automated execution order, private, no Broker intervention (Fixed)| | ||
| - | |109|ClientID|String|○|Specify counterparty' | + | |109|ClientID|String|○|Specify counterparty' |
| |63|SettlType|Char|□|Set the settlement date. \\ If the tag is omitted, it is treated as T+2 settlement. \\ ' | |63|SettlType|Char|□|Set the settlement date. \\ If the tag is omitted, it is treated as T+2 settlement. \\ ' | ||
| |100|ExDestination|Exchange|○|Specify the exchange. \\ Fixed to ' | |100|ExDestination|Exchange|○|Specify the exchange. \\ Fixed to ' | ||
| - | |55|Symbol|String|◎|Specify the issue code. \\ 12 digits.|Refer to Appendix 1 "Issue Codes" | + | |55|Symbol|String|◎|Specify the issue code.|Refer to Appendix 1 "Issue Codes" |
| - | |54|Side|Char|◎|Specify the side of the order. \\ ' | + | |54|Side|Char|◎|Specify the side of the order. \\ ' |
| |60|TransactTime|UTC|◎|Specify the time at which the order is placed.| | |60|TransactTime|UTC|◎|Specify the time at which the order is placed.| | ||
| |38|OrderQty|Qty|◎|Specify the order quantity from ' | |38|OrderQty|Qty|◎|Specify the order quantity from ' | ||
| |40|OrdType|Char|◎|Specify the type of execution of the order. \\ Fixed to ' | |40|OrdType|Char|◎|Specify the type of execution of the order. \\ Fixed to ' | ||
| - | |44|Price|Price|○|Specify the order price.|Refer to "1. ③ Price set/output methods for each trading." | + | |44|Price|Price|○|Specify the order price.|Refer to "1. ③ Price set/output methods for each trading." |
| |15|Currency |Currency|○|Fixed to ' | |15|Currency |Currency|○|Fixed to ' | ||
| - | |47|Rule80A|Char|○|Specify the trading administration field (pricipal /agency type). \\ " | + | |47|Rule80A|Char|○|Specify the trading administration field (pricipal /agency type). \\ " |
| |8045|Cash/ | |8045|Cash/ | ||
| |8100|RFQID|int|○|Specify only integers of ClOrdID.| | |8100|RFQID|int|○|Specify only integers of ClOrdID.| | ||
| |8101|Settlement Date|String|○|Set the settlement date. (YYYYMMDD)| | |8101|Settlement Date|String|○|Set the settlement date. (YYYYMMDD)| | ||
| + | |1|Account|String|□|Account information on Order management system.|Used only for RFQs via OMS and EMS.| | ||
| + | |58|Text|String|□|Text on Order management system.|Used only for RFQs via OMS and EMS.| | ||
| + | |8106|Group code|String|□|Memo on Order management system.|Used only for RFQs via OMS and EMS.| | ||
| + | |8108|Ordering system|String|□|CQ specifies the system from which the order request is to be placed. \\ " | ||
| + | |8107|NetGrossInd|char|□|CQ specifies the type of transaction (net or gross). \\ "1“: Net \\ ”2": Gross.|Used only for RFQs via Tradeweb.| | ||
| + | |12|Commission|Amt|□| CQ specifies the margin rate for net orders in the RFQ. \\ | ||
| + | |13|CommType|char|□| CQ specifies the format of the margin rate (tag12) for net orders in the Net Price RFQ. \\ | ||
| + | |8201|Side2|char|□| CQ specifies the side of the gross order in the Net Price RFQ. \\ ”1“: Buy \\ ”2": Sell|Used only when 8107 = 1.| | ||
| + | |8202|Price2|Price|□| CQ specifies the order price for gross orders in the RFQ.|Used only when 8107 = 1.| | ||
| + | |8203|ClientID2|String|□| CQ specifies the participant code of the counterparty to the gross order in the Net Price RFQ.|Used only when 8107 = 1.| | ||
| + | |8204|NetGrossInd2|char|□| CQ specifies the transaction type of the gross order in the Net Price RFQ. \\ "1“: Net \\ ”2": Gross|Used only when 8107 = 1.| | ||
| | |Standard Trailer| |◎| | | | |Standard Trailer| |◎| | | ||
| 行 221: | 行 231: | ||
| |41|OrigClOrdID| String|◎|Specify the order number of the order to be canceled.|Order number: A unique number (RFQID) is assigned to each FIX session unit allocated to each order by CONNEQTOR.| | |41|OrigClOrdID| String|◎|Specify the order number of the order to be canceled.|Order number: A unique number (RFQID) is assigned to each FIX session unit allocated to each order by CONNEQTOR.| | ||
| |11|ClOrdID| String|◎|Specify the order number for the cancel order.|Order number: A unique number (RFQID) is assigned to each FIX session unit. \\ Specify a different value from the TAG41: | |11|ClOrdID| String|◎|Specify the order number for the cancel order.|Order number: A unique number (RFQID) is assigned to each FIX session unit. \\ Specify a different value from the TAG41: | ||
| - | |55|Symbol| String|◎|Specify the issue code for the order to be canceled. \\ 12 digits.|Refer to Appendix 1 "Issue Codes" | + | |55|Symbol| String|◎|Specify the issue code for the order to be canceled.|Refer to Appendix 1 "Issue Codes" |
| |54|Side|Char|◎|Specify the side of the order to be canceled. \\ ' | |54|Side|Char|◎|Specify the side of the order to be canceled. \\ ' | ||
| |60|TransactTime|UTC \\ Time \\ Stamp|◎|Specify the time at which the cancel order is placed.| | |60|TransactTime|UTC \\ Time \\ Stamp|◎|Specify the time at which the cancel order is placed.| | ||
| 行 315: | 行 325: | ||
| |39|OrdStatus|Char|◎|Set the current status of the order. \\ Fixed to ' | |39|OrdStatus|Char|◎|Set the current status of the order. \\ Fixed to ' | ||
| |63|SettlmntTyp|Char|□|Set the settlement date specified at the time of order.| | |63|SettlmntTyp|Char|□|Set the settlement date specified at the time of order.| | ||
| - | |55|Symbol|String|◎|Set the issue code specified at the time of order.| | + | |55|Symbol|String|◎|Set the issue code specified at the time of order.|Refer to Appendix 1 "Issue Codes".| |
| |54|Side|Char|◎|Set the side of the order specified at the time of order.| | |54|Side|Char|◎|Set the side of the order specified at the time of order.| | ||
| |38|OrderQty|Qty|○|Set the order quantity (quantity at the time of order entry), which is the sum of the order remaining quantity (LeavesQty) and the partial fill quantity (CumQty).| | |38|OrderQty|Qty|○|Set the order quantity (quantity at the time of order entry), which is the sum of the order remaining quantity (LeavesQty) and the partial fill quantity (CumQty).| | ||
| 行 386: | 行 396: | ||
| |< 100% 20% 25% 55% >| | |< 100% 20% 25% 55% >| | ||
| ^ Issues | ^ Issues | ||
| - | | ETFs/ETN | + | | ETFs/ETNs |New securities identification code |Not supported in the Specifications.| |
| - | |:::| Current securities identification code |For 4-digit codes, "△△ 9999 △△△△△△" is set. \\ 5-digit codes are not supported in the Specifications.| | + | |::: |
| | Stocks and CBs other than ETFs/ | | Stocks and CBs other than ETFs/ | ||
| |:::| Current securities identification code |Outside the scope of the trading in the Specifications.| | |:::| Current securities identification code |Outside the scope of the trading in the Specifications.| | ||
spec/en/dataformat.1650413812.txt.gz · 最終更新: 2022/04/20 09:16 by editor
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