Name | Type | Description |
FixChannel | String Default: "FIX" | The channel to emit upstream events to. See
Session configuration. |
OrderManager. RequireSessionStatusOpen | Boolean Default: False | Whether a FIX session status open message must have been received for the session to be active. |
OrderManager. OrderIDServiceName | String Default: "FIX" | The service to request order ids from |
bustTime | String Default: "" (0 days) | Either a decimal number days (relative) or a cron format (absolute) time to continue listening for busted trade execution reports after an order has become final. |
OrderManager. SecDefRequestTags | String Default: "" | Whitespace delimited set of tag numbers to request from the data manager (see
FIX_DataManager for more details) |
OrderManager. CopyExecTypeToOrdStatus | Boolean Default: False | Whether to simply assign the value of ExecType to OrdStatus thereby ensuring they are always identical. |
OrderManager. useMillisecond TransactTimes | Boolean Default: False | Whether to use millisecond accuracy on order transact times. |
OrderManager. IgnoreStatusOnOrder CancelReject | Boolean Default: False | Specifies that the status of an order will be unchanged by a OrderCancelReject message. The succeeding Amends/Cancels after the rejected message will have their origClorderId set to clorderId of the last successful order. |
OrderManager. KillOrdersOnSessionDown | Boolean Default: True | Cancels all order listeners when the session goes down. |
OrderManager. RecordLatency | Boolean Default: False | Enables logging of order latency. If this parameter is set to true, the Order Manager will 1) Add a microsecond-accurate timestamp to all outgoing order submissions, amendments and cancellations, and 2) Calculate and log the end-to-end latency of all incoming order executions, assuming that timestamp recording has also been enabled in the transport configuration. |
OrderManager. LogLatency | Boolean Default: False | Print Order management latency, also enables OrderManager.RecordLatency |
OrderManager. CancelRejectUsesOrigId | Boolean Default: False | Handles Order Cancel Reject with swapped ClOrdID(11) and OrigClOrdID(41) fields. |
OrderManager. amendUsesNonRejected ClOrderID | Boolean Default: False | Specifies that order amend/cancel uses last ClOrderID if it is not rejected. |
OrderManager. UseCurrencyFromSymbol | String | Populates the currency (Tag 15) from supplied symbol. Allowed values are BASE and TERM. For more information, see
UseCurrencyFromSymbol note. |
OrderManager. UseAltSecurityId | Integer | Allows users to put alternative security IDs in the “symbol” field of a market data request and have this mapped to the correct tag on the FIX message (and vice-versa for downstream messages). The value of this should be the number of the FIX tag that the alternative security ID will go in. For more information about this parameter, see
UseAltSecurityId note. |
FIX.TagsToSupress | Sequence Default: "35 52 34 8" | Provide a list of tags that needs to be removed from the payload of events emitted from the correlator in the upstream direction. |
OrderManager. GenerateNewStyle OrderIds | Boolean Default: False | Generates the id with the complete current (full length) time for uniqueness. |
OrderManager. HandleSuspended ExecType | Boolean Default: False | Required to handle Suspended order ExecType |
OrderManager. CustomOrdTypes | String Default: "" | Supports custom Order Types |
OrderManager. updateKeyParams OnStateChange | Boolean Default: False | Price/Qty fields of order update will update only on an amend order is accepted |
OrderManager. SendExecutionAck | Boolean Default: False | Sends back acknowledgment to Execution Report |
OrderManager. CopyClOrdIDTo OrderUpdate | Boolean Default: False | Forwards ClOrderID sent to the exchange in Order Update |
OrderManager. waitForMarketOrderId | boolean | By enabling this parameter, adapter will not process Cancel/Amend order request until NewOrder acknowledged by Exchange. |
OrderManager. SuppressZeroPriceAndQuantity | boolean Default: False | Set this to "true", for exchanges which doesn't send price/quantity for order updates. |
OrderManager. MassCancelUsesMarketId | boolean | Set this to "true", to handle MassOrderCancel based on MarketId. |
OrderManager. SetOrderChangeRejected | boolean Default: False | By enabling this parameter ,the OrderUpdate.orderChangeRejected flag is set to true when order is rejected. |
OrderManager. UseTransactTimeOfOrder | boolean | Use TransactTime forwarded from order. |