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Set up platform integration

Note

Before starting to send trade orders to a trading platform, make sure to familiarize yourself with the concept of Send trade orders to trading platforms

Overview

Sending trade orders to a trading platform requires an integration to the platform to be in place. To start using Send trade orders to trading platform, follow the guide below for the relevant trading platform you want to take in use.

Prerequisites

FIX.jpg

To be able to send trade orders to a trading platform, you need to first have an agreement in place with the trading platform(s).

Allfunds

Import certificate used for Signing

Go to Tools - Administer - Import certificates and keys

  1. Click Choose file and select certificate file.

  2. Click Upload.

  3. Enter the passphrase.

  4. Click Confirm upload.

Import certificate used for verifying the remote endpoint

Go to Tools - Administer - Import certificates and keys

  1. Click Choose file and select certificate file.

  2. Click Upload.

  3. Enter the passphrase.

  4. Click Confirm upload.

Configuring Trading connector

Go to Tools - Administer - Trading connectors - Manage.

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  1. Click enable and fill in the required data.

    • URL for Allfunds service

    • Alias name for certificate

  2. Click Done.

Bloomberg, EMSX (Equities, ETF, Futures, Listed Options)

Upload FIX Session configuration file

Currently there is a need to upload a configuration file where some parameters are set that are needed for the FIX session. SenderCompID, TargetCompID and SocketKeyStorePassword is client specific and should be filled in based on information received from Bloomberg. File should look like:

[default]
ConnectionType=initiator
BeginString=FIX.4.4
HeartBtInt=60
ReconnectInterval=60
SocketConnectHost=69.191.198.34
SocketConnectPort=8228
StartTime=06:30:00
EndTime=18:00:00
RefreshOnLogon=Y
ResetOnLogon=N
ResetOnLogout=N
ResetOnDisconnect=N
RejectInvalidMessage=N

[SESSION]
SenderCompID=MAP_FAS_BETA
TargetCompID=MAP_BLP_BETA
SocketUseSSL=Y
SocketKeyStore=../../back-writable/fa-configs/trading/cert.jks
SocketKeyStorePassword=XXXXXXXXXXXXXXXXXXXXXXXXXX

  1. Go to Tools - Administer - Trading connectors - Upload Bloomberg FIX configuration file and certificate.

  2. Click Choose File and select the configuration file. Click Upload.

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Upload certificate

The certificate received from Bloomberg needs to be uploaded to FA.

  1. Click Choose File and select the certificate file.

  2. Click Upload and then click Confirm upload.

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Configuring Trading connector

Go to Tools - Administer - Trading connectors - Manage.

  1. Navigate to Bloomberg section, click Enable and fill in the required data.

    • Configuration file name

    • Sender company ID

    • Target company ID

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  2. Click Done.

Security reference data

In order for trade orders to be sent correctly to Bloomberg, securities need to have a valid Trade code and Marketplace.

Trade code could be either Bloomberg ticker or FIGI code. If the security is created with FA standard security reference data import from Bloomberg, Trade code and Marketplace is set automatically.

You should use the exchange specific codes not composite codes from Bloomberg. An example for Apple stock listed on NASDAQ use Ticker and exchange code AAPL UW (FIGI code BBG000B9Y5X2) not AAPL US (FIGI composite: BBG000B9XRY4).

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Calastone

Configuring Trading connector

Go to Tools - Administer - Trading connectors - Manage.

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  1. Navigate to Calastone section, click Enable and fill in the required data:

    • Calastone Endpoint URL (received from Calastone)

    • Calastone Username (received from Calastone)

    • Calastone Password (received from Calastone)

  2. Click Done.

  3. Ask Calastone to whitelist environment IP adress and to use Transport level security.

DNB

Configuring Trading connector

Go to Tools - Administer - Trading connectors - Manage.

dnb.jpg

  1. Navigate to DNB section, click Enable and fill in the required data.

    • Username (on DNB ftp)

    • FTP outbound location (for outgoing files on the remote ftp)

    • FTP inbound location (for incoming files on the remote ftp)

    • Outbound extra arguments (when a private key file is used, it should also be uploaded with the File Manager tool in a folder accessible by FA Back. This is typically fa-back and referenced as back-writable in the argument. The folder structure follow after. For example, if a key file is uploaded with name fatest-sftp-workload.key under fa-back/fa-configs/trading the below routing argument should be set).

      privateKeyFile=/back-writable/fa-configs/trading/fatest-sftp-workload.key

    • Inbound extra arguments (when a private key file is used, it should also be uploaded with the File Manager tool in a folder accessible by FA Back. This is typically fa-back and referenced as back-writable in the argument. The folder structure follow after. For example, if a key file is uploaded with name fatest-sftp-workload.key under fa-back/fa-configs/trading the below routing argument should be set).

      privateKeyFile=/back-writable/fa-configs/trading/fatest-sftp-workload.key

  2. Click Done.

  3. Ask DNB to whitelist environment IP

FundSettle

Configuring Trading connector

Go to Tools - Administer - Trading connectors - Manage.

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  1. Click Enable and fill in the required data.

    • Username

    • Password

    • FundSettle FTP outbound location

    • FundSettle FTP inbound location

  2. Click Done.

General FIX connection

Important

Connecting to general FIX requires details and setup with the corresponding counterparty. Make sure you know these details and have them ready before configuration.

This section explains the fundamentals of setting up FIX connectivity with a general counterparty. The general use case might be that a counterparty which is not one of our standard trading channels (e.g. Bloomberg that also uses FIX) is able to be the host side of a FIX connection, where the configurer would need to agree with a set of credentials of this connection together with the counterparty.

Configuring Trading connector

Go to Tools - Administer - Trading connectors.

FIX.jpg

  1. Navigate to General FIX connection section, click Enable and fill in the required data.

    Field name (FA)

    Description

    Valid values

    Sender company ID

    Counterparty's compID as associated with this FIX session

    Case-sensitive alpha-numeric string.

    Target company ID

    Counterparty's compID as associated with this FIX session

    Case-sensitive alpha-numeric string.

    Counterparty (Host) IP address (if initiator)

    Host to connect to. Only used with a SocketInitiator (default/initiator)

    This should typically be set and received from the counterparty

    Valid IP address in the format of x.x.x.x or a domain name.

    Counterparty/Accept Port (initiator/acceptor)

    Socket port for connecting to a session. Only used with a SocketInitiator

    OR

    Socket port for listening to incoming connections. Only used with a SocketAcceptor

    Positive integer, valid open socket port.

    Use SSL (optional)

    Enables SSL usage for QFJ acceptor or initiator.

    If enabled, upload the certificates to the central keystore with the upload tool.

    Connection daily Start time (optional, format as 'hh:mm:ss')

    Time of day that this FIX session becomes activated

    Time in the format of HH:MM:SS [timezone]. The time zone is optional. The TimeZone setting is used, if set, or UTC is used by default. The timezone string should be one that the Java TimeZone class can resolve. For example, "15:00:00 US/Central".

    Connection daily End time (optional, format as 'hh:mm:ss')

    Time of day that this FIX session becomes deactivated

    Time in the format of HH:MM:SS [timezone]. The time zone is optional. The TimeZone setting is used, if set, or UTC is used by default. The timezone string should be one that the Java TimeZone class can resolve. For example, "09:00:00 US/Eastern".

    Configuration file name (optional)

    Name of the FIX configuration file (suffix .cfg) uploaded to and located in folder:

    /fa-back/fa-configs/trading/

    An existing file name in the <yourFileName>.cfg format.

    Connection type (default=initiator)

    defaultacceptor

    Defines if session will act as an acceptor or an initiator

    acceptor = host

    initiator = client (default, counterparty being the host)

    initiator

    acceptor

  2. Click Done.

Euroclear FundsPlace

Configure trading connector

Go to Tools - Administer - Trading connectors - Manage....

Connectivity with Euroclear FundsPlace is based on a Bilateral SFTP setup. This means that two SFTPs are hosted, one by Euroclear FundsPlace and one by the Distributor. FA is able to host the SFTP on behalf of the Distributor (ask IT for access to a rooted SFTP), but the Distributor could also host one on their own should this be needed.

The two SFTPs should follow a simple structure, where files are uploaded by Euroclear FundsPlace to the Distributor SFTP and by Distributor to Euroclear FundsPlace SFTP.

image-20210707-071529.png

  1. Navigate to the MFEX section, click Enable and fill in the required data.

    • Inbound SFTP Username (received from FA IT)

    • Inbound SFTP Password (received from FA IT)

    • SFTP inbound location (for example MFEX/Inbound)

    • SFTP inbound extra routing arguments (when a private key file is used, it should also be uploaded with the File Manager tool in a folder accessible by FA Back. This is typically fa-back and referenced as back-writable in the argument. The folder structure follow after. For example, if a key file is uploaded with name fatest-sftp-workload.key under fa-back/fa-configs/trading the below routing argument should be set).

      privateKeyFile=/back-writable/fa-configs/trading/fatest-sftp-workload.key

    • Outbound SFTP Username (received from Euroclear FundsPlace)

    • Outbound SFTP Password (received from Euroclear FundsPlace)

    • SFTP outbound location (for example /Import)

    • SFTP outbound extra routing arguments

      (when a private key file is used, it should also be uploaded with the File Manager tool in a folder accessible by FA Back. This is typically fa-back and referenced as back-writable in the argument. The folder structure follow after. For example, if a key file is uploaded with name fatest-sftp-workload.key under fa-back/fa-configs/trading the below routing argument should be set).

      privateKeyFile=/back-writable/fa-configs/trading/fatest-sftp-workload.key

Swift wrapper

Outbound orders and Inbound confirmations are sent as ISO20022V4 formatted files, wrapped by a Swift wrapper part.

The Swift wrapping parts (SwInt / Euroclear FundsPlace) requires several configurations. These configurations are received from Euroclear FundsPlace and entered into the template decision table sheet named "SwiftMFEX’ in the file below, and thereafter uploaded to FA (Tools - Administer - Decision tables).

fa-trading-channel-customization-template

The sheet looks as follows but should have the client's configurations:

image-20210707-072542.png

Infront

Configuring Trading connector

Go to Tools - Administer - Trading connectors - Manage.

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  1. Navigate to Infront section, click Enable and fill in the required data.

    • Infront service URL

    • Currency

    • Infront portfolio

    • Infront user

    • Infront password

    • Trading login

    • Trading password

    • Provider ID number

    • Service ID number

    • Client application (WEB)

    • Application version

  2. Click Done.

Other/FTP

Configuring Trading connector

Go to Tools - Administer - Trading connectors - Manage....

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  1. Navigate to Other/FTP section, click Enable and fill in the required data.

    • Username

    • Password

    • FTP outbound location

    • FTP inbound location

  2. Click Done.

Other/File

Clients who have set up a custom connection via file transfer (in e.g. a camel route) can now instead use the templated File connector, configurable with ‘Trading connector configurations’. This allows you to produce file output to fa-back-writable/trading/outbound/<otherChannel> for any channel that is not part of the standard configuration (template name ‘otherChannel’ can be anything)

Taking File connectivity into use requires the below steps.

Configuring Trading connector

Go to Tools - Administer - Trading connectors - Manage....

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  1. Navigate to Other/File section, click Enable and fill in the required data.

    • General inbound files location

  2. Click Done.

Other/IBMMMQ [In progress]

Configuring Trading connector

Go to Tools - Administer - Trading connectors - Manage....

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  1. Navigate to Other/IBMMQ section, click Enable and fill in the required data.

  2. Click Done.

In this section: