Broker customers has the ability to enter orders into any account, not necessarily a know account in CQG. Risk is done on the primary account (the broker’s account), the secondary account is what gets sent to the execution system. The broker’s account number is completely overridden by this value. Also various exchanges require the passing of additional information in order for this feature gets to work (for example give-up firm information).
The broker specifies the second FCM account number in the ExternalAccountNumber field with the tag 20618 in the following messages:
•NewOrderSingle (D)
•NewOrderMultileg (AB)
Arbitrary account feature is not supported for New Order List (E) request.
The ExternalAccountNumber (20618) field is reported to FIX clients in the following messages:
•Execution Report: Reject Message (8)
•Execution Report: Confirmation/Acknowledgement (8)
•Execution Report: Order Status (8)
•Current Day Fills: Position Report (UAP)
•Additional required values on per-exchange basis are passed in the PartyIDsGrp and Extra attributes repeating groups:
|
Exchange |
PartyRole(50452) |
PartyRole comment |
CQGFIDType(20171) |
PartyID(50448) |
ExtraAttributeName(20186) |
ExtraAttributeValue(20187)
|
|
All |
2003 |
Exchange Account Type |
Not used |
<exchange account type value> |
Not used |
Not used |
|
All |
2004 |
Exchange Account Origin |
Not used |
<exchange account origin value> |
Not used |
Not used |
|
APEX |
Not used |
Not used |
Not used |
Not used |
ClientID |
<exchange Client ID value> |
|
APEX |
Not used |
Not used |
Not used |
Not used |
BusinessUnit (optional) |
<Business Unit value> |
|
SGX* |
2002 |
Give-up Member |
Not used |
<give-up member ID value> |
Not used |
Not used |
|
SGX* |
Not used |
Not used |
Not used |
Not used |
CustomerInfo (optional) |
<Customer information value> |
|
SGX* |
Not used |
Not used |
Not used |
Not used |
SelfTradeProtectionKey (optional) |
<Self trade protection key value> |
|
ICE |
2001 |
CQG Customer FID |
FID_ClientIDShortCode |
<client ID short code value> |
Not used |
Not used |
|
Eurex |
2001 |
CQG Customer FID |
FID_ClientIDShortCode |
<client ID short code value> |
Not used |
Not used |
|
Eurex |
2002 |
Give-up Member |
Not used |
<give-up member ID value> |
Not used |
Not used |
* Please note SGX does not include NSE IX access via SGX GIFT Connect.