CitiFX FIX Adapter

Using the Adapter

The TIBCO StreamBase® Adapter for CitiFX allows a StreamBase application to connect to and exchange FIX messages with the following Citi products:

  • Executable Streaming Prices for Spot and Forward FX

  • RFS for FX Spot, FWD and Swap (also known as RFX)

Because this adapter uses the FIX protocol to communicate with the CitiFX infrastructure, the adapter's user-visible functionality is nearly identical to that of the StreamBase FIX adapter. See the FIX Adapter page for primary instructions on configuring and using the CitiFX adapter.

The CitiFX adapter has the following differences, compared to the FIX adapter:

  • Product selection:

    Because the usage and semantics are different, the adapter makes a primary distinction between connecting to Executable Streaming Prices (ESP), and connecting to RFX. In the adapter's Properties view, on the Adapter Properties tab, use the Product control to select Spot, (for both Spot and Forward ESP) or RFX. Use a different instance of the FIX adapter with the product configured appropriately to connect to either of these CitiFX products.

  • Password:

    Because CitiFX venues require a Username and Password to be included at logon, you must specify these items in the configuration file used by the adapter. For details, please see Perform User-Level Logon Procedure in the FIX Adapter documentation page.

As shipped with StreamBase software, this adapter can use the QuickFIX/J FIX engine and the TIBCO StreamBase® High-Performance FIX Engine. The QuickFIX/J FIX engine is included in TIBCO StreamBase distributions. The TIBCO StreamBase High-Performance FIX Engine is available as a separate product. Contact TIBCO Technical Support for additional information.