Saxo Bank FIX Adapter

Contents

Using the Adapter
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Using the Adapter

The Spotfire Streaming Adapter for Saxo Bank FX allows a StreamBase application to connect to the trading infrastructure provided by Saxo Bank, and to exchange FIX messages with it.

Because this adapter uses the FIX protocol to communicate with the Saxo infrastructure, its user-visible functionality is nearly identical to that of the Spotfire Streaming FIX adapter. See the FIX Adapter page for primary instructions on configuring and using the Saxo Bank adapter.

The Saxo Bank adapter has the following differences, compared to the FIX adapter:

  • Username and Password:

    If your Saxo account requires a username and password to be included when logging in, you must specify this username and password in the adapter's configuration file.

    • QuickFIX/J engine: Add Username=MyUsername and Password=MyPassword entries either in the session-specific section or the [DEFAULT] section of the file.

    • StreamBase High-Performance FIX Engine:

      Add the following sections to your session's <session> tag of the FIX engine's configuration file: 

      <username>MyUsername</username>
<password>MyPassword</password>

  • SenderSubID and OnBehalfOfCompID:

    Your Saxo account may also require SenderSubID (tag 50) and / or OnBehalfOfCompID (tag 115) to be sent with each outgoing message; you may specify these values in the adapter's configuration file.

    • QuickFIX/J engine: Add SenderSubID=MySenderSubID and OnBehalfOfCompID=MyOnBehalfOfCompID entries either in the session-specific section or the [DEFAULT] section of the file.

    • StreamBase High-Performance FIX Engine:

      Add the following sections to your session's <session> tag of the FIX engine's configuration file: 

      <sender-sub-id>MySenderSubID</sender-sub-id>
<on-behalf-of-comp-id>MyOnBehalfOfCompID</on-behalf-of-comp-id>

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

Related Topics