UBS FIX Adapter

Contents

Using the Adapter
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Using the Adapter

The TIBCO StreamBase® Adapter for UBS Equities (DSA, DMA, ATS) And FX (FX2B) allows a StreamBase application to connect to and exchange FIX messages with the following products of UBS Investment Bank:

  • FX Trading — Fx2B trading infrastructure, using the Fx2B FIX API.

  • Equities Trading — Algorithmic-based equities trading, using the Direct Market Access (DMA), DSA (Direct Strategy Access) and/or ATS FIX APIs.

These capabilities are licensed separately. Thus, depending on your licensing agreement with StreamBase, one or both of these capabilities may be unavailable for your installation.

Because these adapter options use the FIX protocol to communicate with the UBS infrastructure, its 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 UBS adapter.

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

  • Market selection:

    Because the usage and semantics are different, the adapter makes a primary distinction between connecting to trade FX assets and connecting to trade equities assets. In the adapter's Properties view, on the Adapter Properties tab, use the Market control to select either FX or Equities. To connect to both venues in the same application, use two instances of the UBS FIX adapter.

  • Username and Password (FX trading only):

    Because UBS FX 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 QuickFIX/J configuration files, add Username=MyUsername and Password=MyPassword entries either in the session-specific section or the [DEFAULT] section of the file.

    • For StreamBaseFIX configuration files, add <username>MyUsername</username>and <password>MyPassword</password> entries in each <session> element that represents a UBS session.

  • SenderSubID and TargetSubID (Equities trading only):

    The UBS DSA trading platform requires that the FIX header fields SenderSubID (50) and TargetSubID (57) be set in all outgoing FIX messages. To do so, you must specify values for these fields in the configuration file used by the adapter.

    • For QuickFIX/J configuration files, add SenderSubID=MySenderSubID and TargetSubID=MyTargetSubID entries in the section of the file describing your UBS FIX session.

    • For StreamBaseFIX configuration files, add <sender-sub-id>MySenderSubID</sender-sub-id> and <target-sub-id>MyTargetSubID</target-sub-id> entries in each <session> section that represents a UBS session.

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