Trading utilities for MetaTrader 5

FIX Adaptor

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Information

Utilities
MetaTrader 5
5
MARIUS MUNTEAN
20 February 2020
2.0

Overview

The FIX Adaptor allows an external system to request prices from the Client Terminal and send trade requests into the Client Terminal using FIX Protocol messages.

The FIX Adaptor will attempt to initiate one FIX connection at the given IP address and it will use this connection for both prices and trades.

The prices will be subscribed or unsubscribed by the external system with MarketDataRequest messages (35=V) and price updates will be sent by the FIX Adaptor in the form of MarketDataSnapshotFullRefresh messages (35=W).

Only one subscription per symbol is supported. For symbols which don’t support market depth no prices will be sent by the FIX Adaptor.

FIX Adaptor supports Market orders, Limit orders and Stop orders sent in NewOrderSingle messages.

Pending orders in MT5 Terminal can be cancelled by FIX Adaptor on receive of OrderCancelRequest messages.

Bellow is the list with the input parameters :

  • Connect_IP – The IP address of the server accepting the FIX connection.

  • Connect_Port - The Port where the FIX Server accepts FIX connections.

  • SenderCompId - FIX Session SenderCompId.

  • TargetCompId - FIX Session TargetCompId.

  • supportMode – Should be set to false. Logs prices and heartbeat messages if set to true.


For the FIX Spec document please message me and I will provide an electronic copy.


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