Brokerages

FIX Connections

Introduction

The Financial Information eXchange (FIX) is the standard electronic communications protocol for front-office messaging. The FIX community includes about 300 firms, including major investment banks.

Supported Connections

The following FIX connections are available on QuantConnect:

NameIntegration ImplementationModel Implementation
Raiffeisen Bank InternationalLean.Brokerages.RaiffeisenBankInternationalRBIBrokerageModel.cs
WolverineLean.Brokerages.WolverineWolverineBrokerageModel.cs

Portfolio State

FIX connections do not support fetching the portfolio state. You must provide the cash and holdings on deployment.

If your brokerage account has existing cash holdings, follow these steps (see video):

  1. In the Algorithm Cash State section, click Show.
  2. Click Add Currency.
  3. Enter the currency ticker (for example, USD or CAD) and a quantity.

If your brokerage account has existing position holdings, follow these steps (see video):

  1. In the Algorithm Holdings State section, click Show.
  2. Click Add Holding.
  3. Enter the symbol ID, symbol, quantity, and average price.

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