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Document Bloomberg FIX on the Bloomberg brokerage page - #2626

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AlexCatarino merged 3 commits into
QuantConnect:masterfrom
AlexCatarino:document-bloomberg-fix-brokerage
Aug 18, 2026
Merged

Document Bloomberg FIX on the Bloomberg brokerage page#2626
AlexCatarino merged 3 commits into
QuantConnect:masterfrom
AlexCatarino:document-bloomberg-fix-brokerage

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Summary

Documents the Bloomberg FIX connection alongside Terminal Link on a single Bloomberg brokerage page, following the Interactive Brokers layout (one folder covering both the IB API and IB FIX).

  • Renames 16 Bloomberg EMSX (Cloud Platform) and 16 Terminal Link (Reality Modeling) to 16 Bloomberg, since neither name reads right once the FIX connection lives there. No renumbering was needed.
  • Extends Introduction, Account Types, Data Providers, Fees, Margin, Fills, and Compliance to cover both connections, and adds a 13 Deploy Live Algorithms FIX page next to the existing Terminal Link deployment page.
  • Reality Modeling 01 Introduction.html now uses the IB two-model layout, listing TerminalLinkBrokerageModel and BloombergFixBrokerageModel with their class references. The remaining pages are unchanged because both models derive from DefaultBrokerageModel with no security-level overrides.
  • Moves the shared partials to Resources/brokerages/bloomberg/. The Orders partial carries an order-types table and an order-properties table per connection, and notes that FIX accepts cancel/replace (35=G) while Terminal Link rejects updates.
  • Adds BloombergFixSettings to the OpenAPI spec and regenerates the Create Live Algorithm request page.
  • Adds the FIX connection to the Institution tier features.

The Lean CLI section is untouched: lean-cli has no Bloomberg FIX module, the same way its Interactive Brokers folder has no FIX pages.

Facts come from LEAN's BloombergFixBrokerageModel.cs and BloombergFixOrderProperties.cs. Lean.Brokerages.Fix.Bloomberg is still a skeleton, so it is not used as a source and is not linked (the repo is private).

Test plan

  • python -c "import yaml; yaml.safe_load(open('QuantConnect-Platform-2.0.0.yaml', encoding='utf-8'))" parses.
  • vacuum lint QuantConnect-Platform-2.0.0.yaml --fail-severity error reports 0 errors.
  • python code-generators/API-Reference-Code-Generator.py output committed separately; the unrelated Agent Management page it also rewrites was reverted.
  • python url_check.py reports no broken repo-internal references. The remaining errors are soft 404s on brokerages/bloomberg and supported-models/bloomberg, which only resolve once this is deployed.

Follow-ups

  • The retired brokerages/bloomberg-emsx and supported-models/terminal-link URLs need redirects.
  • The bloomberg-fix-* config key names and the Environment enum values are inferred from the wolverine-*/rbi-* convention and need confirmation.

AlexCatarino and others added 3 commits August 18, 2026 18:53
Rename the Bloomberg EMSX and Terminal Link sections to Bloomberg and cover
both the Terminal Link (EMSX) and FIX connections on one page, following the
Interactive Brokers layout.

Co-Authored-By: Claude Opus 5 (1M context) <noreply@anthropic.com>
Co-Authored-By: Claude Opus 5 (1M context) <noreply@anthropic.com>
Co-Authored-By: Claude Opus 5 (1M context) <noreply@anthropic.com>
@AlexCatarino
AlexCatarino merged commit 0f6470e into QuantConnect:master Aug 18, 2026
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AlexCatarino added a commit that referenced this pull request Aug 18, 2026
@AlexCatarino
AlexCatarino deleted the document-bloomberg-fix-brokerage branch August 18, 2026 21:47
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