Same direction and the convention is for the vector to point in the direction you move the part to assemble it.
So, the direction vector for a bolt would point from the bolt head down the shank
Hope that makes sense...
Rule 1:
Connector points in direction of assembly, the child object is the one that is moved, the parent object is considered static.
Rule 2:
For obviously male/female parts - Connector points in insertion direction, unless this violates rule 1 (e.g. Wheel onto motor shaft)