Deltix Connectors
Welcome to the Deltix Connectors documentation. This knowledge base covers Market Data, Order Entry, and RFQ connectors for the Deltix Trading Hub.
Connector Types
Market Data Connectors
Market Data connectors provide real-time and historical market data feeds from various trading venues. They normalize exchange-specific data formats into Deltix's unified data model described here. Connectors support BBO (Level 1), Market By Price (Level 2), Market By Order (Level 3), and Trades. In many cases data connectors are also capable of recording data in an extended format to capture additional venue-specific fields.
Order Entry Connectors
Order Entry connectors enable order routing to trading venues. They translate Deltix's order requests into exchange-specific protocols and handle reverse normalization when handling order-related events from venues. Deltix unified order entry data model is described here.
RFQ Connectors
RFQ (Request for Quote) connectors integrate request-for-quote workflows with liquidity providers and trading venues. Deltix normalized RFQ model is described here.