Market Data Connectors

This section contains information about Market Data connectors.

Market Data connectors are pluggable components responsible for normalizing interactions with the Market Data APIs of different exchanges.

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.