BlockFills Market Data Connector
BlockFills Data Connector based on FIX protocol.
Configuration
Data Connector Parameters
| Parameter | Default Value | Description |
|---|---|---|
| Host | N/A | FIX server host. |
| Port | N/A | FIX server port. |
| BeginString | FIX4.4 | BeginString of FIX session. |
| SenderCompID | N/A | SenderCompID of FIX session. |
| TargetCompID | N/A | TargetCompID of FIX session. |
| User Name | N/A | User name of FIX session. |
| Password | N/A | Password of FIX session. |
| Exchange Name | BLOCKFILLS | Exchange name for this session. |
| Aggregated Book | true | Select this option, if you want to get aggregated book (266=Y). If Aggregated Book option is enabled, only the quote with the maximum size will be added to the order book (according to data provider's specifics). If Aggregated Book option is disabled, all quotes received from data provider will be added to the order book "as is". |
| Output Book Size | 10 | Size of the output book. |
Symbology
BlockFills market data service supports next naming notation:
Currency pairs in BASE/QUOTE format.
Sample symbols:
| Examples |
|---|
| BTC/USD ETH/USD |