Bosonic Market Data Connector

Bosonic Data Connector based on FIX protocol.

Features

bosonicConnector Key

Instrument Types

Asset Class

Crypto

Technology

FIX

Feed Mode

Real-Time

Order Book Update Mode

SnapshotIncremental Updates

Order Book Type

Aggregated

Message Types

✓

Level 1

✓

Level 2

✗

Level 3

✗

Trades

✗

Funding Rates

Parameter	Default Value	Description
Host	N/A	FIX Server Host.
Port	N/A	FIX Server Port.
BeginString	FIX.4.4	BeginString of FIX Session.
SenderCompID	N/A	SenderCompID of FIX Session.
TargetCompID	N/A	TargetCompID of FIX Session.
Output Book Size	10	Size of the output book.
Snapshot Interval	10S	This property sets an interval in seconds between periodical Level2 snapshots which sent to Aggregator. Snapshots will be generated as soon as this threshold is exceeded AND the next increment message arrives. Conversely, snapshots are NOT generated every period if no data is coming in. Default value is 10 seconds.
Start Time	17:00:00	Start time of the session in the 24-hours format (HH:MM:SS). Default value is 17:00:00.
Start Day	SUN	Day of week of session start. Default value is SUN.
End Time	17:00:00	End time of the session in the 24-hours format (HH:MM:SS). Default value is 17:00:00.
End Day	FRI	Day of week of session end. Default value is FRI.
Time Zone	America/New_York	Time zone of start/end session time. Default value is America/New_York.

Bosonic market data service supports next naming notation:

CRYPTO/PAIR

Sample symbols:

Symbols
BTC/USD ETH/USD LTC/USD

To enable dump of RAW FIX messages, use these lines in the <QSHOME>/config/gflog.xml file:

<logger name="deltix.qsrv.hf.plugins.data.commons.fix" level="TRACE">
  <appender-ref ref="safeAppender"/>
</logger>