CAB Market Data Connector
Crown Agents Bank 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 | FIX.4.4 | 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. |
| User Password | N/A | User Password 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. |
Symbology
Crown Agents Bank market data service supports next naming notation:
CCY/CCY
Symbol#SecurityType#CFICode#SettlementType
Symbol#SecurityType#CFICode#B#yyyyMMdd
Where Security type could be FOR, FX, CRYPTO
CFICode could be SPOT, FORWARD, SWAP, NDF, NDS, CFD
SettlementType could be TOM, TOD, SP, SN, xW, xM, xY, xIMM, xBMF, B
Please refer to Crown Agents Bank documentation for details.
Sample symbols:
| Examples |
|---|
| EUR/USD USD/CAD#FOR#SPOT#SP EUR/USD##FORWARD#1W |