Cumberland (API 2.0) Market Data Connector

Cumberland (API 2.0) Data Connector based on FIX protocol.

Features

cumberland_fixConnector Key

Instrument Types

FX

Asset Class

Crypto

Technology

FIX

Feed Mode

Real-Time

Order Book Update Mode

Snapshot

Order Book Type

Aggregated

Message Types

✓

Level 1

✓

Level 2

✗

Level 3

✗

Trades

✗

Funding Rates

Configuration

Data Connector Parameters

Parameter	Default Value	Description
Host	N/A	FIX server host.
Port	N/A	FIX server port.
SenderCompID	N/A	SenderCompID of the FIX session.
TargetCompID	N/A	TargetCompID of the FIX session.
SenderSubID	N/A	SenderSubID of the FIX session.
OnBehalfOfCompID	N/A	OnBehalfOfCompID of the FIX session.
Exchange Name	CUMBERLAND	Exchange name for this session.
Output Book Size	20	Size of the output book.

Symbology

Supported symbol notations:

Symbol Notation	Examples
BTC_USD (UPPER_CASE)	BTC_USD

Logging

To enable detailed logging, use these lines in the <QSHOME>/config/gflog.xml file:

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