Dealerweb (TCP) Market Data Connector
Dealerweb Data Connector based on Dealerweb ITCH Protocol.
Configuration
Data Connector Parameters
| Parameter | Default Value | Description |
|---|---|---|
| Host | N/A | Host/IP address of the Dealerweb server. |
| Port | N/A | Port of the Dealerweb server. |
| User Name | N/A | User name for the session. |
| Password | N/A | Password for the session. |
| Exchange Name | DEALERWEB | Exchange name for this 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 | 18:30:00 | Start time of the session in the 24-hours format (HH:MM:SS). Default value is 18:30:00. |
| Start Day | SUN | Day of week of session start. Default value is SUN. |
| End Time | 17:30:00 | End time of the session in the 24-hours format (HH:MM:SS). Default value is 17:30:00. |
| 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. |
| Daily/Weekly | true | If this parameter is true, the session will start/end every day. |
Symbology
Supported symbol notations:
| Examples |
|---|
| OTC_2 OTC_3 |