Deltix FIX Market Data Connector

Data Connector for Deltix FIX market data protocol.

Features

deltixfixConnector Key

Instrument Types

Custom

Technology

FIX

Feed Mode

Real-Time

Order Book Update Mode

Snapshot

Order Book Type

Aggregated

✓

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.
SenderCompID	N/A	SenderCompID of the FIX session.
TargetCompID	N/A	TargetCompID of the FIX session.
User Name	N/A	User name for the FIX session.
User Password	N/A	Password for the FIX session.
Use SSL	false	Enable to use SSL.
SSL Key Store	N/A	Path to Java keystore file.
SSL Key Store Password	N/A	Password for Java keystore file.
SSL Key Store Type	JKS	Type of Java keystore file.
Exchange Name	DELTIX	Exchange name for this session.
Feed Type	L2_INCREMENTAL	Type of Deltix FIX data feed. Default value is L2_INCREMENTAL.
Retry Unknown Symbols	false	Try to subscribe to unknown symbols in a timeout.
Output Book Size	10	Size of the output book. -1 means the full book.
Snapshot Interval	11S	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 11 seconds. Set value to zero to disable periodical Level2 snapshots.

TBD

To enable detailed logging, 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>