Deltix FIX Market Data Connector
Data Connector for Deltix FIX market data protocol.
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. |
| 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. |
Symbology
TBD