EDX Markets (Multicast) Market Data Connector
EDX Markets Data Connector based on EDX Markets Binary Market Data Gateway API.
Configuration
Data Connector Parameters
| Parameter | Default Value | Description |
|---|---|---|
| Channel A Group Host | N/A | Host/IP address of the Channel A. |
| Channel A Group Port | N/A | Port of the Channel A. |
| Channel B Group Host | N/A | Host/IP address of the Channel B. |
| Channel B Group Port | N/A | Port of the Channel B. |
| Local Network Interface | N/A | Host/IP address of the Local Network Interface to bind multicast socket. |
| TCP Snapshot Server Host | N/A | Host/IP address of the TCP Snapshot Server. |
| TCP Snapshot Server Port | N/A | Port of the TCP Snapshot Server. |
| Token | N/A | Token for the TCP Stream Server formatted as 'user:password'. |
| Exchange Name | EDXM | Exchange name for this session. |
| Process Normal Orders | true | Process orders with RetailLiquidityIndicatorType = Normal(1). |
| Process Designated Retail Orders | true | Process orders with RetailLiquidityIndicatorType = DesignatedRetail(2). |
| Process RTL Orders | true | Process orders with RetailLiquidityIndicatorType = RetailLiquidityProvider(3). |
| Output Book Size | 10 | Size of the output book. Zero means the full book. |
| Snapshot Interval | 10S | This property sets an interval in seconds between periodical 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. Set value to zero to disable periodical snapshots. |
Symbology
| Symbol Notation | Examples |
|---|---|
<BASE_CURRENCY/QUOTE_CURRENCY> (upper case) | BTC/USD ETH/USD LTC/USD BCH/USD PRI/USD CTB/USD HTE/USD CTL/USD HCB/USD |