EDX Markets (Multicast) Market Data Connector
EDX Markets Data Connector based on EDX Markets Binary Market Data Gateway API.
Features
edxmConnector KeyMessage Types
✗
Level 1
✓
Level 2
✗
Level 3
✓
Trades
✗
Funding Rates
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 | Include ordinary institutional orders in the book — the regular liquidity available to all market participants. Set to false to exclude it. |
| Process Designated Retail Orders | true | Include orders that retail brokers/intermediaries send to trade against retail-only liquidity (see Process RTL Orders below). Set to false to exclude it. |
| Process RTL Orders | true | Include Retail Liquidity Provider (RLP) orders — special retail-only liquidity that market makers post for retail brokers, which cannot be traded against by ordinary institutional orders. Because RLP liquidity sits outside the normal book, including it can make the book look crossed (e.g., its bid price higher than the regular ask); this is expected, not an error. Set to false to exclude RLP liquidity from the book, e.g. if your downstream systems cannot handle a crossed book. |
| 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 |
Logging
To enable dump of RAW FIX messages, use these lines in the <QSHOME>/config/gflog.xml file:
<logger name="deltix.qsrv.hf.plugins.data.edxm" level="TRACE">
<appender-ref ref="safeAppender"/>
</logger>