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Coinbase Derivatives (FairX)

Coinbase Derivatives (FairX) Market Data Connector

Coinbase Derivatives (FairX) Data Connector based on FIX protocol.

Configuration

Data Connector Parameters

ParameterDefault ValueDescription
HostN/AFIX server host.
PortN/AFIX server port.
SenderCompIDN/ASenderCompID of the FIX session.
TargetCompIDN/ATargetCompID of the FIX session.
User NameN/AUser name for the FIX session.
PasswordN/APassword for the FIX session.
Use SSLtrueEnable to use SSL.
Exchange NameCOINBASEExchange name for this session.
Use L3 ModefalseEnable to use L3 Universal Data Model instead of L2 Model.
Output Book Size20Size of the output book.
Snapshot Interval10SThis 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.

Symbology

FairX market data service supports next naming notation:

FUTURE

Sample symbols:

Examples
B5M22
TECU22
LTECM22