FastMatch Market Data Connector
FastMatch Data Connector.
Configuration
Data Connector Parameters
| Parameter | Default Value | Description |
|---|---|---|
| Host | N/A | Host name of FastMatch FIX Server |
| Port | N/A | Port number of FastMatch FIX Server |
| BeginString | FIX.4.2 | BeginString of FastMatch FIX Session |
| SenderCompID | N/A | SenderCompID of FastMatch FIX Session |
| TargetCompID | N/A | TargetCompID of FastMatch FIX Session |
| Use SSL | false | Enable to use SSL. |
| SSL Certificate | N/A | Path to the SSL certificate file. |
| SSL Certificate Password | N/A | Password for the SSL certificate. |
| Exchange Name | FASTMATCH | Exchange name for this session. |
| Start Time | 17:30:00 | Start time of the session in the 24-hours format (HH:MM:SS). Default value is 17:00:00. |
| Start Day | SUN | Day of week of session start. Default value is SUN. |
| End Time | 17:00:00 | End time of the session in the 24-hours format (HH:MM:SS). Default value is 17:00:00. |
| End Day | FRI | Day of week of session end. Default value is FRI. |
| Time Zone | America/New_York | Time zone of start/end session time. Default value is America/New_York. |
| Output Book Size | 20 | Size of the output book. |
| Snapshot Interval | 10S | 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 10 seconds. |
Symbology
Supported symbol notations:
| Symbol Notation | Examples |
|---|---|
| SYMBOL/PAIR | EUR/USD |
| SYMBOL/PAIR | USD/JPY |
| SYMBOL/PAIR | USD/CAD |