FlexTradeFX Market Data Connector

FlexTradeFX Data Connector based on FIX protocol.

Features

flextradefxConnector Key

Instrument Types

FX

Technology

FIX

Feed Mode

Real-Time

Order Book Update Mode

SnapshotIncremental Updates

Order Book Type

Aggregated

✓

Level 1

✓

Level 2

✗

Level 3

✗

Trades

✗

Funding Rates

Configuration

Data Connector Parameters

Parameter	Default Value	Description
Host	N/A	FIX Server Host.
Port	N/A	FIX Server Port.
BeginString	FIX.4.4	BeginString of FIX Session.
SenderCompID	N/A	SenderCompID of FIX Session.
TargetCompID	N/A	TargetCompID of FIX Session.
Exchange Name	FLEXTRADE	Exchange name for this session.
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.
Output Book Size	10	Size of the output book.

Symbology

FlexTradeFX market data service supports next naming notation:

CURRENCY/PAIR

Sample symbols:

Examples
GBP/USD EUR/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.commons.fix" level="TRACE">
  <appender-ref ref="safeAppender"/>
</logger>