ICE (iMpact) Market Data Connector
ICE iMpact Data Connector based on ICE iMpact Multicast Data Feed API and EPAM B2BITS Market Data Handler for ICE iMpact.
Configuration
Data Connector Parameters
| Parameter | Default Value | Description |
|---|---|---|
| Network Interface | 0.0.0.0 | Network Interface be used for multicast. NOTE: on Linux use 0.0.0.0 |
| Instruments file | N/A | Path fo instruments description file |
| Non Aggressive Mode | false | Be nice to the system and consume less of CPU resources, the actual CPU consumption will grow as UDP traffic grows. The resulting message latency may vary in this mode. Allows to run more than one instance of DC. |
| Filter OffBook Trades | false | Filter out trades with non-empty off market type and trades with SystemPricedLeg flag |
| 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
| Symbol Notation | Examples |
|---|---|
<SYMBOL> (upper case) | BRN FMF0021! BRN FMM0021! |