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itBit FIX Market Data Connector

itBit Data Connector based on FIX protocol.

Features

itbitfixConnector Key
Instrument Types
FX
Asset Class
Crypto
Technology
FIX
Feed Mode
Real-Time
Order Book Update Mode
SnapshotIncremental Updates
Order Book Type
Non-Aggregated
Level 1
Level 2
Level 3
Trades
Funding Rates

Configuration

Data Connector Parameters

ParameterDefault ValueDescription
HostN/AFIX server host.
PortN/AFIX server port.
BeginStringFIX.4.2BeginString of the FIX session.
SenderCompIDN/ASenderCompID of the FIX session.
TargetCompIDN/ATargetCompID of the FIX session.
Use SSLfalseEnable to use SSL.
CertificateN/A*.p12 SSL certificate file.
Certificate PasswordN/ASSL certificate password.
Exchange NameITBITFIXExchange name for this session.
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

TBD

Logging

To enable detailed logging, 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>