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Laser Digital

Laser Digital Market Data Connector

Laser Digital 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.
Exchange NameLASERDGTLExchange name for this session.
Output Book Size4Size 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.
Start Time08:00:00Start time of the session in the 24-hours format (HH:MM:SS).

Default value is 08:00:00.
Start DayMONDay of week of session start.

Default value is MON.
End Time17:00:00End time of the session in the 24-hours format (HH:MM:SS).

Default value is 17:00:00.
End DayFRIDay of week of session end.

Default value is FRI.
Time ZoneEurope/LondonTime zone of start/end session time.

Default value is Europe/London.
Daily/WeeklytrueIf this parameter is true, the session will start/end every day.

Symbology

Supported symbol notations:

Symbol NotationExamples
CRYPTO/PAIR (upper case)XRP/USDT