LMAX Market Data Connector

Data Connector based on LMAX FIX protocol.

Features

lmaxConnector Key

Instrument Types

FX

Asset Class

FXCrypto

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	LMAX FIX Server Host.
Port	N/A	LMAX FIX Server Port.
SenderCompID	N/A	SenderCompID of LMAX FIX Session.
TargetCompID	N/A	TargetCompID of LMAX FIX Session.
User Name	N/A	User Name of LMAX FIX Session.
User Password	N/A	User Password of LMAX FIX Session.
Use SSL	true	Enable to use SSL.
Exchange Name	LMAX	Exchange name for this session. It will be used if symbol name doesn't contain it.
Output Book Size	20	Size of the output book (max 20).
Quantity Multiplier Field	N/A	Field from securities stream that will be used for quantity transformation. Empty value means 'no transformation'.

Symbology

Symbol Notation	Examples
LMAX Security identifier	4001 4007

Logging

To enable dump of FIX data, use these lines in the <QSHOME>/config/gflog.xml file:

<logger name="deltix.qsrv.hf.plugins.data.lmax" level="TRACE">
  <appender-ref ref="safeAppender"/>
</logger>