LMAX Market Data Connector
Data Connector based on LMAX FIX protocol.
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 |