LMAX Perpetuals Market Data Connector
LMAX Perpetuals Data Connector based on FIX protocol.
Features
lmax_perpetualsConnector Key✓
Level 1
✓
Level 2
✗
Level 3
✓
Trades
✗
Funding Rates
Configuration
Data Connector Parameters
| Parameter | Default Value | Description |
|---|---|---|
| Host | N/A | FIX server host. |
| Port | N/A | FIX server port. |
| SenderCompID | N/A | SenderCompID of the FIX session. |
| TargetCompID | N/A | TargetCompID of the FIX session. |
| User Name | N/A | User name for the FIX session. |
| Password | N/A | Password for the FIX session. |
| Use SSL | true | Enable to use SSL. |
| Exchange Name | LMAX | Exchange name for this session. |
| Output Book Size | 20 | Size of the output book. 0 means the full book. |
| 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
Supported symbol notations:
| Symbol Notation | Examples |
|---|---|
Perpetual futures (CCYCCYPERP) | BTCUSDPERP ETHUSDPERP |
LMAX Perpetuals supports perpetual futures on cryptocurrencies. Typical symbology follows the format CCYCCYPERP; different formats may be used in the future to support new products.
Logging
To enable detailed logging, use these lines in the <QSHOME>/config/gflog.xml file:
<logger name="deltix.qsrv.hf.plugins.data.lmax_perpetuals" level="TRACE">
<appender-ref ref="safeAppender"/>
</logger>