Lucera Market Data Connector
Lucera Data Connector based on FIX protocol.
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. |
| Password | N/A | Password for the FIX session. |
| Exchange Name | LUCERA | Exchange name for this session. |
| Output Book Size | 20 | Size of the output 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. |
| Start Time | 17:30:00 | Start time of the session in the 24-hours format (HH:MM:SS). Default value is 17:30:00. |
| Start Day | SUN | Day of week of session start. Default value is SUN. |
| End Time | 17:00:00 | End time of the session in the 24-hours format (HH:MM:SS). Default value is 17:00:00. |
| End Day | FRI | Day of week of session end. Default value is FRI. |
| Time Zone | America/New_York | Time zone of start/end session time. Default value is America/New_York. |
| Daily/Weekly | true | If this parameter is true, the session will start/end every day. |
Symbology
Supported symbol notations:
| Symbol Notation | Examples |
|---|---|
| SPOT: CCY1/CCY2 | EUR/USD |
| FWD: CCY1/CCY2#INSTRMENT_TYPE#TENOR | USD/CAD#FXFWD#2W |
| FWD: CCY1/CCY2#INSTRMENT_TYPE#SETTLE_DATE | USD/CAD#FXFWD#20250206 |
| NDF: CCY1/CCY2#INSTRMENT_TYPE#TENOR | USD/INR#FXNDF#2W |
| NDF: CCY1/CCY2#INSTRMENT_TYPE#SETTLE_DATE#FIXING_DATE | USD/INR#FXNDF#20250207#20250205 |