ObjectTrading FRAPI Market Data Connector
ObjectTrading L1/L2 Data Connector based on FrontRunner API.
Features
objecttradingConnector Key✓
Level 1
✓
Level 2
✗
Level 3
✓
Trades
✗
Funding Rates
Configuration
Data Connector Parameters
| Parameter | Default Value | Description |
|---|---|---|
| Host | N/A | FrontPrice Server Host. |
| Port | N/A | FrontPrice Server Port. |
| User Name | N/A | User Name. |
| User Password | N/A | User Password. |
| Use Compression | true | Enable compression. |
| Disable Nagle | true | Disable Nagle Algorithm |
| Multicast | false | Is multicast connection |
| Enable Coalescing | true | Enable Coalescing |
| Output Book Size | 3 | Size of the output book (max 10). |
| Collect Implied Book | false | Collect implied book. Could be usefull if book merge is disabled on the FP server. |
| Send Changed Side Only | true | Affects on BBO messages. If true, only changed side will be sent (Offer or Bid) |
| Apply Default Decimal Locators | true | Apply default multiplication based on provider's InstrumentDefinition info. This option will not affect on Aggregator's multiplication engine. |
| Export Symbols | false | In case this option is set, adapter will create a file with current (actual) symbols list on the exchange while working. Just like exchange_tool does. |
Symbology
Supported symbol notations:
| Symbol Notation | Examples |
|---|---|
<SymbolName>:<EXCHANGE> | ZTZ8:XCBT ZQX0-ZQN1:XCBT TUF 05-04 U9:XCBT |
Object Trading instrument’s meta-info can be queried using exchange_tool.cmd utility
Logging
To enable detailed logging, use these lines in the <QSHOME>/config/gflog.xml file:
<logger name="deltix.qsrv.hf.plugins.data.objecttrading.frapi" level="TRACE">
<appender-ref ref="safeAppender"/>
</logger>
To enable RAW OT’s protocol logging, use these lines in the <QSHOME>/config/gflog.xml file:
<logger name="deltix.objecttrading.protocol.<USER>@<HOST>:<PORT>" level="TRACE">
<appender-ref ref="safeAppender"/>
</logger>