ObjectTrading FRAPI Market Data Connector

ObjectTrading L1/L2 Data Connector based on FrontRunner API.

Features

objecttradingConnector Key

Instrument Types

EquitiesFuturesOptionsFX

Technology

Multicast

Feed Mode

Real-Time

Order Book Update Mode

SnapshotIncremental Updates

Order Book Type

Aggregated

Message Types

✓

Level 1

✓

Level 2

✗

Level 3

✓

Trades

✗

Funding Rates

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.

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

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>