QuantHouse Market Data Connector

QuantHouse Data Connector based on FeedOS API.

Configuration

Parameter	Default Value	Description
Host	N/A	Server host.
Port	N/A	Server port.
User Name	N/A	User name for the session.
Password	N/A	Password for the session.
Custom Filter File Path	N/A	Path to the custom filter implementation file, relative to the 'config/plugins/' subfolder of your QuantServer home folder.
Custom Transformation File Path	N/A	Path to the custom transformation implementation file, relative to the 'config/plugins/' subfolder of your QuantServer home folder.
Filter Magic Prices For L1 Data	false	Select this option if you want to filter out "magic" prices from L1 data (Top-of-book and Trades).
Subscribe Implied Prices	false	Select this option if you want to subscribe to implied prices (layer #1).
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.

TBD