ReactiveMarkets Market Data Connector

ReactiveMarkets Data Connector based on FIX protocol.

Features

reactivemarketsConnector Key

Instrument Types

FX

Technology

FIX

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

Configuration

Data Connector Parameters

Parameter	Default Value	Description
Host	N/A	FIX server host.
Port	N/A	FIX server port.
BeginString	FIX.4.4	BeginString of FIX session.
SenderCompID	N/A	SenderCompID of FIX session.
TargetCompID	N/A	TargetCompID of FIX session.
Password	N/A	Password of FIX session.
Use SSL	true	Enable to use SSL.
Exchange Name	REACTMKTS	Exchange name for this session.
Output Book Size	10	Size of the output book.

Symbology

ReactiveMarkets market data service supports next naming notation:

CURRENCYPAIR-LP

Sample symbols:

Examples
BTCUSD-GEN BTCUSD-GLXY ETHUSD-WINT

Logging

To enable dump of RAW FIX messages, use these lines in the <QSHOME>/config/gflog.xml file:

<logger name="deltix.qsrv.hf.plugins.data.commons.fix" level="TRACE">
  <appender-ref ref="safeAppender"/>
</logger>