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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
Level 1
Level 2
Level 3
Trades
Funding Rates

Configuration

Data Connector Parameters

ParameterDefault ValueDescription
HostN/AFIX server host.
PortN/AFIX server port.
BeginStringFIX.4.4BeginString of FIX session.
SenderCompIDN/ASenderCompID of FIX session.
TargetCompIDN/ATargetCompID of FIX session.
PasswordN/APassword of FIX session.
Use SSLtrueEnable to use SSL.
Exchange NameREACTMKTSExchange name for this session.
Output Book Size10Size 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>