Swissquote Market Data Connector

Swissquote Data Connector based on FIX protocol.

Features

swissquoteConnector Key

Instrument Types

FX

Asset Class

Crypto

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

Parameter	Default Value	Description
Host	N/A	FIX server host.
Port	N/A	FIX server port.
BeginString	FIX.4.4	BeginString of the FIX session.
SenderCompID	N/A	SenderCompID of the FIX session.
TargetCompID	N/A	TargetCompID of the FIX session.
User Name	N/A	User name for the FIX session.
Password	N/A	Password for the FIX session.
Exchange Name	SWISSQUOTE	Exchange name for this session.
Aggregated Book	true	Select this option, if you want to get an aggregated book (tag 266 = true).
Output Book Size	20	Size of the output book.
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.

Symbology

Supported symbol notations:

Symbol Notation	Examples
CRYPTO/PAIR (upper case)	XBT/USD

Logging

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

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