Trading Technologies Market Data Connector
Trading Technologies Data Connector based on FIX protocol.
Configuration
Data Connector Parameters
| Parameter | Default Value | Description |
|---|---|---|
| Host | N/A | FIX server host. |
| Port | N/A | FIX server port. |
| BeginString | FIX.4.2 | BeginString of the FIX session. |
| RemoteCompID | N/A | RemoteCompID specified for the user. This ID should be sent as SenderCompID of the FIX session. |
| Password | N/A | Password for the FIX session. |
| Output Book Size | 10 | 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. |
| Start Time | 22:00:10 | Start time of the session in the 24-hours format (HH:MM:SS). Default value is 22:00:10. |
| Start Day | SAT | Day of week of session start. Default value is SAT. |
| End Time | 21:59:50 | End time of the session in the 24-hours format (HH:MM:SS). Default value is 21:59:50. |
| End Day | SAT | Day of week of session end. Default value is SAT. |
| Time Zone | UTC | Time zone of start/end session time. Default value is UTC. |
| Daily/Weekly | false | If this parameter is true, the session will start/end every day. |
Symbology
| Instrument Type | Description |
|---|---|
| FUT | future |
| MLEG | multi-leg |
| OPT | option |
| SPOT | EEX spot products |
| CUR | currency |
| TBOND | treasury bond |
| CS | common stock |
TT FIX market data service supports next naming notation:
ROOT:TYPE:MATURITY_YYYYMM:EXCHANGE
ROOT:SymbolID:EXCHANGE (in case you need to specify root)
SymbolID:EXCHANGE (in case symbol is MLEG, you don’t need to specify root)
Symbol constructor can be found here: https://pds-ext-uat-cert.trade.tt/me/index.html
Sample symbols:
| Examples |
|---|
| ZT:FUT:202012:CME ZB:FUT:202012:CME TFM:5646714689215847963:ICE 13243866781875261662:ICE |