Wintermute Market Data Connector
Wintermute 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. |
| 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. |
| Use SSL | true | Enable to use SSL. |
| SSL Certificate | N/A | Path to the SSL certificate file. |
| SSL Certificate Password | N/A | Password for the SSL certificate. |
| Exchange Name | WINTERMUTE | Exchange name for this session. |
| Output Book Size | 20 | Size of the output book. |
| Start Time | 12:00:00 | Start time of the session in the 24-hours format (HH:MM:SS). Default value is 12:00:00. |
| Start Day | SUN | Day of week of session start. Default value is SUN. |
| End Time | 11:00:00 | End time of the session in the 24-hours format (HH:MM:SS). Default value is 11:00:00. |
| End Day | SUN | Day of week of session end. Default value is SUN. |
| 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
Supported symbol notations:
| Symbol Notation | Examples |
|---|---|
| CRYPTO/PAIR (upper case) | BTC/USD |