Xenfin Market Data Connector
Xenfin 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. |
| Exchange Name | XENFIN | Exchange name for this session. |
| Use Snapshot Feed | false | By default, the data connector uses the Incremental Refresh feed for processing market data updates. Select this option if you want to use the Snapshot feed to get an order book (tag 265 = 0). The default value for this option is false. |
| Output Book Size | 20 | Size of the output book. |
| Start Time | 17:05:00 | Start time of the session in the 24-hours format (HH:MM:SS). Default value is 17:05:00. |
| Start Day | SUN | Day of week of session start. Default value is SUN. |
| End Time | 17:00:00 | End time of the session in the 24-hours format (HH:MM:SS). Default value is 17:00:00. |
| End Day | FRI | Day of week of session end. Default value is FRI. |
| Time Zone | America/New_York | Time zone of start/end session time. Default value is America/New_York. |
| Daily/Weekly | true | If this parameter is true, the session will start/end every day. |
Symbology
TBD