Xenfin Market Data Connector

Xenfin Data Connector based on FIX protocol.

Features

xenfinConnector Key

Instrument Types

Asset Class

Crypto

Technology

FIX

Feed Mode

Real-Time

Order Book Update Mode

Snapshot

Order Book Type

Aggregated

✓

Level 1

✓

Level 2

✗

Level 3

✗

Trades

✗

Funding Rates

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.

TBD

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

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