XTX Market Data Connector
XTX 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.4.4 | BeginString of FIX session. |
| SenderCompID | N/A | SenderCompID of FIX session. |
| TargetCompID | N/A | TargetCompID of FIX session. |
| User Name | N/A | User Name of FIX Session. |
| Session Password | N/A | Password of FIX session. |
| Exchange Name | XTX | Exchange name for this session. |
| Output Book Size | 10 | Size of the output book. |
| Start Time | 17:00:00 | Start time of the session in the 24-hours format (HH:MM:SS). Default value is 17:00:00. |
| 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. |
Symbology
TBD