FIX Adapter System Administration Documentation
- What’s New In FIX Adapter 7.17.X?
- Network Architecture
- Installing TT FIX Adapter
- Creating TT FIX Adapter Configurations
Configuring An Order Routing FIX Adapter
- About the Order Routing Configuration Type
- (OR) Specifying Global Configuration Settings
- (OR) Configuration Settings: Selecting Products
- (OR) Specifying Gateway Settings
- (OR) Specifying Global FIX Session Settings
- (OR) Additional FIX Session Settings: Market Data
- (OR) Market Data: Formatting Prices
- (OR) Additional FIX Session Settings: Order Routing Requests
- (OR) Additional FIX Session Settings: Order Routing Responses - FIX Tags
- (OR) Additional FIX Session Settings: Order Routing Responses - Business Flows
Configuring A Drop Copy FIX Adapter
- About the Drop Copy Configuration Type
- (DC) Specifying Global Configuration Settings
- (DC) Configuration Settings: Selecting Products
- (DC) Specifying Gateway Settings
- (DC) Specifying Global FIX Session Settings
- (DC) Additional FIX Settings: Market Data
- (DC) Market Data: Formatting Prices
- (DC) Additional FIX Settings: Order Routing Responses - FIX Tags
- (DC) Additional FIX Settings: Order RoutingResponses - Business Flows
- Managing A TT FIX Adapter
(OR) Additional FIX Session Settings: Market Data
Market Data tab
The Market Data tab allows you to configure market data options.
The following table describes the market data parameters.
Coalescing Rate (msec)
Frequency (in milliseconds) at which TT FIX Adapter coalesces prices for price updates. You can enter any non-negative integer.
Note: This setting appears only if the Price Session Connection is enabled in the Global FIX Session Settings pane.
Price Conversion Table
List of products whose prices you want to convert. To specify a product or set of products, you supply the following values to create a matching rule.
Note: If you add a rule, you must specify values for all fields.
For more information about converting price data, see the section called (OR) Market Data: Formatting Prices.
Name of market on which the product trades, as set in Tag 207 (SecurityExchange).
Note: If you specified a Market Name in the Gateway Settings/Additional Gateway Settings dialog, you must use that same value in this field.
Product symbol as set in Tag 55 (Symbol). You can also use * to match all symbols.
Product types to match. You can specify any of the following values or * to match all product types:
How to set price conversion rules
To set the rules for converting prices:
- If not currently active, display the Market Data tab in the Additional FIX Session Settings dialog.
- In the Price Conversion Table section, enter values in
the fields as needed.
When you enter a value into any field in the row, a new, empty row automatically appears, similar to the following.
Complete as many rows as necessary to define the price conversion ruleset.
Note: You can delete a row by click the row’s button and pressing the Delete key.
- When finished, click OK.