Channel definitions file configuration
A Market data channel consists of:
Market Recovery Feed (UDP connection)
Incremental Feed (UDP connection)
Instrument Definition Feed (UDP connection)
This information can be provided to the adapter in the form of an XML configuration file, which is of the following format:
<configuration environment="Certification" updated="2010/09/20-21:10:50">
<channel id="001" label="FX Futures">
<connections>
<connection id="001SA">
<type feed-type="S">Market Recovery</type>
<protocol>UDP/IP</protocol>
<ip>233.111.180.96</ip>
<port>30001</port>
<feed>A</feed>
</connection>
<connection id="001IA">
<type feed-type="I">Incrementals</type>
<protocol>UDP/IP</protocol>
<ip>233.111.180.97</ip>
<port>20001</port>
<feed>A</feed>
</connection>
<connection id="001NA">
<type feed-type="N">Instrument Definition</type>
<protocol>UDP/IP</protocol>
<ip>233.111.180.96</ip>
<port>10001</port>
<feed>A</feed>
</connection>
</connections>
</channel>
<channel id="002" label="FX Options">
<connections>
<connection id="002SA">
<type feed-type="S">Market Recovery</type>
<protocol>UDP/IP</protocol>
<ip>233.111.180.96</ip>
<port>30002</port>
<feed>A</feed>
</connection>
.
.
.
</connection>
</connections>
</channel>
</configuration>
Things to Know about the XML tags.
Tag | Description |
<configuration> | Configuration to be used for the current session. environment. (Optional) Configuration environment updated. (Optional) Time when this file is last updated |
<channel> | Contains the feed details for the given Market Data Channel. id. Unique identifier for the market data channel label. Label identifying the channel description |
<connections> | Contains all the feed connection details for the market data channel. |
<connection> | Indicates the start of a new connection. id. Identifier for the connection |
<type> | Indicates the type of the feed. Accepted values for feed-type are: S - Indicates Market Recovery Feed I - Indicates Incremental Feed N - Indicates Instrument Definition Feed H - Indicates Replay Connection Feed |
<protocol> | Indicates the protocol to be used for this feed. TCP/IP or UDP/IP. |
<ip> | Indicates the Multicast Feed Address to join. Required for UDP Feeds. |
<host-ip> | Indicates the TCP host to connect. Required for TCP Feeds. |
<port> | Indicates the port to which the application needs to connect. Applies both for TCP and UDP feeds. |
<feed> | If there are multiple feeds relaying the same data, this tag is used to distinguish between them. For example, if a market data channel contains two feeds which are emitting the same data then this can be used to identify between them. |
See sample_config-UMDF.xml file for basic architecture of the configuration file that needs to be supplied to the adapter.
Replace @BVMF_UMDF_CHANNEL_FILE@ in the transport properties with the full path to this file. For example:
<property name="ConfigFile" value="sample_config-UMDF.xml" />