Channel definitions file configuration
A Market data channel consists of:
![*](chapterTOC_bullet.png)
Market Recovery Feed (UDP connection)
![*](chapterTOC_bullet.png)
Incremental Feed (UDP connection)
![*](chapterTOC_bullet.png)
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: ![*](chapterTOC_bullet.png) S - Indicates Market Recovery Feed ![*](chapterTOC_bullet.png) I - Indicates Incremental Feed ![*](chapterTOC_bullet.png) N - Indicates Instrument Definition Feed ![*](chapterTOC_bullet.png) 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" />