Configuring market data feeds

As of version 0.4.0, configuring data feed connections is much easier. In Photon, simply select "Preferences" from the "Edit" menu, and navigate to the "Connections" page, shown here:

The "Market Data Feed" preference at the bottom of the screen may be used to set the current data feed. By default this is set to "Marketcetera" after changing this value, you will need to reconnect the market data feed.

Configuring the Marketcetera Feed

When using the Marketcetera feed, you can configure the server to which it connects and the parameters of that connection by navigating to "Marketcetera Feed" preferences in the same window, shown here:

Market data server URL

This specifies the server to which to connect (shown as exchange.marketcetera.com), the port to connect (shown as 7004) and the protocol used (currently only FIX4.4 is supported for market data).

Marketcetera provides two separate marketdata data feed simulators, both hosted at exchange.marketcetera.com but on different ports:

• Port 7003: Quote feed tied to the Exchange Simulator, providing real-time data for equities and options being traded on the simulator
• Port 7004: Independent quote feed that always has simulated quotes for any equity or option specified

You can find out more about the Marketcetera simulators here.

SenderCompID

Since the market data connection is a FIX connection, a SenderCompID may be specified. If one is not specified a unique ID will be generated.

TargetCompID

Since the market data connection is a FIX connection, a TargetCompID must be specified. The default value is "MRKT".