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The following configuration block shows how to get two security definitions channels for ORDERS-LOG feed:
| Code Block |
|---|
| language | xml |
|---|
| title | configuration.xml |
|---|
| collapse | true |
|---|
|
<MarketDataGroup feedType="ORDERS-LOG" marketID="D" label="Full orders log">
<connections>
<connection>
<type>Incremental</type>
<protocol>UDP/IP</protocol>
<src-ip>10.50.129.90</src-ip>
<ip>239.192.70.40</ip>
<port>40040</port>
<feed>A</feed>
</connection>
<connection>
<type>Incremental</type>
<protocol>UDP/IP</protocol>
<src-ip>10.50.129.90</src-ip>
<ip>239.192.175.40</ip>
<port>41040</port>
<feed>B</feed>
</connection>
<connection>
<type>Snapshot</type>
<protocol>UDP/IP</protocol>
<src-ip>10.50.129.90</src-ip>
<ip>239.192.70.41</ip>
<port>40041</port>
<feed>A</feed>
</connection>
<connection>
<type>Snapshot</type>
<protocol>UDP/IP</protocol>
<src-ip>10.50.129.90</src-ip>
<ip>239.192.175.41</ip>
<port>41041</port>
<feed>B</feed>
</connection>
<connection>
<type>Historical Replay</type>
<protocol>TCP/IP</protocol>
<ip>1.1.7.202</ip>
<port>7207</port>
</connection>
<!-- Futures defintion -->
<connection>
<type>Instrument Replay</type>
<protocol>UDP/IP</protocol>
<src-ip>10.50.129.90</src-ip>
<ip>239.192.70.11</ip>
<port>40011</port>
<maxKbps>128</maxKbps>
<feed>A</feed>
</connection>
<connection>
<type>Instrument Replay</type>
<protocol>UDP/IP</protocol>
<src-ip>10.50.129.90</src-ip>
<ip>239.192.175.11</ip>
<port>41011</port>
<maxKbps>128</maxKbps>
<feed>B</feed>
</connection>
<!-- Options defintion -->
<connection>
<type>Instrument Replay</type>
<protocol>UDP/IP</protocol>
<src-ip>10.50.129.90</src-ip>
<ip>239.192.70.27</ip>
<port>40027</port>
<maxKbps>128</maxKbps>
<feed>A</feed>
</connection>
<connection>
<type>Instrument Replay</type>
<protocol>UDP/IP</protocol>
<src-ip>10.50.129.90</src-ip>
<ip>239.192.175.27</ip>
<port>41027</port>
<maxKbps>128</maxKbps>
<feed>B</feed>
</connection>
<!-- OTC Issues feed -->
<connection>
<type>Instrument Replay</type>
<protocol>UDP/IP</protocol>
<src-ip>10.50.129.90</src-ip>
<ip>239.192.70.31</ip>
<port>40031</port>
<maxKbps>16</maxKbps>
<feed>A</feed>
</connection>
<connection>
<type>Instrument Replay</type>
<protocol>UDP/IP</protocol>
<src-ip>10.50.129.90</src-ip>
<ip>239.192.175.31</ip>
<port>41031</port>
<maxKbps>16</maxKbps>
<feed>B</feed>
</connection>
</connections>
</MarketDataGroup> |
Configure feeds in source code
Extra security definition feeds could be configured with Spectra::SpectraApplicationParams::customSecDefFeeds_ parameter:
| Code Block |
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| language | cpp |
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| title | Application.cpp |
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|
Spectra::SpectraApplicationParams params;
params.customSecDefFeeds_[Spectra::SpectraDataChannel("D", "ORDERS-LOG")].push_back(Spectra::SpectraDataChannel("F", "FUT-INFO"));
params.customSecDefFeeds_[Spectra::SpectraDataChannel("D", "ORDERS-LOG")].push_back(Spectra::SpectraDataChannel("O", "OPT-INFO"));
params.customSecDefFeeds_[Spectra::SpectraDataChannel("D", "ORDERS-LOG")].push_back(Spectra::SpectraDataChannel("S", "SPOT-INFO")); |
| Info |
|---|
| this approach allows keeping original version of configuration files. |