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LMAX

Note Note

In addition to the source settings in S#.Data, the connector should be configured, as described in the clause LMAX configuration.

hydra settings lmax

LMAX

  • Login - login.
  • Password - password.
  • Demo - to connect to demo trading instead of the real trading server.
  • Download instruments - to download the full set of instruments from the LMAX site. If disabled, the instruments must be looked up through a search.

Main

  • Work from - source work start time.
  • Work until - source work stop time.
  • Work interval - interval of source work.
  • Data directory - data directory, where the resulting files will be saved in the S# format.
  • Format - data format: BIN/CSV.
  • Max. errors - the maximum number of errors to achieve that task will be stopped. By default 0 - number of errors is ignored.
  • Dependency - task that must be executed before the start of current task.
  • News - to download news.
  • Logging level - logging level.
  • Level1 fields - supported first level market data fields.

Connection - connection properties (see Connection properties section).

Before starting the data acquisition, it is necessary to download and select the necessary instruments, as described in the clause First start.