Currenex Adapter

Contents

Using the Adapter
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Using the Adapter

The Spotfire Streaming Adapter for Currenex allows a StreamBase application to connect to a Currenex venue, and to exchange FIX messages with it. The following Currenex products are supported:

  • FIX Orders Executable Streaming Prices

  • FIX Maker Executable Streaming Prices

The Currenex adapter can also be used to connect to and exchange FIX messages with a Forex Capital Markets (FXCM) venue, provided the product selected is FIX Orders ESP (see above).

Because this adapter uses the FIX protocol to communicate with a Currenex or FXCM venue, its user-visible functionality is nearly identical to that of the Spotfire Streaming FIX adapter. See the FIX Adapter page for primary instructions on configuring and using the Currenex adapter.

The Currenex adapter has the following differences, compared to the FIX adapter:

  • Product selection:

    Because the usage and semantics are different, the adapter makes a primary distinction between connecting to FIX Orders and connecting to FIX Maker. In the adapter's Properties view, on the Adapter Properties tab, use the Product control to select either FIX Orders ESP or FIX Maker ESP. To connect to both venues in the same application, use two instances of the Currenex adapter.

  • File Formats:

    Because Currenex' FIX Orders ESP product (as well as FXCM) require a password to be included when logging in, you must specify this password in the configuration file used by the adapter when this product is selected.

    • For QuickFIX/J configuration files, add a Password=MyCurrenexPassword entry either in the session-specific section or the [DEFAULT] section of the file.

    • For StreamBaseFIX configuration files, add a <password>MyCurrenexPassword</password> entry in each <session> section that represents a Currenex session.

  • Data dictionary:

    A data dictionary suitable for use with a Currenex venue is provided by the adapter and is used by default. The correct data dictionary is selected depending on your selection of Currenex product (FIX Orders or FIX Maker).

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