Securities
On the Securities page, you can browse through the symbols (instruments) available via Deltix Security Master and add new symbols.
The Securities page is split into two sections:
- available or predefined symbols
- stored available symbols. This section is initially empty.
Parameters
| Parameter | Required | Description |
|---|---|---|
| Vendor | Yes | Name of the vendor (exchange). E.g.: KRAKEN. |
| Symbol | Yes | Symbol (instrument) name. |
| Type | Yes | Instrument type. E.g.: FX, Futures, Option, Index. |
| Base Currency | Yes | Usually the first currency in the currency pair. Quantity is measured in the Base currency units. |
| Term Currency | Yes | Usually the second currency in the currency pair and is used to determine the value of the Base currency. |
| Min Order Size Currency | No | Currency type for the minimal order size. |
| Commission Currency | No | Commission currency type. |
| Min Order Size | Yes | Minimal order size. E.g.: 0.002 for BTC for KRAKEN. |
| Order Size Precision | Yes | Order size precision. Max allowed number of decimal places. E.g.: 0.00000001 BTCUSD for KRAKEN. |
| Order Price Precision | Yes | Order price precision. Max allowed number of decimal places. E.g.: 0.1 BTCUSD for KRAKEN. |
| Maker Commission | Yes | Maker commission value, works as a multiplier. Charged when passive (limit) orders get executed. E.g.: 0.001 equals to 0.1%. |
| Taker Commission | Yes | Taker commission value, works as a multiplier. Charged when aggressive (market) orders are filled. E.g.: 0.001 equals to 0.1%. |
| Vendor Feed Security | Yes | Name of the security feed on the vendor side. E.g.: XBT/USD for BTCUSD for KRAKEN. |
| Vendor Trading Security | Yes | Name of the trading security on the vendor side. E.g.: XBTUSD for BTCUSD for KRAKEN. |
| Extended Attributes | No | JSON string with additional parameters for the instrument. Refer to Extended Attributes. |
Available Symbols
In this section, you can search for any predefined symbol. Use the filter to search for the required symbol:
- Search by vendor
- Search by base currencies
- Search by term currencies
- Search by currency types
You can make more than one selection in each filter. The output table displays the available options, considering the filter settings.
Add To Stored
Any of the predefined symbols can be added to the stored symbols and made available to connected applications.
- Set the filter to search for the specific symbol.
- Pick a symbol in the output table grid.
- Click Add to the stored to add selected symbols to the list of stored symbols.
- Click Save in the Stored Symbols panel to apply changes.
- Saved confirmation message appears on the screen in case the operation was successful.
Stored Symbols
All the defined symbols are displayed in this panel. Here, you can add and remove symbols from the Stored Symbols list.
Sync Reference Data
When launched, Universe Configurator checks the instruments data against the source:
- Security Master (SMI)
- Database (DB)
- UI
In case of any discrepancies, the mismatched data is highlighted in the dashboard:
- In red: when data on the UI does not match both SMI and DB.
- In yellow: when data on the UI is not consistent with SMI.
- In lime: when data on the UI is synchronized but not yet saved.
To sync data:
- Select desired symbols in Stored Symbols.
- Click Sync reference data to update parameters according to the actual data.
- Click Save to apply changes.
Add New Symbol
Add New - use to add securities, that cannot be found in the left section of predefined securities.
- Click Add new to add a blank line to the table.
- Specify the required parameters.
- Click Save to apply changes.
Remove From Stored
- Select a symbol.
- Click Remove From The Stored to remove item(s).
- Click Save to apply changes.
Extended Attributes
- append_currency - not used.
- calendar_code - identifier for trading hours schedule in the calendar stream.
- expiration_date - when the instrument expires (not used).
- feed_qty_multiplier - quantity multiplier, used to convert market data recorded into a TimeBase stream.
- first_traded_date - not used.
- is_inverse - true if instrument is inverse or false if not.
- is_quanto - true if instrument is quanto-contract or false if not (not used).
- maxOrderSize - maximum order size.
- min_notional - min amount size accepted by exchange.
- min_notional_currency - currency used for min notional value calculation.
- multiplier - contract multiplier (not used).
- position_currency - currency of the position (not used).
- price_significant_digits - max significant digits in price (Some examples for 5 digits: 1.0234, 10.234, 120.34, 1234.5, 0.012345, and 0.00012340).
- root - not used.
- security_id - not used.
- settlement_currency - settlement currency for quanto-contracts.
- strike_price - strike price for options.
- trading_qty_multiplier - quantity multiplier, used to adjust quote sizes according to broker requirements.
- underlying - describes what is base currency (not used).