Connect dxFeed or CQG, and measure your line

The two other common connections follow the same logic as Rithmic, each with its own particularity. dxFeed asks you to choose the order book depth, MBO or MBP, and therefore to know what your line can handle. CQG asks you to know whether your access provides data or only execution. In both cases, the exchange is then attached in Symbol Manage, exactly as in the previous lesson.

Start by measuring your line: it is needed for dxFeed, and it will help support if your feed ever drops.