IMEX Connector

The IMEX connector connects StockSharp to an IMEX exchange environment through its entry, market-data, trade, and risk channels. It converts the venue's binary protocols into the unified StockSharp message model.

Key capabilities

• Reference data for currencies, equities, bonds, futures, options, and related market structures.
• Real-time Level 1 values, tick trades, statistics, and incremental order books over multicast feeds.
• Snapshot and replay channels for restoring missed market-data sequences.
• Order submission, cancellation, mass cancellation, status, and execution-report workflows.
• Portfolio, funds, position, and risk updates from dedicated transactional channels.
• Automatic endpoint discovery and coordinated reconnection of market-data, trade, and risk sessions.

Typical use

Use this connector for exchange-member gateways, live trading, market-data capture, order management, and risk monitoring in an IMEX environment.

Available instruments, feeds, transaction features, accounts, and permissions depend on the IMEX installation and the connected member configuration.