Wiki
DX Feed
What is DXFeed?
DXFeed is a professional market data provider that supplies real-time and historical data for stocks, futures, indexes, and other financial instruments. TWM integrates with DXFeed to give you access to high-quality market data for charting, analysis, and strategy development.
Getting DXFeed Data
To use DXFeed with TWM, you need a DXFeed username and password. These credentials are obtained through the DXFeed Market Data page.
To subscribe to DXFeed data:
- Visit the DXFeed Market Data page at dxfeed.com/platforms/dxfina/.
- Select TWM from the list of supported platforms on the left.
- Choose your preferred data package and complete the subscription.
Data Feeds and Packages
DXFeed offers different data feeds and packages. Depending on your subscription, a single login can provide access to different types of instruments. For example:
- Nasdaq Basic — provides Bid and Ask data
- Nasdaq TotalView — provides full order book data
- CME Group — access to CME futures and options
Your available instruments depend on the data package included in your subscription.
Connecting DXFeed in TWM
To set up a DXFeed connection in TWM:
1. Open TWM and go to the Configure... in Connections panel.
2. Select DXFeed from the list and Click "+" to Add Connection.
3. Enter your Username and Password in the connection form.
4. Click Ok. When the connection is successful, the status indicator will show that DXFeed is connected.
How to Verify the Connection is Active
After connecting, you can verify the connection is active by:
- Checking the connection status indicator in the Connections panel — it should show a connected/active state.
- Opening the Instruments panel — you should be able to search and find DXFeed instruments.
Finding Instruments
DXFeed provides an extremely large number of instruments. Because of this, the full instrument list is not displayed all at once. Instead, you need to use the Search / Find function to locate specific instruments.
To find an instrument:
- Open the Instruments panel.
- Select the appropriate instrument category (Stocks, Index, Futures, or Product).
- Use the Symbol search field to type the instrument symbol.
Examples:
- Stock: Type
AAPLto find Apple Inc.
- Index / Market Indicator: Type
DJXorUVOLto find market indexes and indicators.
- Futures: Type
ESto find E-mini S&P 500 futures.
Supported Instrument Types
TWM currently supports the following DXFeed instrument types:
| Instrument Type | |
| Stocks | Individual equity securities (e.g., AAPL, MSFT, TSLA) |
| Indexes / Market Indicators | Market indexes and indicators (e.g., DJX, UVOL) |
| Futures | Futures contracts with specific expiration dates |
| Product (Continuous Futures) | Continuous/spliced futures contracts without a specific expiration |
Understanding Futures vs. Product (Continuous Futures)
- Futures — These are standard futures contracts that have a specific expiration date. For example, the ES contract for June 2025 expires on a specific date and then rolls to the next contract.
- Product (Continuous Futures) — These are "spliced" or "continuous" contracts that automatically roll from one expiration to the next. DXFeed calls these "Product" contracts. They provide an uninterrupted price history without gaps between expirations.
Summary
After reading this section, you should understand:
- How to obtain DXFeed market data credentials
- How to connect DXFeed in TWM
- How to search and find instruments
- Which instrument types are supported
- That DXFeed is used specifically as a market data provider