com.apama.md.bridge
Event BridgeConstants


This event describes the various Constants that the Market Data Bridge uses. This includes the constants used for Session and Connection configuraation.
Since:
CMF 2.1.1

Constant summary
 constant integerAP_TIMESTAMP_DOWNSTREAM_CORRELATOR_MDBRIDGE_ENTRY := 5400

Returns the bridge entry timestamp key, 5400.
 constant integerAP_TIMESTAMP_DOWNSTREAM_CORRELATOR_MDBRIDGE_EP_PROCESSING_START := 5406

Returns the bridge ep processing start timestamp key, 5406.
 constant integerAP_TIMESTAMP_DOWNSTREAM_CORRELATOR_MDBRIDGE_EXIT := 5410

Returns the bridge exit timestamp key, 5410.
 constant stringCONST_COMPOUND_DELTA := "COMPOUND_DELTA"

Returns the datastream transfer mode "COMPOUND DELTA". Each Depth or Tick is used to generate a single event which contains the differences between the new Depth or Tick and the previous one. In the general case this is the most performant transfer mode.
 constant stringCONST_CONNTIMEOUT := "CONNECTION_TIMEOUT"

Returns bridge configuration key "CONNECTION_TIMEOUT". Controls the timeout for establishing connections.
 constant floatCONST_CONNTIMEOUT_DEFAULTVALUE := 60.0

The default timeout for connections, currently 60 seconds. Can be altered by using bridge configuration key "CONNECTION_TIMEOUT".
 constant stringCONST_DATASOURCE_DESC := "Market Data Bridge for legacy adapters"

Returns the MDBridge data source description.
 constant stringCONST_DISABLE_EP := "DISABLE_EP"

Returns datastream configuration key "DISABLE_EP". Default = false.
 constant stringCONST_DISABLE_INBOUND_TIMESTAMP := "DISABLE_INBOUND_TIMESTAMP"

Returns bridge configuration key "DISABLE_INBOUND_TIMESTAMP". Controls whether to keep or discard timestamps on incoming Depth or Tick events. Default = false.
 constant stringCONST_DISABLE_STATUS_SUPPORT := "DISABLE_STATUS_SUPPORT"

Returns bridge configuration key "DISABLE_STATUS_SUPPORT". Controls whether to disable Status support in the bridge. Default = false.
 constant stringCONST_ENABLE_THROTTLING := "ENABLE_THROTTLING"

Returns bridge configuration key "ENABLE_THROTTLING". Controls whether the bridge uses chaser token throttling on incoming events. Default = false.
 constant stringCONST_INCLUDE_INDICATIVE_PRICES := "INCLUDE_INDICATIVE_PRICES"

Returns datastream configuration key "INCLUDE_INDICATIVE_PRICES". Default = false.
 constant stringCONST_LOG_LATENCY_TIMESTAMPS := "LOG_LATENCY_TIMESTAMPS"

Bridge configuration key "LOG_LATENCY_TIMESTAMPS". Controls whether to add the bridge timestamps intended for latency measurements. Default = false.
 constant stringCONST_MARKET := "Market"

Returns "Market".
 constant stringCONST_NUM_LEVELS := "NUM_LEVELS"

Returns datastream configuration key "NUM_LEVELS". Default = 0.
 constant stringCONST_ORDERIDKEY := "ORDERIDKEY"

Returns bridge configuration key "ORDERIDKEY".
 constant stringCONST_PARTYIDKEY := "PARTYIDKEY"

Returns bridge configuration key "PARTYIDKEY".
 constant stringCONST_PRICEPRECISION := "PRICEPRECISION"

Returns bridge configuration key "PRICEPRECISION". Default = "6" = 1000000.
 constant stringCONST_QUOTE_QUANTITY_EP_KEY := "QUOTE_QUANTITY_EP_KEY"

Returns bridge configuration key "QUOTE_QUANTITY_EP_KEY". Default = "38".
 constant stringCONST_QUOTE_REQUESTIDKEY := "QUOTE_REQUESTIDKEY"

Returns bridge configuration key "QUOTE_REQUESTIDKEY". Default = "QuoteReqID".
 constant stringCONST_QUOTEIDKEY := "QUOTEIDKEY"

Returns session configuration key "QUOTEIDKEY". Default = "QuoteID".
 constant stringCONST_QUOTETTL := "QUOTETTL"

Returns session configuration key "QUOTETTL". Default = "5.0".
 constant stringCONST_SERVICE_NAME := "SERVICE_NAME"

Returns "SERVICE_NAME".
 constant stringCONST_SESSIONCONTROL_IGNORES_AVAILABLE := "SESSIONCONTROL_IGNORES_AVAILABLE"

Returns bridge configuration key "SESSIONCONTROL_IGNORES_AVAILABLE". Controls whether the session must be available at SessionStart. Default = false.
 constant stringCONST_SNAPSHOT_ONLY := "SNAPSHOT_ONLY"

Returns the datastream transfer mode "SNAPSHOT_ONLY". Each Depth or Tick is used to generate a completely new market data set.
 constant stringCONST_STATUS_OBJECTID := "STATUS_OBJECTID"

Returns bridge configuration key "STATUS_OBJECTID". Default = "Adapter".
 constant stringCONST_STATUS_SUBSERVICEID := "STATUS_SUBSERVICEID"

Returns bridge configuration key "STATUS_SUBSERVICEID". Default = "".
 constant stringCONST_TRANSFER_MODE := "TRANSFER_MODE"

Returns datastream configuration key "TRANSFER_MODE". Controls the mode to use for generating NMDA depths from the incoming legacy Depth events. Default = "COMPOUND_DELTA".
 constant stringCONST_TRANSPORT_NAME := "MDBridge"

Returns the MDBridge transport name.
 constant stringCONST_VOLUME_BANDS := "VolumeBands"

Returns datastream configuration key "VolumeBands".
 constant floatMARKETDATA_EVENT_RATE_REPORT_INTERVAL := 5.0

Event rate reporting interval in seconds. Default is 5. Negative value disables the functionality.
 constant stringTIMESTAMP_EXTRA_PARAM := "__timestamps"

Returns the extra parameter key for the timestamps, "__timestamps".
 
Constant detail

AP_TIMESTAMP_DOWNSTREAM_CORRELATOR_MDBRIDGE_ENTRY

            constant integer AP_TIMESTAMP_DOWNSTREAM_CORRELATOR_MDBRIDGE_ENTRY := 5400
        
Returns the bridge entry timestamp key, 5400.

AP_TIMESTAMP_DOWNSTREAM_CORRELATOR_MDBRIDGE_EP_PROCESSING_START

            constant integer AP_TIMESTAMP_DOWNSTREAM_CORRELATOR_MDBRIDGE_EP_PROCESSING_START := 5406
        
Returns the bridge ep processing start timestamp key, 5406.

AP_TIMESTAMP_DOWNSTREAM_CORRELATOR_MDBRIDGE_EXIT

            constant integer AP_TIMESTAMP_DOWNSTREAM_CORRELATOR_MDBRIDGE_EXIT := 5410
        
Returns the bridge exit timestamp key, 5410.

CONST_COMPOUND_DELTA

            constant string CONST_COMPOUND_DELTA := "COMPOUND_DELTA"
        
Returns the datastream transfer mode "COMPOUND DELTA". Each Depth or Tick is used to generate a single event which contains the differences between the new Depth or Tick and the previous one. In the general case this is the most performant transfer mode.

CONST_CONNTIMEOUT

            constant string CONST_CONNTIMEOUT := "CONNECTION_TIMEOUT"
        
Returns bridge configuration key "CONNECTION_TIMEOUT". Controls the timeout for establishing connections.

CONST_CONNTIMEOUT_DEFAULTVALUE

            constant float CONST_CONNTIMEOUT_DEFAULTVALUE := 60.0
        
The default timeout for connections, currently 60 seconds. Can be altered by using bridge configuration key "CONNECTION_TIMEOUT".

CONST_DATASOURCE_DESC

            constant string CONST_DATASOURCE_DESC := "Market Data Bridge for legacy adapters"
        
Returns the MDBridge data source description.

CONST_DISABLE_EP

            constant string CONST_DISABLE_EP := "DISABLE_EP"
        
Returns datastream configuration key "DISABLE_EP". Default = false.

CONST_DISABLE_INBOUND_TIMESTAMP

            constant string CONST_DISABLE_INBOUND_TIMESTAMP := "DISABLE_INBOUND_TIMESTAMP"
        
Returns bridge configuration key "DISABLE_INBOUND_TIMESTAMP". Controls whether to keep or discard timestamps on incoming Depth or Tick events. Default = false.

CONST_DISABLE_STATUS_SUPPORT

            constant string CONST_DISABLE_STATUS_SUPPORT := "DISABLE_STATUS_SUPPORT"
        
Returns bridge configuration key "DISABLE_STATUS_SUPPORT". Controls whether to disable Status support in the bridge. Default = false.

CONST_ENABLE_THROTTLING

            constant string CONST_ENABLE_THROTTLING := "ENABLE_THROTTLING"
        
Returns bridge configuration key "ENABLE_THROTTLING". Controls whether the bridge uses chaser token throttling on incoming events. Default = false.

CONST_INCLUDE_INDICATIVE_PRICES

            constant string CONST_INCLUDE_INDICATIVE_PRICES := "INCLUDE_INDICATIVE_PRICES"
        
Returns datastream configuration key "INCLUDE_INDICATIVE_PRICES". Default = false.

CONST_LOG_LATENCY_TIMESTAMPS

            constant string CONST_LOG_LATENCY_TIMESTAMPS := "LOG_LATENCY_TIMESTAMPS"
        
Bridge configuration key "LOG_LATENCY_TIMESTAMPS". Controls whether to add the bridge timestamps intended for latency measurements. Default = false.

CONST_MARKET

            constant string CONST_MARKET := "Market"
        
Returns "Market".

CONST_NUM_LEVELS

            constant string CONST_NUM_LEVELS := "NUM_LEVELS"
        
Returns datastream configuration key "NUM_LEVELS". Default = 0.

CONST_ORDERIDKEY

            constant string CONST_ORDERIDKEY := "ORDERIDKEY"
        
Returns bridge configuration key "ORDERIDKEY".

CONST_PARTYIDKEY

            constant string CONST_PARTYIDKEY := "PARTYIDKEY"
        
Returns bridge configuration key "PARTYIDKEY".

CONST_PRICEPRECISION

            constant string CONST_PRICEPRECISION := "PRICEPRECISION"
        
Returns bridge configuration key "PRICEPRECISION". Default = "6" = 1000000.

CONST_QUOTE_QUANTITY_EP_KEY

            constant string CONST_QUOTE_QUANTITY_EP_KEY := "QUOTE_QUANTITY_EP_KEY"
        
Returns bridge configuration key "QUOTE_QUANTITY_EP_KEY". Default = "38".

CONST_QUOTE_REQUESTIDKEY

            constant string CONST_QUOTE_REQUESTIDKEY := "QUOTE_REQUESTIDKEY"
        
Returns bridge configuration key "QUOTE_REQUESTIDKEY". Default = "QuoteReqID".

CONST_QUOTEIDKEY

            constant string CONST_QUOTEIDKEY := "QUOTEIDKEY"
        
Returns session configuration key "QUOTEIDKEY". Default = "QuoteID".

CONST_QUOTETTL

            constant string CONST_QUOTETTL := "QUOTETTL"
        
Returns session configuration key "QUOTETTL". Default = "5.0".

CONST_SERVICE_NAME

            constant string CONST_SERVICE_NAME := "SERVICE_NAME"
        
Returns "SERVICE_NAME".

CONST_SESSIONCONTROL_IGNORES_AVAILABLE

            constant string CONST_SESSIONCONTROL_IGNORES_AVAILABLE := "SESSIONCONTROL_IGNORES_AVAILABLE"
        
Returns bridge configuration key "SESSIONCONTROL_IGNORES_AVAILABLE". Controls whether the session must be available at SessionStart. Default = false.

CONST_SNAPSHOT_ONLY

            constant string CONST_SNAPSHOT_ONLY := "SNAPSHOT_ONLY"
        
Returns the datastream transfer mode "SNAPSHOT_ONLY". Each Depth or Tick is used to generate a completely new market data set.

CONST_STATUS_OBJECTID

            constant string CONST_STATUS_OBJECTID := "STATUS_OBJECTID"
        
Returns bridge configuration key "STATUS_OBJECTID". Default = "Adapter".

CONST_STATUS_SUBSERVICEID

            constant string CONST_STATUS_SUBSERVICEID := "STATUS_SUBSERVICEID"
        
Returns bridge configuration key "STATUS_SUBSERVICEID". Default = "".

CONST_TRANSFER_MODE

            constant string CONST_TRANSFER_MODE := "TRANSFER_MODE"
        
Returns datastream configuration key "TRANSFER_MODE". Controls the mode to use for generating NMDA depths from the incoming legacy Depth events. Default = "COMPOUND_DELTA".

CONST_TRANSPORT_NAME

            constant string CONST_TRANSPORT_NAME := "MDBridge"
        
Returns the MDBridge transport name.

CONST_VOLUME_BANDS

            constant string CONST_VOLUME_BANDS := "VolumeBands"
        
Returns datastream configuration key "VolumeBands".

MARKETDATA_EVENT_RATE_REPORT_INTERVAL

            constant float MARKETDATA_EVENT_RATE_REPORT_INTERVAL := 5.0
        
Event rate reporting interval in seconds. Default is 5. Negative value disables the functionality.

TIMESTAMP_EXTRA_PARAM

            constant string TIMESTAMP_EXTRA_PARAM := "__timestamps"
        
Returns the extra parameter key for the timestamps, "__timestamps".