Apama Capital Markets Foundation Documentation : Capital Markets Foundation : Market Data Management : Synthetic datasources : Forward to Spot Convertor
Forward to Spot Convertor
Forward to Spot Convertor parameters
Creating a market data manager
Set up data listeners
Defining the connection parameters
Connecting to a datastream
Disconnecting from a datastream
The Forward to Spot Convertor (FTSC) synthetic datasource connects to an underlying session (which can be an IAF Adapter or another synthetic datasource), and converts forward or futures prices and quantities to spot prices and quantities and re-publishes them within the correlator. The CMF contains a helper class to convert spot prices and quantities to forward prices and quantities.
The FTSC supports connections to sessions with the following datastream capabilities, and will attempt to connect to them in the following order:
1. Depth
2. Best Bid Ask
3. Trade
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