Apama Capital Markets Foundation Documentation : Capital Markets Foundation : Legacy Market Data Management : Market data bridging service
Market data bridging service
The market data bridging service is analogous to the adapter status bridging service described previously, but for market data events. It provides bridging of com.apama.marketdata.* events between two correlators, so that an application in the client correlator can subscribe to market data published by an adapter or other source connected to the server correlator. A market data bridge instance is configured by sending configuration events to the client and server correlators. On the client side, send a com.apama.marketdata.ConfigureClientSideBridge event, and on the server side, send a com.apama.marketdata.ConfigureServerSideBridge event. See the ApamaDoc for these events for details about their parameters. In most cases, the parameters of the client and server configuration events for a given bridge instance are identical. However, the instanceName parameter must be unique across all market data bridge services used by the application.
In addition to configuring the market data bridge itself, an application should also configure monitoring of the fake adapter connection between the two correlators, using an instance of the com.apama.connection.IAFStatusFaker and com.apama.adapters.IAFStatusToStatusConvertor services on both sides of the connection. If this is not done, the inter-correlator connection will appear to be down to the market data bridge service and it will not forward any events in either direction. The generic bridging service described above handles this automatically; it is recommended that applications use this service wherever possible. Otherwise, see the implementation of the com.apama.adapter.bridge.ConfigBridge service in the Adapter Bridging Utils bundle to see how bridge connection monitoring is implemented.
Once the market data bridge service is configured, com.apama.marketdata.SubscribeDepth, UnsubscribeDepth, SubscribeTick and UnsubscribeTick events routed by the client-side application for the bridged service will be forwarded to the server correlator, where they should be handled by the market data adapter service as normal. Any Depth or Tick events generated by the market data adapter service will in turn be forwarded back to the client correlator where they can be handled by application listeners in the usual way.
The market data adapter bridge deals with multiple clients bridging to the same server-side market data adapter service in the following ways:
*Each client correlator should configure a separate connection to a market data bridge service with a unique instanceName field and channel.
*Multiple market data bridge service clients within the same correlator should make market data subscriptions in the usual way; these subscriptions will be reference counted by the client-side bridge service.
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