Apama Capital Markets Foundation Documentation : Capital Markets Foundation : Legacy Finance Interfaces : Market data package overview : Market data events
Market data events
There are a number of events in the market data interfaces and many of them are identical for depth and tick data. Where this is the case, the details of the events are omitted:
*SubscribeDepth and SubscribeTick
The subscribe events for the tick and depth services are identical, these are sent from the consumers to the publishers.
There are no explicit acknowledgments of subscriptions, so success is determined by actually receiving the requested data.
*UnsubscribeDepth and UnsubscribeTick
The unsubscribe events are also identical for both tick and depth and are sent from consumers to publishers.
*DepthSubscriptionError and TickSubscriptionError
Use of these events should be considered deprecated, but as many adapters do use them, details are given. They are symmetric for Tick and Depth.
The reason that use of these events is cautioned against, is that they do not contain any of the composite source key fields and have no extra parameters field. This means that you cannot work out which publisher actually had an error. This means that in FX aggregation, for example, an error on a symbol on one adapter, will make the system think that ALL adapters have failed for that symbol.
Instead of using these events, consumers and publishers of market data should use the com.apama.statusreport interface, to monitor the availability of market data. Since the exact usage of this protocol is adapter specific, please refer to each adapter’s documentation to determine how to subscribe to this data.
Depth data represents aggregated depth data.
The tick event represents a trade.
Copyright © 2013-2017 Software AG, Darmstadt, Germany. (Innovation Release)

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