Apama Capital Markets Foundation Documentation : Capital Markets Foundation : Market Data Management : Synthetic datasources : Price spreader/skewer
Price spreader/skewer
Spread/skew configuration
Calculating spread and skew prices
Price spreader example
Defining the connection parameters
Connecting to a spreader
Disconnecting from a spreader
The Price Spreader can spread and skew prices and re-publish them within the correlator. Configurable parameters for spreading and skewing come from an underlying session, which may be either an IAF Adapter or another synthetic datasource.
The Price Spreader supports connections to sessions which have the following datastream capabilities, and will attempt to connect to them in the following order of priority:
*Aggregated Book
*Best Bid Ask
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