Apama Capital Markets Foundation Documentation : Capital Markets Foundation : Legacy Finance Interfaces : Market data package overview : Temporal rules
Temporal rules
Temporal rules for the Legacy Market Data API include the following:
*No depth or tick events are sent unless at least one subscription is active
Publishing of market data should be lazy to avoid swamping the correlator. This means that the publisher needs to implement a reference count. Data should only be sent if the reference count is greater than 0. Note that the publisher should never let the reference count go negative.
*Cached depth events are sent for every successful subscription
Depth data may not update for a period of time. Anything that subscribes to the data wants to have access to it as soon as possible. Com.apama.marketdata does not have an explicit subscription response event, so instead the publisher should retransmit the latest Depth data for each new subscription. Note that the first subscription may cause a cascade of events that include sending a subscription request out to an external adapter, for this reason depth will not be immediately available for that subscription.
*No cached tick events will be sent for a successful subscription
Depth events are value events. That is they represent the latest value of some signal. This makes it safe to retransmit these. Tick events are true events. This means they cannot be retransmitted. For example, an algorithm may be trying to implement a market participation algorithm. Any such algorithm would overtrade if ticks were retransmitted.
*No market data consumer should send an unsubscription before a subscription
To make sure that the reference count the publisher keeps is correct, consumers must not send an unsubscribe event that does not match a subscription.
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