Apama Capital Markets Foundation Documentation : Release Notes : What's New in Capital Markets Foundation 5.1 : Machine readable news datastream added
Machine readable news datastream added
With this release, you can use CMF's market data architecture to subscribe to news stories from common sources. News subscribers use the new session interfaces provided in this release, and behave similarly to the subscribers (also new in this release) provided for BBA, Depth, Orderbook, Quotebook, and Trade events.
When working with data from news sources you can listen for news stories that are new or updated, or have been deleted. In addition, a news event has a field that contains a dictionary of extra parameters. This ensures that you can process all information associated with a news story regardless of the source. The adapter for the news source defines any extra parameters that might be provided with news stories.
The following event interfaces are provided for working with news. For details, see "Subscribing to news" in the Capital Markets Foundation as well as the ApamaDoc.
*com.apama.md.N - Basic news event
*com.apama.md.ND - News story deletion event
*com.apama.md.NS - Schema of metadata that describes the extra parameters for news stories sent from the connected datasource
*com.apama.md.NSI - Metadata for a single extra parameter
*com.apama.md.NSD - Event for updating the extra parameters schema
*com.apama.md.client.CurrentNewsInterface - Interface for reading news stories
*com.apama.md.WrappedN - First event the adapter sends to your application upon subscription
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