Apama Capital Markets Foundation Documentation : Algorithmic Trading Accelerator : Developing and Deploying Custom ATA Applications : Adding symbol sets : Adding symbol sets on the server
Adding symbol sets on the server
When you define symbol set event files on the server in the \Users\username\workspacenn folder, those symbol sets are available to all clients that login to that server, and persist through restarts of the server. You must define market and order symbols. This abstraction enables use of different adapters for markets and orders, allowing for variations in market symbol labels.
When you prepare to use actual adapters, each adapter will need to be configured as described in its documentation. The service, exchange, and market values of the adapter configuration will be values that you are propagating into a SymbolSet.
The following elements define a single event of the SymbolSet type:
event SymbolSet {
string id; // the name of the symbol set, e.g. EUBonds

string serviceMKT; // the service ID to access prices/market data
string marketMKT; // the market ID under the service ID for market data
string exchangeMKT; // the exchange ID filter for market data
dictionary <string, string> extraParamsMKT; // Extra Params for market data

string serviceOMS; // the service ID to access exchange to buy/sell
string brokerOMS; // the broker ID under the service ID above
string marketOMS; // the market ID under the service ID
string exchangeOMS; // the exchange ID filter for the service ID above
dictionary <string, string> extraParamsOMS; // Extra Parameters for OMS

sequence<string> symbolsMKT; // list of symbols for Flow/Depth
sequence<string> symbolsOMS; // list of symbols for Orders
dictionary <string, string> extraParamsSymbolSet; // Extra Parameters for
// the SymbolSet
For example, SymbolSet-FX.evt contains:

Note that the service, market and exchange values need to have position placeholders in the string, and that "" will defer each field to its default setting.
Consider another example, SymbolSet-myEquities.evt:
{"OMStimeout":"10","OMSwindow":"OPEN"}, ["AAPL","MSFT","APMA"],
["AAPL","MSFT","APMA"], {})
When you leave the SIMULATION_MODE setting as the place holder value, {}, the value that will be injected is {"SIMULATION_MODE"="DEFAULT"}.
To add a new symbol set in text, create a new file using an existing set as a template. For example: SymbolSet-My3.evt. Be sure to set its ID to correspond to the name.
Scenarios access new symbol sets by using the "Symbol Attributes" SmartBlock distributed with this pack. This Smart Block will return all these values when given a SymbolSet identifier. See an example scenario (such as Iceberg) within the pack for usage. The simulation mode is also set via the symbol set. This is done by adding the simulation mode key to the extra parameters. For example:
com.apama.ata.SymbolSet("My3","","","", {},"","", "","",{},
The ATA has four simulation modes, distinguished by their keyword:
*BASIC — A realistic simulator that includes an orderbook and a matching engine. It includes a built-in orderflow generator that simulates an orderflow to fill the book.
*MARKETDATADRIVEN — A simulator that includes the ability to feed market data, infer order flow from it, and then run that orderflow through the matching engine and orderbook.
*OLDSTYLE or DEFAULT — The BTexchange simulator from early releases of this solution. It is the default setting.
*NONE — No simulator is to be used.
Copyright © 2013-2017 Software AG, Darmstadt, Germany. (Innovation Release)

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