Apama Capital Markets Foundation Documentation : Algorithmic Trading Accelerator : Running the ATA Samples : Using market test scenarios : Testing with the Market Data scenarios
Testing with the Market Data scenarios
The Market Data test scenario allows a user to directly subscribe to market data from a connected adapter or exchange simulator. The parameters on the dashboard are mapped to the corresponding input variables on the standard Market Depth and Market Depth and Order Flow smart blocks. Refer to the documentation for these smart blocks for more details of how their parameters are interpreted.
To subscribe to market data, fill in the required parameters, and then click Create. Usually, the following parameters need to be specified:
Whether to subscribe to Market Depth and/or Tick (trade) data can be configured using the checkboxes above the Create button.
The service id and market values are those used to configure the adapter session from which the market data comes. Consult the adapter documentation for more details of the service and market identifiers used by the specific adapter. Generally, these values are the same as those used in a symbol set that operates with the that adapter.
Extra parameters can be passed to the order through the ExtraParams field in the form name1=value1;name2=value2;...
To submit an order through the risk firewall rather than directly to the adapter, set the ServiceId parameter to __ObjectionBasedFirewallController (notice that there are two leading underscores!) and add Firewall.TargetService=serviceId to the ExtraParams field, where serviceId is the service identifier of the adapter to which the order should be sent after it has passed through the firewall (provided that it is not rejected by any of the configured firewall rules.)
Once a subscription has been made, it will appear in the Current subscriptions table in the center of the dashboard. When a subscription from this table is selected, its details display in the top part of the dashboard. Any market data received from the subscription is displayed in the fields at the bottom of the dashboard.
The selected subscription can be cancelled by clicking Delete, or amended by updating any parameters to be changed, and then clicking Commit. Deleting a subscription also deletes the corresponding scenario instance. Click Delete All to delete all these scenario instances and cancel all the active subscriptions.
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