Configuring the FIX adapter to use CMF MDA

The FIX adapter supports the Market Data Architecture (MDA) that is available in the Apama Capital Markets Foundation (CMF). While the adapter currently supports only a few connections over CMF's MDA, support for more feeds will be provided in upcoming enhancements.

MDA Mode – In this mode, the adapter relies completely on the MDA libraries for connection and MarketData management. Any interaction with the adapter has to be done using only the MDA components. Any interaction related to Order Management requires a separate FIX Connection.

Legacy Mode – The behavior of the adapter in this mode is same as its behavior in versions 4.3 and prior. That is, a session configuration is required to configure the session and users send subscription requests using the com.apama.marketdata.SubscribeDepth and SubscribeTick interfaces. Both MarketData Management and Order Management can be achieved using this Session, but the MDA framework will not be used in this configuration mode.

Mixed Mode – Use this configuration when you want to use the MDA Session for market data and the Legacy Session for placing orders, with both of them using a single FIX connection.

The following IAF Transport configuration properties have been added in 5.0 to support interaction of the FIX adapter with MDA, as well as to provide various customizations to the FIX adapter:

IAF_CHANNEL – As the MDA sources are self-registering components, you must provide the IAF channel as a Transport property to make the correlator components aware of the adapter's presence.

CorrelatorHBTimeout – The timeout interval after which the connection to the correlator can be considered as stale.

AdapterConfiguration – The adapter configuration details required by the FIX adapter while registering a source with MDA. This is used to provide the list capabilities supported by that particular FIX session, and the details about the module providing that capability. For the supported configuration options, refer to the file FIXTransport-BaseFIXLibrary.xml that is shipped with the adapter.

If the AdapterConfiguration transport property is not provided, then the adapter is considered to be in Legacy Mode. As such, you have to inject all the FIX adapter monitors and use the com.apama.fix.SessionConfiguration event to configure the adapter session.

You can choose to configure the adapter to be used in Mixed Mode (MDA for Market Data Management and Legacy for placing Orders), as follows:

1. Inject FIX_NMDA_StatusManager_Bridge.mon that is shipped with the adapter installation, as well as all the other Legacy FIX service monitors.

2. Confirm that the AdapterConfiguration transport property is set, and that the appropriate configuration is provided.

3. Provide the name of the MDA FIX session in the com.apama.fix.SessionConfiguration event using NMDA_FIX_SESSION_NAME as the key. For example:

com.apama.fix.SessionConfiguration(“Connection”,{“NMDA_FIX_SESSION_NAME”:”FIX”})