Capital Markets Adapters 10.11 | Apama Capital Markets Adapters Documentation 10.11 | BNPP FX FIX Adapter | BNPP subscriptions and unsubscriptions (Quote)
 
BNPP subscriptions and unsubscriptions (Quote)
Sample subscription

com.apama.marketdata.SubscribeDepth("BNPP-FIX","BNPP_MARKETDATA",
"USD/JPY",{"Quote":"Y", "TradingSessionSubId":"ORANGE"})
com.apama.marketdata.SubscribeDepth("BNPP-FIX","BNPP_MARKETDATA",
"AUD/NZD",{"Quote":"Y", "TradingSessionSubId":"BLUE"})
BNPP has an optional TradingSessionSubId. If there is an agreement with the client, an additional extra parameter (e.g."TradingSessionSubId":"BLUE") should be provided in the subscription request. Pass this if the same is set at BNPP exchange. This parameter allows us to have different massquote streams, on which you can place order for which you are interested.
ORANGE and BLUE feeds only vary in the liquidity provided, ORANGE will give deeper liquidity when compared to BLUE.
Sample unsubscription

com.apama.marketdata.UnsubscribeDepth("BNPP-FIX","BNPP_MARKETDATA",
"USD/JPY",{"Quote":"Y", "TradingSessionSubId":"BLUE"})
Note:
BNPP may periodically supply indicative prices or report unavailable prices.
If indicative quotes are received (i.e tags 134 and 135 are 0) then user will notice empty depths if the sessionconfig parameter suppressZeroQuantities is set to true. For example:

com.apama.marketdata.Depth("AUD/NZD",[],[],[],[],[],{"35":"i",
"52":"20110907-10:50:10.062","Market":"BNPP_MARKETDATA",
"Quote":"Y","QuoteID":"110907AUD/NZD6934","QuoteReqID":"1",
"QuoteSetID":"110907AUD/NZD6934","SERVICE_NAME":"BNPP-FIX",
"TotNoQuoteEntries":"2"})
When an unavailable price is reported by BNPP the adapter sends a Depth event with a single depth level with all price and size fields set to zero and a quote id of 'X' as provided by BNPP.

com.apama.marketdata.Depth("USD/JPY",[0],[0],[0],[0],[0],{"35":"i",
"52":"20110128-09:11:16.298","ASK1_QuoteEntryID":"X",
"BID1_QuoteEntryID":"X","LEVEL1_QuoteEntryID":"X",
"Market":"BNPP_MARKETDATA","Quote":"Y","QuoteID":"110128EUR/SEK4984",
"QuoteReqID":"9","SERVICE_NAME":"BNPP-FIX","TotNoQuoteEntries":"1"})