Session configuration
CITI uses Legacy FIX for placing orders and MDA for Quotes. Citi Trading sessions must be configured with the following configuration parameters:
FixChannel = FIX
The Trade session facilitates inbound "Quote Response" and "New Order" messages (which are requests to trade on the ESPs), and outbound Execution Reports (confirmations). For example:
com.apama.fix.SessionConfiguration("CITI-TRADE", {"FixChannel":"FIX",
"SERVICEID":"CITI-FIX"})
To send the trading session request as part of Login use the following configuration parameters:
com.apama.fix.SessionConfiguration("CITI-TRADE", {"FixChannel":"FIX",
"SERVICEID":"CITI-FIX","SubscriptionManager.MarketDataFullRefresh":"true",
"SendSessionStatusRequest":"true"})