MarketData subscriptions
The MDA adapter configuration file 'FIXTransport-BaseFIXLibrary-HotSpot.xml' contains properties which are used for Sending subscription and unsubscription Requests. ServiceName to be used when starting the Market data session is FIX .
Sample subscription:
...
// Create and connect the session handler
SessionHandler sessionHandler := (new SessionHandlerFactory).connect(mainContext,
"FIX", "HOTSPOT_MARKETDATA_TRANSPORT");
// Create the trade subscriber factory and specify the session
// handler plus a symbol to subscribe
DepthSubscriber subscriber := (new DepthSubscriberFactory).subscribeCb(sessionHandler,
"EUR/USD", onAllDepth);
...
action onAllDepth(com.apama.md.client.CurrentDepthInterface depth) {
...
}