Supported features
The FIX_MarketDataServer supports the following features:
Client authentication
Tick subscription and unsubscription
Depth subscription and unsubscription
Single snapshot
Snapshot + updates (full and incremental)
MarketData request reject by application
Configurable subscription key construction parameters
For more information about authentication related configurations, see
Client authentication.
MarketData Server uses com.apama.fix.* events to interact with the server transport and com.apama.mds.* events from MarketDataServerSupport.mon to interact with an application.
When the server receives a com.apama.fix.MarketDataRequest event from its transport, it creates a com.apama.mds.SubscribeDepth/com.apama.mds.SubscribeTick event with a unique MDReqID for the specified TargetService.
For each com.apama.mds.MDServerDepth or com.apama.mds.MDServerTick event received from an application for known subscriptions, the server generates a com.apama.fix.MarketDataSnapshotFullRefresh and com.apama.fix.MarketDataIncrementalRefresh based on the request type.
FIX adapter as a market data server
