Capital Markets Adapters 10.11 | Apama Capital Markets Adapters Documentation 10.11 | EBS Spot Ai FIX Adapter | Sample Messages and events | FIX based Messages | Market Data Snapshot – Amount View
 
Market Data Snapshot – Amount View
Amount view provides the maximum price for a given amount at which some of the orders will be filled.
Say for preconfigured amounts - 5, 10, 15, 20, 25, 30 and 35
FIX message
35=W^262=123^1021=1102^55=EUR/USD^461=RCSXXX^63=0^268=6^269=0^271=5^270=1.37729^269 = 0^271=10^270=1.37725^269=0^271=15^270=1.37723^269=0^271=20^270=1.37716^269=0^271=25^270= 1.37708^269=0^271=30^270=1.37705^
Tag name
Tag number
Value
Description
Header
35
W
Snapshot Full Refresh
MDReqID
262
123
My Request ID
MDBookType
1021
2
PriceDepth
Symbol
55
EUR/USD
Currency Pair
CFICode
461
RCSXXX
FX Spot
SettlType
63
0
Regular Spot Settlement
NoMDEntries
268
6
Number of repeating entries
MDEntryType
269
0
A Buy Side Snapshot
MDEntrySize
271
6
Quantity
MDEntryPx
270
1.37729
Price
MDEntryType
269
0
A Buy Side Snapshot
MDEntrySize
271
10
Quantity
MDEntryPx
270
1.37725
Price
MDEntryType
269
0
A Buy Side Snapshot
MDEntrySize
271
15
Quantity
MDEntryPx
270
1.37723
Price
MDEntryType
269
0
A Buy Side Snapshot
MDEntrySize
271
20
Quantity
MDEntryPx
270
1.37716
Price
MDEntryType
269
0
A Buy Side Snapshot
MDEntrySize
271
25
Quantity
MDEntryPx
270
1.37708
Price
MDEntryType
269
0
A Buy Side Snapshot
MDEntrySize
271
30
Quantity
MDEntryPx
270
1.37705
Price
Trailer
Amount view Constructed from FIX message
Amount View - BID
Price
Size
1.37729
5
1.37725
10
1.37723
15
1.37716
20
1.37708
25
1.37705
30
com.apama.marketdata.Depth(“EUR/USD “,
[1.37729, 1.37725, 1.37723, 1.37716, 1.37708, 1.37705],
[],[-1,-1,-1,-1,-1],[ 5, 10, 15, 20, 25, 30],[],
{“ 461=RCSXXX^63=0,”Market”:”Transport”,”SERVICE_NAME”:”EBS-AMOUNT”}