SubscribeDepth
Example: SPOT
com.apama.mds.SubscribeDepth("FXALL_TCPI","FXALL_TCPI_TRANSPORT",
"Quote_rq_1389267826126","EUR.USD",{},{},{"InCompetition":"false",
"Leg_1_AllocationEP_1":"{}",Leg_1_AllocationEP_2":"{}",
"Leg_1_AllocationQty_1":"-1000","Leg_1_AllocationQty_2":"-1000",
"Leg_1_Allocation_1":"ACCT1","Leg_1_Allocation_2":"ACCT2",
"Leg_1_Currency":"EUR","Leg_1_LegEP":"{}","Leg_1_Quantity":"2000",
"Leg_1_Symbol":"EUR.USD","Leg_1_TenorValue":"SPOT",
"Leg_1_ValueDate":"20140113","MIC_CODE":"FXAL",
"NumCompetitors":"0","OfferToDealType":"At Quote","QuoteType":"SPOT",
"RequestKey":"17895250","__type":"QUOTE_REQUEST",
"client":"user3@apamacust3","customerId":"apamacust3",
"customerId":"false"})
Example: SWAP
com.apama.mds.SubscribeDepth("FXALL_TCPI","FXALL_TCPI_TRANSPORT",
"Quote_rq_1389268042186","EUR.USD",{},{},{"InCompetition":"false",
"Leg_1_AllocationEP_1":"{}","Leg_1_AllocationQty_1":"1000",
"Leg_1_Allocation_1":"ACCT1","Leg_1_Currency":"EUR",
"Leg_1_LegEP":"{}","Leg_1_Quantity":"1000","Leg_1_Symbol":"EUR.USD",
"Leg_1_TenorValue":"SPOT","Leg_1_ValueDate":"20140113",
"Leg_2_AllocationEP_1":"{}","Leg_2_AllocationQty_1":"1000",
"Leg_2_Allocation_1":"ACCT1","Leg_2_Currency":"EUR",
"Leg_2_LegEP":"{}","Leg_2_Quantity":"1000","Leg_2_Symbol":"EUR.USD",
"Leg_2_TenorValue":"1M","Leg_2_ValueDate":"20140213","MIC_CODE":"FXAL",
"NumCompetitors":"0","OfferToDealType":"At Quote","QuoteType":"SWAP",
"RequestKey":"17895259","__type":"QUOTE_REQUEST",
"client":"user3@apamacust3","customerId":"apamacust3","isNDF":"false"})