Sample events
Quote subscription and unsubscription requests:
com.apama.marketdata.SubscribeDepth("MSFX-FIX", "MSFX_MD_Connection",
"GBP/USD",{"Quote":"Y","167":"FOR","38":"10000000"})
com.apama.marketdata.SubscribeDepth("MSFX-FIX", "MSFX_MD_Connection",
"GBP/USD",{"Quote":"Y","167":"FOR","38":"30000000"})
com.apama.marketdata.UnsubscribeDepth("MSFX-FIX", "MSFX_MD_Connection",
"GBP/USD",{"Quote":"Y","167":"FOR","38":"10000000"})
com.apama.marketdata.UnsubscribeDepth("MSFX-FIX", "MSFX_MD_Connection",
"GBP/USD",{"Quote":"Y","167":"FOR","38":"30000000"}
Note:
If required, on Subscription Reject/Cancel the application has to take care of Quote re-subscription after 1 minute time interval.
The behaviour of the exchange when the quote request is sent for multiple quantities to same symbol is as follows: The quote ID may be same because the values of tag117 always begin with d1 and increments each time when there's an update. As long as the values of tag131 are distinct, values of tag117 can be the same for quote updates.
NewOrder for "FOREX - PREVIOUSLY QUOTED":
com.apama.oms.NewOrder("Order1","GBP/USD",1.56546,"BUY",
"FOREX - PREVIOUSLY QUOTED",100,"MSFX-FIX","","","MSFX_TD_Connection","",
"",{"117":"d13","131":"1","167":"FOR","Account":"TEST1"})
NewOrder for "MARKET":
com.apama.oms.NewOrder("Order2","GBP/USD",1.56587,"BUY","MARKET",100,
"MSFX-FIX","","","MSFX_TD_Connection","","",{"167":"FOR","Account":"TEST1"})
NewOrder for "FOREX - SWAP":
com.apama.oms.NewOrder("Order3","GBP/USD",1.56545,"BUY",
"FOREX - SWAP",100,"MSFX-FIX","","","MSFX_TD_Connection","",
"",{"117":"d18","131":"1","167":"FOR","Account":"TEST1"})
NewOrder for "LIMIT":
com.apama.oms.NewOrder("Order4","GBP/USD",1.5656,"BUY","LIMIT",100,
"MSFX-FIX","","","MSFX_TD_Connection","","",{"15":"GBP","167":"FOR",
"18":"1","59":"0","Account":"TEST1"})