Using alternative security ID method of identifying securities
To use the alternative security id feature the following new session configuration properties need to be set:
Property | Description |
SubscriptionManager.UseAltSecurityId | To use this feature for market data request. |
OrderManagerA.UseAltSecurityId | To use this feature for order management events. |
These parameters should be set to the FIX tag for alternative security id, for TT, parameters are set to "10455". User should put the alternative security id in the "symbol" field of a market data request or order management event, and have this mapped to the right tag on the FIX message (and vice-versa for downstream messages).
Example market data event:
com.apama.marketdata.SubscribeDepth("TT-FIX", "TT_MARKET_DATA", "Feb10-Mar10",
{"207":"ICE_IPE","48":"1460200","55":"Henry Nat Gas","167":"NRG","22":"5"})
com.apama.marketdata.SubscribeDepth("TT-FIX", "TT_MARKET_DATA",
"Feb10-Mar10",{"207":"ICE_IPE","48":"1460200","Symbol":"Henry Nat Gas","167":"NRG","22":"5"})
Example OMS event:
com.apama.oms.NewOrder("1040","Feb10-Mar10",5.031,"SELL","LIMIT",10,
"TT-FIX","","","TT_TRADING","","",{"207":"ICE_IPE","55":"Henry Nat Gas",
"167":"NRG","1":"TT 000","440":"649","16102":"009","22":"5","1":"progress2"})
com.apama.oms.NewOrder("1040","Feb10-Mar10",5.031,"SELL",
"LIMIT",10,"TT-FIX","","","TT_TRADING","","",{"207":"ICE_IPE",
"Symbol":"Henry Nat Gas","167":"NRG","1":"TT 000","440":"649",
"16102":"009","22":"5","1":"progress2"})
After these are processed by the respective monitors the SYMBOL and Alternate Security ID are exchanged and Alternate Security ID will be assigned to 10455 tag.