Capital Markets Adapters 10.15 | Apama Capital Markets Adapters Documentation 10.15 | Barclays FX FIX Adapter | Quote subscription and unsubscription
 
Quote subscription and unsubscription
*Symbol field must be currency pair CCY1/CCY2. Here CCY1 is called the "Primary/base currency" and CCY2 is called the "Secondary currency". The ordering of symbols is dependent on ranking of currencies. CCY1 is a higher ranking currency than CCY2. The ranking of symbols is given in section "APPENDIX 2 - CURRENCY RANKING" of the specification "BARX Rules of Engagement Global Fix Connectivity - Foreign Currency version 1"
*Quotes can be subscribed in Primary currency(using "15":"CCY1" in extra parameters) or in Secondary currency (using "15":"CCY2" in extra parameters).
*To subscribe for one-way quotes side must be specified in extra parameters (For example, BUY side ("54":"1") Sell side ("54":"2"). If this parameter is not specified 2-way quotes are subscribed.
*Settlement date (SettlDate tag 64) can be a standard tenor or broken date(YYYYMMDD) and must be specified in extra parameters (For example, "64":"SP", "64":"20091118"). Standard tenors are in the section "How pricing works? Symbology and Product Information " in the specification "BARX Rules of Engagement Global Fix Connectivity - Foreign Currency version 1"
*OrderType is always "C", specified in extra parameters as "40":"C"
*Quotes can be subscribed in different volume bands, by specifying in OrderQty(tag 38) in extra parameters. For example, "38":"1000000" for 1 million band. Standard bands are 1M, 3M, 5M and 10M.
*Snapshot quote subscriptions can be done specifying tag 6065 in extra parameters. For example, "6065":"10" to subscribe quotes for 10 sec. If "6065":"0" then quotes are subscribed till logout.