Working of the Quote Provider
The System consists of three parts:
Server (Bloomberg server)
FIX Provider (The Apama adapter)
Business Application (To be made by the user)
The Provider establishes a FIX connection to the server as a initiator.
Market Data
The Server sends FIX MarketDataRequest messages to the FIX Provider. These messages are converted to com.apama.mds.SubscribeDepth events with Service ID "MarketSimulator" . Such messages are processed by the Application. The Application in turn keeps track of subscriptions and sends appropriate com.apama.mds.MDServerDepth events. These are converted to FIX Snapshot events and sent to the Server.
Message Flow
Application | FIX order Provider | Server |
| <---- oms.NewOrder <---- | NewOrderSingle |
| ExecutionReport(reject) ----> | |
oms.OrderUpdate | ----> ExecutionReport ----> | |
| <---- oms.CancelOrder <---- | OrderCancelRequest |