Working with Bloomberg
Configure the Bloomberg session.
Example:
Market data sessions:
com.apama.fix.MDServerConfiguration("MDS",{"RequestKeyParams":""})
Trading sessions:
com.apama.fix.ServerConfiguration("OMS",
{"OrderServer.AckPendingNewState":"false",
"OrderServer.ForwardPartyInfo":"true",
"FIX.TagsToSupress":"78 768 1907 2593 2668"})
Quote Sessions:
com.apama.fix.QServerConfiguration("RFQ",
{"SERVICEID":"BBG-FIX","RequestKeyParams":"5082 40"})
Note:
If you are just interested in working on Quote/Trading, then Bloomberg expects both to be in a single session. In this case, you can share Quote session with order session using extra parameter UseSharedSessionManager and just use Order session.
com.apama.fix.ServerConfiguration("OMS",
{"OrderServer.AckPendingNewState":"false",
"OrderServer.ForwardPartyInfo":"true",
"FIX.TagsToSupress":"78 768 1907 2593 2668"})
com.apama.fix.QServerConfiguration("OMS",
{"SERVICEID":"BBG-FIX","RequestKeyParams":"508240",
"UseSharedSessionManager":"true"})