Capital Markets Adapters 10.15 | Apama Capital Markets Adapters Documentation 10.15 | Citigroup FIX Adapter | Citigroup SpotESP FIX Adapter | MDA Mode | Subscribing and unsubscribing
 
Subscribing and unsubscribing
The CITI MDA adapter uses the MDA QuoteBook Stream to disseminate the Quote DATA.
*Streams Supported: QuoteBook
Subscription
*string symbol: The symbol to connect to. For example, USDJPY
*controlParams: The following dictionary of control parameters needs to be passed:
Parameter
Description
QuoteRequestType
Must be "2" (Manual)
QuoteType
Must be "2" for ESP ("0" : Indicative, "1" : Tradable)
OrderQty
*"1" for Stack Mass Quote (if the setup on Citi side is Stack Mass Quote)
*"1" or "2" etc. for Tier 1 or Tier 2 (if setup on Citi side is tieredSingle)
*"-1" for Tiered Mass Quote
*"2300000" or "3200000" etc. for Mass Quotes by Amount
Note:
Other parameters like Currency or SettleDate needs to be passed the same way.
For example:
string symbol := "USDJPY"
com.apama.session.CtrlParams controlParams := new com.apama.session.CtrlParams;
controlParams.addParam("QuoteRequestType","2");
controlParams.addParam("QuoteType","2");
controlParams.addParam("OrderQty","-1");
controlParams.addParam("Currency","USD");