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");