Session configuration
EBS Ai uses com.apama.oms interface for placing the orders and CMF MDA API for Marketdata, but EBS Ai uses a single FIX connection for both these session.
Configure the Order session with the following configuration parameters:
FixChannel = FIX
NMDA_FIX_SESSION_NAME = FIX
OrderManager.OrderIDServiceName = EBS-FIX
EBSFIX.SERVICEID=EBS-PRICE
EnablePriceRounding:true
Example of session configuration:
com.apama.fix.ebs.SessionConfiguration
("CME_EBSAi_DATA",
{"FixChannel":"FIX_CHANNEL",
"NMDA_FIX_SESSION_NAME":"FIX",
"OrderManager.OrderIDServiceName":"EBS-FIX",
"EBSFIX.SERVICEID":"EBS-PRICE",
"EBSFIX.EnablePriceRounding":"true",
"EBSFIX.LogonRetryCount":"2"}
)
As per CME EBS Ai specification, you must connect using FIX ASCII over TCP connection. After establishing a network connection, you must send the two logon messages:
FIX session logon message (tag 35-MsgType=A) to EBS Ai
Application logon request message (tag 35-MsgType=BE)
For more details about CME EBS Ai, see the CME group documentation.
To achieve this with the EBS adapter:
1. You must first send the session configuration (com.apama.fix.ebs.SessionConfiguration)
2. Connect to the session using the CMF session API (com.apama.session.SessionHandler)
3. Send an application logon message once you are successfully logged on (com.apama.fix.SessionLoggedOn)
Now you can subscribe to the market data after the user has successfully logged on.