Session configuration
FXCMPRO sessions should be configured with the following configuration parameters:
Trading sessions:
OrderManager.RequireSessionsStatusOpen = true
OrderManager.IgnoreStatusOnOrderCancelReject = true
OrderManager.HandleSuspendedExecType = true
Market data sessions:
SubscriptionManager.RequireSessionStatusOpen = true
SubscriptionManager.FieldOmissions = Currency
Sample session configuration events, compatible with the distributed configuration file, are shown below:
// FXCMPRO trading session
com.apama.fix.SessionConfiguration("FXCMPRO_TRADING",
{"FixChannel":"FXCMPRO_FIX",
"OrderManager.RequireSessionStatusOpen":"true",
"OrderManager.IgnoreStatusOnOrderCancelReject":"true",
"OrderManager.HandleSuspendedExecType":"true"})
// FXCMPRO market data session
com.apama.fix.SessionConfiguration("FXCMPRO_MARKET_DATA",
{"FixChannel":"FXCMPRO_FIX",
"SubscriptionManager.RequireSessionStatusOpen":"true",
"SubscriptionManager.FieldOmissions":"Currency"})