Session configuration
Lava sessions must be configured with the following configuration parameters:
MARKET DATA SESSIONS:
SubscriptionManager.Aggregate = true
SubscriptionManager.SupportNonUniqueMDEntryIDs = true
TRADING SESSIONS:
OrderManager.SendExecutionAck = true
OrderManager.ServerWorkaround = 2
For example, for most Lava client installations the following session configuration could be used:
com.apama.fix.SessionConfiguration("LAVA_MARKET_DATA", {"FixChannel":"LAVA_FIX",
"SubscriptionManager.Aggregate":"true"})
// Lava trading
com.apama.fix.SessionConfiguration("LAVA_TRADING", {"FixChannel":"LAVA_FIX",
"OrderManager.SendExecutionAck":"true", "OrderManager.ServerWorkaround":"2"})
Note:
Following features were not supported by server at the time of certification
"Fill or Kill(FOK)" and "Good Till Date(GTD)" orders that is, "59"="4"(Fill or Kill) or "59":"6"( Good Till Date).
"All or None(AON)" and "Reinstate on System Failure" type instructions for order handling on exchange trading floor "18"="G" and "18"="H".