Capital Markets Adapters 10.15 | Apama Capital Markets Adapters Documentation 10.15 | Apama Base FIX Adapter | FIX service monitors | Client session | FIX_DataManager | Symbol Normalization | Symbol formation
 
Symbol formation
The symbol is formed with the normalized values of tags mentioned in the configuration parameter DataManager.SymbolFormationTags. The tags should to be delimited by space. The repeating group tags can be mentioned in "[ ]" square brackets. The first tag in the brackets needs to be the repeating group tag. The tags in the "[ ]" are also space delimited.
From the configuration DataManager.SymbolFormationTags":"167 207 [146 309 310 313]"
The base tags : 167 207
Repeating group tags : 309 310 313
For example:
(tag string)
167:207:309:310:313-309:310:313-309:310:313
If you replace the tag numbers with their corresponding values picked from the security definition, that will become the mapped symbol.
MLEG:ICE_IPE:217922:FUT:201103-217951:FUT:201108-217923:FUT:201110
(This security has 3 legs)
The mapped symbol contains all the legs of the multi-leg security with configured tag values populated. If you find minimal tags to distinguish each security, then the mapped symbol is recommended.
For example:
DataManager.SymbolFormationTags":"207 [146 10456]"
207:10456-10456
The mapped symbol will be CME:CLF1-CLG1 (This security has only two legs)
Multi-leg symbol formation
All the above examples are the multi-leg scenarios.
Single leg symbol formation
In single leg securities, though the session configuration mentions the repeating group tags, the security definition received from exchange will not have the repeating group. So that part is removed while constructing the mapped symbol.
For example:
167:207:309:310:313-309:310:313-309:310:313
If you replace the tag numbers with their corresponding values, that will become the mapped symbol.
MLEG:ICE_IPE:217922 (repeating group absent in the security defintion
for single legged security)
You must choose minimum base tags such that symbol formed will be unique and simple.
The created mapped symbol will appear in the dictionary field "extraParams" of InstrumentDataResponse() as a key value pair.
"MAPPED_SYMBOL" : "MLEG:ICE_IPE:217922"