Session configuration
Citi Colo sessions must be configured with the following configuration parameters:
Trading sessions
FixChannel = FIX
SERVICEID=CITI-FIX
Citi Colo adapters has been tested for 'Previously Quoted' and 'Market Order' only.
com.apama.fix.SessionConfiguration("CITI-COLO-TRADE",
{"FixChannel":"FIX","SERVICEID":"CITI-FIX"})
For more information, see
Placing an order.
Market data sessions for Legacy mode
FixChannel = FIX
SERVICEID = CITI-FIX
Market Data session uses SubscribeDepth interface to make subscriptions for Quotes to Citi. This requires "Quote":"Y" to be sent in extra parameters. Citi does not allow to send Order Type tag 40 when performing Subscription, these will be rejected.
com.apama.fix.SessionConfiguration("CITI-COLO-QUOTE",
{"FixChannel":"FIX","SERVICEID":"CITI-FIX"})