Capital Markets Adapters 10.15 | Apama Capital Markets Adapters Documentation 10.15 | Deutsche Bank Autobahn FIX Adapter | Platforms supported
 
Platforms supported
Autobahn Rapid platform:
Session configuration:
MDA adapter configuration and subscription
The MDA adapter configuration file FIXTransport-BaseFIXLibrary-Autobahn-Rapid.xml contains properties which are used for sending subscription and unsubscription Requests. Autobahn(RAPID) supports only SPOT type subscriptions.
TRADING SESSIONS:
*- OrderManager.GenerateNewStyleOrderIds = true
*- FixChannel = AUTOBAHN_FIX
Example:

com.apama.fix.SessionConfiguration("AUTOBAHN_RAPID_FIX_TRADING",
{"FixChannel":"AUTOBAHN_FIX",
"OrderManager.GenerateNewStyleOrderIds":"true"})
Order management
For example:

com.apama.oms.NewOrder("order1", "EUR/USD", 1.28647,
"BUY", "MARKET", 100000, "FIX", "", "",
"AUTOBAHN_RAPID_FIX_TRADING", "", "", {"15":"EUR"})
Autobahn FIX platform:
Session configuration:
MDA adapter configuration and subscription
The MDA adapter configuration file 'FIXTransport-BaseFIXLibrary-Autobahn.xml' contains properties which are used for sending subscription and unsubscription Requests. Autobahn supports SPOT,Outright and SAWP type subscriptions.
For SPOT subscription the following fields are required ,these values should send in com.apama.session.CtrlParams parms while subscription.
*5232 Currency String (3)
*5233 OrderQty Qty (20)
*6215 TenorValue (n) refer the Spec of Autobahn for details.
TRADING SESSIONS:
*OrderManager.GenerateNewStyleOrderIds = true
*OrderManager.UseTransactTimeOfOrder=true
*FixChannel = AUTOBAHN_FIX
Optional configuration parameters:
OrderManager.UseTransactTimeOfOrder is a parameter of type boolean. By enabling this parameter, forwards received timestamp of Market Data message in TransactTime(60) field of a New Order Single.
Example:

com.apama.fix.SessionConfiguration("AUTOBAHN_FIX_TRADING",
{"FixChannel":"AUTOBAHN_FIX",
"OrderManager.GenerateNewStyleOrderIds":"true",
"OrderManager.UseTransactTimeOfOrder":"true"})
Order management
To submit a trade, the value from MDEntryDate (272) from the Market Data should be copied into the FuttSettDate (64) field of the New Order Single message (35 = D). The user should save the current timestamp when the Market Data message is received, to be able to populate it in the TransactTime (60) field of a further New Order Single message (35 = D).
For e.x.:
com.apama.oms.NewOrder("order1", "EUR/USD", 1.28647, "BUY",
"MARKET", 100000, "FIX", "", "", "AUTOBAHN_FIX_TRADING", "", "",
{"15":"EUR","64":"20140922","59":"4","60":"20141002-00:16:40"})