EBS Book Type | MDA Streams | Default tags |
PriceDepth | MBP(com.apama.md.D) | 1300(MarketSegmentID) = D 1021(MDBookType) = 2(PriceDepth) 167(SecurityType) = "FXSPOT" 264(MarketDepth) = 0(Full Book) 265(MDUpdateType) = 0(Snapshot) |
MultiLevelPriceDepth | MBO(com.apama.md.O) | 1300(MarketSegmentID) = DF 1021(MDBookType) = 1104(MultiLevelPriceDepth) 167(SecurityType) = "FXSPOT" 264(MarketDepth) = 0(Full Book) 265(MDUpdateType) = 0(Snapshot) |
PriceDepth (Top of Book | BBA(com.apama.md.BBA) | 1300(MarketSegmentID) = D 1021(MDBookType) = 2(PriceDepth) 167(SecurityType) = "FXSPOT" 264(MarketDepth) = 1(Top of Book) 265(MDUpdateType) = 0(Snapshot) |
PriceDepth (Non-aggregated) | MBO(com.apama.md.O) | 1021(MDBookType) = 2(PriceDepth) 167(SecurityType) = "FXSPOT" 264(MarketDepth) = 0(Full Book) 265(MDUpdateType) = 0(Snapshot) |