Capital Markets Adapters 10.15 | Apama Capital Markets Adapters Documentation 10.15 | JPMC FX FIX Adapter | Market Data subscription EXTRA PARAMS
 
Market Data subscription EXTRA PARAMS
Streaming subscription
9001
Quantity Requested. If present, only 1 layer will be streamed.
107
SecurityDesc -> The stream type the request is for. supported types: SPOT, OUTRIGHT. (if not supplied, SPOT is assumed)
64
FutSettDate -> Required if SecurityDesc=OUTRIGHT and Tenor is not specified.
9002
Tenor -> Required if SecurityDesc=OUTRIGHT and FutSettDate is not specified.
JPMorgan subscriptions/unsubscriptions (streaming subscription)
Sample subscriptions
SPOT subscription

com.apama.marketdata.SubscribeDepth("JPMC-FIX","JPMC_MARKET_DATA","EUR/USD",{"107":"SPOT"})
Subscription with value date

com.apama.marketdata.SubscribeDepth("JPMC-FIX","JPMC_MARKET_DATA","USD/CAD",{"9002":"T+1"})
Subscription for different price bands

com.apama.marketdata.SubscribeDepth("JPMC-FIX","JPMC_MARKET_DATA","EUR/USD",{"9001":"1000000"})
com.apama.marketdata.SubscribeDepth("JPMC-FIX","JPMC_MARKET_DATA","EUR/USD",{"9001":"5000000"})
Sample unsubscription

com.apama.marketdata.UnsubscribeDepth("JPMC-FIX", "JPMC_MARKET_DATA", "EUR/USD",{"107":"SPOT"})
Orders (Trade Requests) EXTRA PARAMS:
Account
The identity of the settlement account
107
SecurityDesc -> The product type the order is for supported types: SPOR, OUTRIGHT, SWAP. (if not supplied, SPOT is assumed)
21
HandlInst -> 1 = Automated execution order, private, no Broker Intervention
167
SecurityType -> FOR = Foreign Exchange Contract
40
OrderType -> Only supported types are "FOREX LIMIT" and "FOREX MARKET"
15
Currency -> The dealt currency (ISO code)
59
TimeInForce -> 4 = Fill or Kill (FOK)
Other constraints
44
Price -> In the case of Market Orders (40 = C (FOREX MARKET)), Price should be set to 0
140
PrevClosePx -> Required when SecurityDesc is OUTRIGHT or SWAP. The spot component of the order For Markt Orders, this should be set to 0.
64
FutSettDate -> Required if SecurityDesc = OUTRIGHT or SWAP.