Subscribe or unsubscribe depth
Note:
If user make use of the symbol normalization feature he do not need to mention the individual tags for security identification mapped symbol make life easier.
For specifying a unique Instrument Symbol(tag 55), SecurityID(tag 48), SecurityExchange(tag 207) must be used:
com.apama.marketdata.SubscribeDepth("TT-FIX", "TT_MARKET_DATA",
"Henry Nat Gas",{"207":"ICE_IPE","48":"1460200","22":"5"})
com.apama.marketdata.UnsubscribeDepth("TT-FIX", "TT_MARKET_DATA",
"Henry Nat Gas",{"207":"ICE_IPE","48":"1460200","22":"5"})
By default full book with incremental updates are subscribed.
For Top of Book, Incremental Refresh use:
com.apama.marketdata.SubscribeDepth("TT-FIX", "TT_MARKET_DATA",
"ES",{"167":"FUT","207":"CME","48":"00A0CK00ESZ","MarketDepth":"1","22":"5"})
For Best N tier Book, Incremental Refresh use: Eg (for 3 tier book):
com.apama.marketdata.SubscribeDepth("TT-FIX", "TT_MARKET_DATA",
"ES",{"167":"FUT","207":"CME","48":"00A0CK00ESZ","MarketDepth":"3","22":"5"})
For Full Book, Full Refresh use:
com.apama.marketdata.SubscribeDepth("TT-FIX", "TT_MARKET_DATA",
"ES",{"167":"FUT","207":"CME","48":"00A0CK00ESZ", "MDUpdateType":"0","22":"5"})