Apama Capital Markets Foundation 10.15 | Capital Markets Foundation | Order Management | Risk firewall | Understanding risk firewalls | Slice filters for risk firewall rules
 
Slice filters for risk firewall rules
Rule classes can identify order fields of interest using a concept known as slicing, that is, splitting a stream of events into sub-streams along several dimensions. Rule class slices can use the following dimensions:
*Symbol
*Service identifier
*Exchange identifier
*Market identifier
*Owner (trader) identifier
*Extra parameters
A slice can match a set of values in each dimension, or all values. Examples of slices that can be specified include:
*Symbol EUR/USD, for example, to ensure that the organization-wide net order position for this instrument does not exceed a given value.
*Service identifier FIX and market identifier CNX, for example, to ensure that the total quantity of orders from all traders across all symbols on a single market does not exceed a specified level.
*Symbol EUR/USD, Service identifier FIX, market identifier CNX and trader identifier A or B, for example, to ensure that the net position of this group of two traders for the EUR/USD instrument on a single market is within specified limits.