Quotebook datastream added
The CMF now provides support for the Market Data Architecture (MDA) quotebook datastream, structuring quote data (price, quantity, id, etc.) into a book similar to the orderbook datastream. Using the quotebook datastream is similar to using the other Capital Markets Foundation built-in MDA datastreams. A quotebook can be accessed and iterated over by price ordering and quantity ordering. Prices in a quotebook use the Apama decimal data type, which was introduced in the Apama 5.0 release.
For more information on using the quotebook datastream, see "Market Data Management" in Capital Markets Foundation Guide.
For details on the quotebook datastream API, see the ApamaDoc for com.apama.md.client and com.apama.md.user.