Introduction to CMF components
The CMF provides libraries, components, and services for building a variety of applications, primarily for use in the financial sector. Most CMF components are designed as Apama EPL event objects so that an application can manage their creation and usage. Examples of commonly-used components include the order state containers and market data publishers. For more information on Apama functionality such as EPL, monitors and events, see the Apama documentation.
CMF components fall into the following categories:
System integration: sessions, order and adapter bridges. A CMF application uses a session to send data to and receive data from the connected datasource.
Market data management: BBA subscribers, Depth subscribers, News subscribers, Orderbook subscribers, Quotebook subscribers, Trade subscribers, Market Data Aggregator, Foreign Exchange Cross Rate Service, Forward to Spot Connector, Price Spreader. Some deployed applications (including the Algorithmic Trading Accelerator and CMF solutions) use legacy market data management components or legacy finance support.
Order management: Orderbook Matching Engine, Trade Strategy Framework, Risk Firewall, Forward to Spot Converter, Trade Reporting Service. Components and services for all functionality related to order handlingl.
Analytics: Position Service, statistical libraries such as EPL math functions, Quantlib plug-in. You can also use the MATLAB plug-in in a CMF application. See the Apama documentation for information.
Utilities: Service Framework, ConfigStore, DataView Manager, User Session Manager.
The Algorithmic Trading Accelerator (ATA) demonstrates how CMF components can be assembled to create a trading application that consumes events from market data feeds and applies strategies for optimal trading practices. The ATA illustrates use of Apama's dashboard environment for graphical monitoring of algorithmic trading execution. Market Surveillance and Monitoring (MSM) and Foreign Exchange (FX) Aggregation solutions also use CMF components. The MSM and FX Aggregation solutions are packaged and sold separately.
