Session configuration
Currenex sessions must be configured with the following configuration parameters:
Trading sessions:
OrderManager.RequireSessionsStatusOpen = true
OrderManager.IgnoreStatusOnOrderCancelReject = true
OrderManager.HandleSuspendedExecType = true
OrderManager.UseCurrencyFromSymbol = "BASE" or "TERM"
OrderManager.CustomOrdTypes = "TRAILING STOP:V,OCO:W,IFD OCO:Y"
This is used to set order types specific to currenex
Market data sessions:
SubscriptionManager.RequireSessionStatusOpen = true
SubscriptionManager.FieldOmissions = Currency
Sample session configuration events, compatible with the distributed configuration file:
// Currenex trading session
com.apama.fix.SessionConfiguration("CURRENEX_TRADING",
{"FixChannel":"CURRENEX_FIX", "OrderManager.RequireSessionStatusOpen":"true",
"OrderManager.IgnoreStatusOnOrderCancelReject":"true",
"OrderManager.HandleSuspendedExecType":"true",
"OrderManager.UseCurrencyFromSymbol":"BASE",
"OrderManager.CustomOrdTypes":"TRAILING STOP:V,OCO:W,IFD OCO:Y"})
// Currenex market data session
com.apama.fix.SessionConfiguration("CURRENEX_MARKET_DATA",
{"FixChannel":"CURRENEX_FIX",
"SubscriptionManager.RequireSessionStatusOpen":"true",
"SubscriptionManager.FieldOmissions":"Currency"})