Matching service provides depth of book from MARKET BY PRICE data model.

Defaults to MARKET_BY_PRICE

In OMM message received from server, you get some fields which carry significant information.

Such fields are added as default. Defaults to PRIMACT_1, ACT_TP_1, BID, ASK, BIDSIZE, ASKSIZE, REG_AMOUNT, BIDSIZEIND, ASKSIZEIND, STD_AMOUNT, BOOK_DEPTH, PRICETHOLD, SEQ_NO, ORDBK_VOL, VALUE_TS1, VALUE_DT1, QUOTE_DATE, QUOTIM_MS, VDATE_P1C1, VDATE_P2C1, Symbol, LOTSIZE3, MN_ORD_QT, STD_QTY, RGL_QTY, PIPSIZE, MINQUL, LEFT_DP, RGT_DP, ITDM

Boolean variable which tells how the received quantity in TICK/DEPTH to be.

The term "lot" refers to the quantity (usually > 1) that is the unit of trading for an instrument, that is, trades in this instrument will always be a whole number of lots. It's often equal to the minimum trade size but they are not quite the same thing,

e.g. the minimum trade size might be 10 lots. The lot size used by MAPI for all currency pairs is 1e6. Therefore the behaviour of this configuration would be:

Boolean variable when set true reports all fields in the TICK event.

Generally, Matching service reports only those fields which are updated from last sent message. Every time a TICK is generated our adapter will send all fields that is, fields which were not updated but send in previous update messages.

It is not necessary that every source use same standard RDM dictionary for parsing OMM data.

The following properties are introduced to add dictionaries defaults:

This parameter setting is introduced by the QuickFIX patch to automatically add the NextExpectedMsgSeqNum field and must be enabled to function correctly with the FIX Gateway.

<property name="QuickFIX.EnableExpectedNextSeqNumOnLogon" value="Y" />

This parameter is introduced by QuickFIX patch for replaying messages on login. This parameter must be set false.

<property name="QuickFIX.ResendApplicationMessagesOnLogon" value="N" />

This parameter is used to filter field tags from a given message which needs to be sent to exchange. Field tag could be a part of header/body/trailer. This property applies to upstream messages. Also, field tag cannot be a group tag or tag in group. The format is Message type followed by field tag separated with a space as.

Example: BE 43 97 50 553 554

The above message says that from message type 'BE', the field tags 43,97,50,553, 554 must be removed from the message.

Each message group should be separated from another message group with a comma:

Example: D 11 55, BE 43 97 50 553 554

<property name="ExcludeTagsFromMessage" value="D 11 55, BE 43 97 50 553 554" />.

Default value is empty.

This parameter configures the maximum number of session login attempts. For MAPI, it is configured as 5. For unlimited attempts, you can configure as -1. Defaults to -1.

<property name="MaxSessionLogonAttempts" value="5" />

Once the session reaches maximum limit, you will be notified using com.apama.fix.NotifyUser event followed by stopping connection. User needs to retry by sending com.apama.fix.doLogin event.

Publish empty depths. By default, TICK/DEPTH is not published when there is no FID in the OMM message which matches default FIDs. Still, if you are interested in receiving empty depths then following property will enable it

<property name="AllowEmptyDepths" value="true"/>

<property name="AllowEmptyTicks" value="true"/>

Defaults to false.

Example: