Apama Capital Markets Foundation 10.1 Documentation
Copyright
to-help_index
to-help_release_notes
co-CmfRelNot_101_main
co-CmfRelNot_101_misc
co-CmfRelNot_101_removed
co-CmfRelNot_100_main
co-CmfRelNot_100_misc
co-CmfRelNot_100_deprecated
co-CmfRelNot_912_main
co-CmfRelNot_912_misc
co-CmfRelNot_910_main
co-CmfRelNot_910_misc
co-CmfRelNot_99_main
co-CmfRelNot_99_installation_changes
co-CmfRelNot_53_main
co-RelNot_53_extra_params
co-RelNot_matlab_doc_moved
co-CmfRelNot_53_migration
co-CmfRelNot_53_misc
co-ApaWhaNewInCapMarFou_what_s_new_in_capital_markets_foundation_5_2
co-ApaWhaNewInCapMarFou_new_ata_install_location
co-ApaCapMarFouWhaNew_extensions_file
co-ApaCapMarFouWhaNew_channel_use
co-ApaCapMarFouWhaNew_um_use
co-ApaCapMarFouWhaNew_performance
co-ApaCapMarFouWhaNew_dataview_events
co-ApaWhaNewInCapMarFou_mda_quote_datastream_removed
co-ApaWhaNewInCapMarFou_what_s_new_in_capital_markets_foundation_5_1_1
co-ApaWhaNewInCapMarFou_511_prereq
co-ApaWhaNewInCapMarFou_new_rfw_default_rules
co-ApaWhaNewInCapMarFou_new_rpl_position_tracker
co-ApaWhaNewInCapMarFou_new_samples.dita
co-ApaWhaNewInCapMarFou_new_ccyconverter
co-ApaWhaNewInCapMarFou_deprecated511
co-ApaWhaNewInCapMarFou_what_s_new_in_capital_markets_foundation_5_1
co-ApaWhaNewInCapMarFou_new_risk_firewall
co-ApaCapMarFouGui_new_utils
co-ApaWhaNewInCapMarFou_new_session_management_interfaces
co-ApaWhaNewInCapMarFou_new_market_data_subscribers
co-ApaWhaNewInCapMarFou_addition_of_news_subscribers
co-apaWhaNewInCapMarFou_deprecated_features
co-ApaWhaNewInCapMarFou_removed_51_features
to-help_capital_markets_foundation
co-ApaCapMarFouGui_introduction_to_cmf
co-ApaCapMarFouGui_introduction_to_cmf_components
co-ApaCapMarFouGui_using_cmf_components
co-ApaCapMarFouGui_session_management
co-ApaCapMarFouGui_understanding_sessions
co-ApaCapMarFouGui_connecting_to_sessions
co-ApaCapMarFouGui_sample_code_for_using_factory_to_connect
co-ApaCapMarFouGui_sample_code_for_using_handler_to_connect
co-ApaCapMarFouGui_setting_session_callbacks
co-ApaCapMarFouGui_sample_code_for_specifying_callback_when_using_handler_to_connect
co-ApaCapMarFouGui_sample_code_for_adding_session_connection_callbacks
co-ApaCapMarFouGui_setting_session_parameters
co-ApaCapMarFouGui_overriding_default_error_handling_for_sessions
co-ApaCapMarFouGui_disconnecting_from_sessions
co-ApaCapMarFouGui_market_data_management
co-ApaCapMarFouGui_overview_of_using_mda
co-ApaCapMarFouGui_basic_example_of_working_with_market_data
co-ApaCapMarFouGui_market_data_subscribers
co-ApaCapMarFouGui_understanding_subscribers
co-ApaCapMarFouGui_subscribing_to_market_data
co-ApaCapMarFouGui_subscription_examples
co-ApaCapMarFouGui_sample_code_for_using_factory_to_subscribe
co-ApaCapMarFouGui_sample_code_for_using_subscriber_object_to_subscribe
co-ApaCapMarFouGui_sample_code_for_using_multiple_contexts_to_receive_market_data
co-ApaCapMarFouGui_sample_code_for_subscribing_to_multiple_symbols
co-ApaCapMarFouGui_sample_code_using_same_session_to_subscribe_to_multiple_data_types
co-ApaCapMarFouGui_subscribing_to_news
co-ApaCapMarFouGui_setting_subscription_callbacks
co-ApaCapMarFouGui_specifying_update_callbacks_when_you_subscribe
co-ApaCapMarFouGui_adding_callbacks_to_subscriber_objects
co-ApaCapMarFouGui_sample_code_for_specifying_callback_when_using_factory_to_subscribe
co-ApaCapMarFouGui_sample_code_for_specifying_callback_when_using_handler_to_subscribe
co-ApaCapMarFouGui_sample_code_for_adding_update_callbacks_to_subscriptions
co-ApaCapMarFouGui_sample_code_for_adding_update_callback_between_subscriptions
co-ApaCapMarFouGui_sample_code_for_setting_subscription_callback
co-ApaCapMarFouGui_sample_code_for_subscription_update_callback_invoked_in_a_connection_callback
co-ApaCapMarFouGui_setting_subscription_parameters
co-ApaCapMarFouGui_accessing_extra_parameters
co-ApaCapMarFouGui_overriding_default_error_handling_for_subscriptions
co-ApaCapMarFouGui_unsubscribing_from_market_data
co-ApaCapMarFouGui_synthetic_datasources
co-ApaCapMarFouGui_market_data_aggregator
co-ApaCapMarFouGui_forward_to_spot_convertor
co-ApaCapMarFouGui_forward_to_spot_convertor_parameters
co-ApaCapMarFouGui_calculations
co-ApaCapMarFouGui_creating_a_market_data_manager
co-ApaCapMarFouGui_set_up_data_listeners
co-ApaCapMarFouGui_defining_the_connection_parameters_2
co-ApaCapMarFouGui_connecting_to_a_datastream
co-ApaCapMarFouGui_disconnecting_from_a_datastream
co-ApaCapMarFouGui_price_spreader_skewer
co-ApaCapMarFouGui_spread_skew_configuration
co-ApaCapMarFouGui_calculating_spread_and_skew_prices
co-ApaCapMarFouGui_price_spreader_example
co-ApaCapMarFouGui_defining_the_connection_parameters
co-ApaCapMarFouGui_connecting_to_a_spreader
co-ApaCapMarFouGui_disconnecting_from_a_spreader
co-ApaCapMarFouGui_foreign_exchange_cross_rate_service
co-ApaCapMarFouGui_cross_rate_service_configuration
co-ApaCapMarFouGui_cross_rate_calculations
co-ApaCapMarFouGui_creating_an_instance_of_the_cross_rate_service
co-ApaCapMarFouGui_connecting_to_the_cross_rate_service
co-ApaCapMarFouGui_using_mda_with_legacy_market_data_components
co-ApaCapMarFouGui_creating_a_market_data_bridge
co-ApaCapMarFouGui_session_configuration
co-ApaCapMarFouGui_market_data_bridge_extension_interface
co-ApaCapMarFouGui_the_legacy_application_bridge
co-ApaCapMarFouGui_using_low_level_mda_interfaces
co-ApaCapMarFouGui_introduction_to_use_of_low_level_mda_interfaces
co-ApaCapMarFouGui_self_describing_datasources
co-ApaCapMarFouGui_processing_data_close_to_the_source
ta-ApaCapMarFouGui_starting_a_session
ta-ApaCapMarFouGui_creating_a_market_data_manager
ta-ApaCapMarFouGui_connecting_to_a_datastream
co-ApaCapMarFouGui_connecting_to_a_quotebook_datastream
ta-ApaCapMarFouGui_specifying_control_parameters
co-ApaCapMarFouGui_standard_control_parameters
ta-ApaCapMarFouGui_accessing_datastream_information
co-ApaCapMarFouGui_accessing_quotebook_datastream_information
ta-ApaCapMarFouGui_disconnecting_from_a_datastream
ta-ApaCapMarFouGui_stopping_a_session
co-ApaCapMarFouGui_precautions_when_spawning_to_contexts
co-ApaCapMarFouGui_order_management
co-ApaCapMarFouGui_order_state_containers
co-ApaCapMarFouGui_exchange_simulation_platform
co-ApaCapMarFouGui_rfw_first
co-ApaCapMarFouGui_rfw_understanding_rfw_process_flow
co-ApaCapMarFouGui_rfw_components
co-ApaCapMarFouGui_rfw_slices
co-ApaCapMarFouGui_rfw_overview_of_using
co-ApaCapMarFouGui_rfw_basic_example_of_using_rfw
co-ApaCapMarFouGui_rfw_creating_risk_firewalls
co-ApaCapMarFouGui_rfw_sample_code_creating_rfw
co-ApaCapMarFouGui_rfw_sample_code_creating_callback
co-ApaCapMarFouGui_rfw_deleting
co-ApaCapMarFouGui_rfw_connecting_to_risk_firewalls
co-ApaCapMarFouGui_rfw_connecting_to_rfw
co-ApaCapMarFouGui_rfw_connecting_rfw_callback
co-ApaCapMarFouGui_rfw_disconnecting
co-ApaCapMarFouGui_rfw_using_factories
Co-ApaCapMarFouGui_rfw_setting_rfw_factory_params
Co-ApaCapMarFouGui_rfw_overriding_def_error_handling_rfw_factories
co-ApaCapMarFouGui_rfw_configuring_firewall_instances
co-ApaCapMarFouGui_rfw_setting_query_response_callbacks
co-ApaCapMarFouGui_rfw_setting_lock_callbacks
co-ApaCapMarFouGui_rfw_config_rejection_mode
co-ApaCapMarFouGui_rfw_setting_params
co-ApaCapMarFouGui_rfw_default_config_param_settings
co-ApaCapMarFouGui_rfw_descriptions_config_params
co-ApaCapMarFouGui_rfw_overriding_default_error_handling
co-ApaCapMarFouGui_rfw_data_views
co-ApaCapMarFouGui_rfw_setting_up_rules
Co-ApaCapMarFouGui_rfw_registering_rule_classes
co-ApaCapMarFouGui_rfw_descriptions_default_rule_classes
co-ApaCapMarFouGui_rfw_client_credit_limit.rfwrule
co-ApaCapMarFouGui_rfw_order_operation_ration_rfwrule
co-ApaCapMarFouGui_rfw_order_price_limit_rfw_rule
co-ApaCapMarFouGui_rfw_order_quantity_limit_rfw_rule
co-ApaCapMarFouGui_rfw_order_throttle_limit_rfw_rule
co-ApaCapMarFouGui_rfw_order_trader_ration_limit_rfwrule
co-ApaCapMarFouGui_rfw_order_value_limit_rfw_rule
co-ApaCapMarFouGui_rfw_position_limit_rfw_rule
co-ApaCapMarFouGui_rfw_reservation_enforcer_rfwrule
co-ApaCapMarFouGui_rfw_adding_rule_instances
co-ApaCapMarFouGui_rfw_slice_examples
co-ApaCapMarFouGui_rfw_sample_code_registering_rule_class
co-ApaCapMarFouGui_rfw_registering_rule_class_specifying_callback
co-ApaCapMarFouGui_rfw_setting_rule_class_priority
co-ApaCapMarFouGui_rfw_obtaining_rule_information
co-ApaCapMarFouGui_rfw_modifying_rule_instances
co-ApaCapMarFouGui_rfw_removing_rule_instances
co-ApaCapMarFouGui_rfw_persisting_rule_classes
co-ApaCapMarFouGui_rfw_unlocking_locking
co-ApaCapMarFouGui_rfw_sending_orders_into_rfw
co-ApaCapMarFouGui_rfw_sample_code_order_sender
co-ApaCapMarFouGui_rfw_setting_order_update_callbacks
co-ApaCapMarFouGui_rfw_modifying_orders
co-ApaCapMarFouGui_rfw_cancelling_orders
co-ApaCapMarFouGui_rfw_order_handling_performance
Co-ApaCapMarFouGui_rfw_receiving_approved_orders
co-ApaCapMarFouGui_rfw_setting_accepted_order_callbacks
co-ApaCapMarFouGui_rfw_setting_accepted_amended_order_callbacks
co-ApaCapMarFouGui_rfw_setting_accepted_cancelled_order_callbacks
Co-ApaCapMarFouGui_rfw_handling_rejected_orders
co-ApaCapMarFouGui_rfw_processing_order_updates
Co-ApaCapMarFouGui_rfw_considerations_multiple_rfws
co-ApaCapMarFouGui_rfw_sample_code_multiple_monitors
Co-ApaCapMarFouGui_rfw_implementing_custom_rule_classes
co-ApaCapMarFouGui_rfw_custom_rule_intro
co-ApaCapMarFouGui_rfw_custom_rule_class_steps
co-ApaCapMarFouGui_rfw_sample_code_custom_rule_class
co-ApaCapMarFouGui_rfw_querying_rule_classes
Co-ApaCapMarFouGui_rfw_configuring_rfw_to_support_legacy_fw
co-ApaCapMarFouGui_smart_order_router
co-ApaCapMarFouGui_creating_a_strategy_instance
co-ApaCapMarFouGui_creating_orders_for_the_strategy
co-ApaCapMarFouGui_overriding_the_processing_of_child_orders
co-ApaCapMarFouGui_amending_or_cancelling_the_parent_order
co-ApaCapMarFouGui_stopping_the_strategy
co-ApaCapMarFouGui_order_bridging_services
co-ApaCapMarFouGui_trade_reporting_services
co-ApaCapMarFouGui_trade_gateway
co-ApaCapMarFouGui_trade_extractor_service
co-ApaCapMarFouGui_analytics
co-ApaCapMarFouGui_using_the_position_service_framework
co-ApaCapMarFouGui_position_service_framework_architecture
co-ApaCapMarFouGui_overview_of_using_the_position_service_framework
co-ApaCapMarFouGui_defining_slices_that_identify_positions_to_be_tracked
co-ApaCapMarFouGui_working_with_position_events
co-ApaCapMarFouGui_creating_and_using_position_service_interfaces
co-ApaCapMarFouGui_managing_subscriptions
co-ApaCapMarFouGui_obtaining_subscription_information
co-ApaCapMarFouGui_managing_position_trackers
co-ApaCapMarFouGui_updating_positions_being_tracked
co-ApaCapMarFouGui_managing_the_position_service_framework
co-ApaCapMarFouGui_using_default_position_trackers
co-ApaCapMarFouGui_configuring_default_tracker_subscriptions
co-ApaCapMarFouGui_creating_and_subscribing_to_the_open_position_tracker
co-ApaCapMarFouGui_creating_and_subscribing_to_the_pending_position_tracker
co-ApaCapMarFouGui_creating_and_subscribing_to_the_reserved_position_tracker
co-ApaCapMarFouGui_creating_and_subscribing_to_the_realized_PnL_tracker
co-ApaCapMarFouGui_implementing_independent_default_position_trackers
co-ApaCapMarFouGui_implementing_custom_position_trackers
co-ApaCapMarFouGui_steps_for_implementing_a_custom_position_tracker
co-ApaCapMarFouGui_actions_custom_trackers_must_implement
co-ApaCapMarFouGui_registering_custom_position_trackers
co-ApaCapMarFouGui_actions_custom_trackers_use_to_manage_positions
co-ApaCapMarFouGui_sample_code_for_implementing_a_custom_position_tracker
co-ApaCapMarFouGui_position_service_framework_and_persistence
co-ApaCapMarFouGui_cc_first
co-ApaCapMarFouGui_cc_overview
co-ApaCapMarFouGui_cc_create_extension
co-ApaCapMarFouGui_cc_create_ccyconverter
co-ApaCapMarFouGui_cc_connect_to_ccyconverter
co-ApaCapMarFouGui_cc_default_config_settings
co-ApaCapMarFouGui_cc_descriptions_ccyconverter_parameters
co-ApaCapMarFouGui_cc_about_cross_currencies
co-ApaCapMarFouGui_cc_configuring_cc_factory
co-ApaCapMarFouGui_cc_setting_ccfactory_parameters
co-ApaCapMarFouGui_cc_overriding_ccyconverter_error_handling
co-ApaCapMarFouGui_cc_configuring_ccyconverter_instances
co-ApaCapMarFouGui_cc_setting_ccinstance_parameters
co-ApaCapMarFouGui_cc_addinig_updatecbs_to_ccyconverters
co-ApaCapMarFouGui_cc_overriding_ccyconverter_instance_error_handling
co-ApaCapMarFouGui_cc_setting_up_ccyconverter_cache
co-ApaCapMarFouGui_cc_obtaining_values
co-ApaCapMarFouGui_analytic_bundle
co-ApaCapMarFouGui_statistical_aggregates
co-ApaCapMarFouGui_utilities
co-ApaCapMarFouGui_service_framework
co-ApaCapMarFouGui_serviceinterface_examples
co-ApaCapMarFouGui_configuration_service
co-ApaCapMarFouGui_configuration_service_initialization
co-ApaCapMarFouGui_creating_a_configuration_store
co-ApaCapMarFouGui_adding_rows_to_a_configuration_table
co-ApaCapMarFouGui_retrieving_rows_from_a_configuration_table
co-ApaCapMarFouGui_general_util_bundle
co-ApaCapMarFouGui_status_publisher
co-ApaCapMarFouGui_transaction_components
co-ApaCapMarFouGui_user_session_services
co-ApaCapMarFouGui_adapter_bridging_bundle
co-ApaCapMarFouGui_adapter_status_bridge_service
co-ApaCapMarFouGui_dataview_publisher
co-ApaCapMarFouGui_dataview_helper_events
co-ApaCapMarFouGui_samples
ta-ApaCapMarFouGui_installing_and_running_samples
co-ApaCapMarFouGui_adapter_support_bundle_samples
co-ApaCapMarFouGui_basic_market_data_sample
re-ApaCapMarFouGui_order_manager_sample
re-ApaCapMarFouGui_multileg_order_manager_sample
co-ApaCapMarFouGui_configuration_service_2
co-ApaCapMarFouGui_general_cmf_samples
co-ApaCapMarFouGui_advanced_market_data_sample
co-ApaCapMarFouGui_market_monitor
co-ApaCapMarFouGui_market_simulation
co-ApaCapMarFouGui_order_blotter
co-ApaCapMarFouGui_orderstate_container
co-ApaCapMarFouGui_simple_oms
co-ApaCapMarFouGui_sor_sample
co-ApaCapMarFouGui_trading_algorithms
co-ApaCapMarFouGui_legacy_finance_interfaces
co-ApaCapMarFouGui_understanding_event_protocols
co-ApaCapMarFouGui_the_actors_in_com_apama_oms
co-ApaCapMarFouGui_the_events_in_com_apama_oms
co-ApaCapMarFouGui_temporal_rules
co-ApaCapMarFouGui_authority_rules_2
co-ApaCapMarFouGui_cardinality_rules_2
co-ApaCapMarFouGui_value_constraint_rules
co-ApaCapMarFouGui_connection_failure_handling_in_order_receivers
co-ApaCapMarFouGui_test_cases_for_order_receivers
co-ApaCapMarFouGui_market_data_package_overview
co-ApaCapMarFouGui_market_data_actors
co-ApaCapMarFouGui_market_data_events
co-ApaCapMarFouGui_market_data_publisher_error_handling
co-ApaCapMarFouGui_adapter_status
co-ApaCapMarFouGui_authority_rules
co-ApaCapMarFouGui_cardinality_rules
co-ApaCapMarFouGui_temporal_rules_2
co-ApaCapMarFouGui_value_constraint_rules_2
co-ApaCapMarFouGui_test_cases_for_market_data_publishers
co-ApaCapMarFouGui_finance_smart_blocks_for_developing_scenarios
co-ApaCapMarFouGui_overview_of_cmf_smart_blocks
co-ApaCapMarFouGui_anatomy_of_a_service
co-ApaCapMarFouGui_cmf_legacy_finance_support_smart_blocks
re-ApaCapMarFouGui_basket_calculator_v2_0
re-ApaCapMarFouGui_market_data_management_market_depth_v3_0_and_order_flow_v3_0
re-ApaCapMarFouGui_multi_leg_order_manager_v2_0
re-ApaCapMarFouGui_order_manager_v5_0
re-ApaCapMarFouGui_p_l_calculator_v4_0
re-ApaCapMarFouGui_volume_distributor_v2_0
co-ApaCapMarFouGui_cmf_financial_analytic_smart_blocks
re-ApaCapMarFouGui_ewma_calculator_v2_0
re-ApaCapMarFouGui_macd_calculator_v2_0
re-ApaCapMarFouGui_obv_calculator_v2_0
re-ApaCapMarFouGui_position_calculator_v3_0
re-ApaCapMarFouGui_rsi_calculator_v2_0
re-ApaCapMarFouGui_vwap_calculator_v3_0
co-ApaCapMarFouGui_legacy_market_data_management
co-ApaCapMarFouGui_market_data_gateway_service
co-ApaCapMarFouGui_market_data_bridging_service
co-ApaCapMarFouGui_market_data_publisher_components
co-ApaCapMarFouGui_depth_and_tick_data_views
to-help_algorithmic_trading_accelerator
co-ApaCapMarAlgTraAccGui_overview_of_the_algorithmic_trading_accelerator
co-ApaCapMarAlgTraAccGui_running_the_ata_samples
ta-ApaCapMarAlgTraAccGui_starting_and_stopping_the_ata_demo
ta-ApaCapMarAlgTraAccGui_starting_and_stopping_on_windows
ta-ApaCapMarAlgTraAccGui_starting_and_stopping_on_unix_or_linux
to-ApaCapMarAlgTraAccGui_subscribing_to_symbol_sets
co-ApaCapMarAlgTraAccGui_using_the_order_management_system
co-ApaCapMarAlgTraAccGui_blotter_window_fields
to-ApaCapMarAlgTraAccGui_background_effects
to-ApaCapMarAlgTraAccGui_order_details
co-ApaCapMarAlgTraAccGui_using_algorithmic_trading_strategies
to-ApaCapMarAlgTraAccGui_algos_home_page
to-ApaCapMarAlgTraAccGui_crossover
to-ApaCapMarAlgTraAccGui_iceberg
to-ApaCapMarAlgTraAccGui_momentum_trading
to-ApaCapMarAlgTraAccGui_order_slicing
to-ApaCapMarAlgTraAccGui_percentage_of_volume__pov_
co-ApaCapMarAlgTraAccGui_using_the_pov_strategy
to-ApaCapMarAlgTraAccGui_statistical_arbitrage
to-ApaCapMarAlgTraAccGui_time_weighted_average_price__twap_
co-ApaCapMarAlgTraAccGui_using_the_twap_strategy
to-ApaCapMarAlgTraAccGui_volume_weighted_average_price__vwap_
co-ApaCapMarAlgTraAccGui_using_the_vwap_strategy
co-ApaCapMarAlgTraAccGui_using_risk_firewalls
to-ApaCapMarAlgTraAccGui_overview_of_active_risk_firewalls
to-ApaCapMarAlgTraAccGui_viewing_firewall_rule_details
to-ApaCapMarAlgTraAccGui_firewall_ruleset__order_price_limits
to-ApaCapMarAlgTraAccGui_firewall_ruleset__order_quantity_limits
to-ApaCapMarAlgTraAccGui_firewall_ruleset__position_limits
to-ApaCapMarAlgTraAccGui_firewall_ruleset__order_throttle_limits
to-ApaCapMarAlgTraAccGui_firewall_ruleset__client_credit_limits
co-ApaCapMarAlgTraAccGui_using_market_test_scenarios
to-ApaCapMarAlgTraAccGui_testing_with_the_order_manager_scenarios
to-ApaCapMarAlgTraAccGui_testing_with_the_market_data_scenarios
co-ApaCapMarAlgTraAccGui_developing_and_deploying_custom_ata_applications
co-ApaCapMarAlgTraAccGui_architecture_overview
co-ApaCapMarAlgTraAccGui_components_of_the_algorithmic_trading_solution
co-ApaCapMarAlgTraAccGui_directory_structure
ta-ApaCapMarAlgTraAccGui_importing_the_ata_project_into_apama_studio
ta-ApaCapMarAlgTraAccGui_quick_steps_to_a_new_algorithm
ta-ApaCapMarAlgTraAccGui_deploying_ata_as_a_web_service
ta-ApaCapMarAlgTraAccGui_adding_adapters
co-ApaCapMarAlgTraAccGui_adding_symbol_sets
to-ApaCapMarAlgTraAccGui_getting_symbol_attributes
to-ApaCapMarAlgTraAccGui_adding_temporary_symbol_sets
to-ApaCapMarAlgTraAccGui_adding_symbol_sets_on_the_server
co-ApaCapMarAlgTraAccGui_troubleshooting
co-ApaCmfDoc_apamadoc_documentation
co-ApaCmfDoc_apama_doxygen_api_reference
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