Apama 10.2 | Apama Capital Markets Foundation 10.2 Documentation | Capital Markets Foundation | Samples | General CMF samples | Advanced market data sample
 
Advanced market data sample
The Advanced market data sample demonstrates the use of the Aggregator and Synthetic CrossRate services as well as basic MDA functionality. Most of the functionality is duplicated from the Basic market data sample. The Synthetic Sessions button displays a page that can be used to create either an Aggregator Session or a CrossRate Session from the existing selection of Sessions.
Note: To operate correctly, the Aggregator must be created with three different simulated sessions from the set of sessions in the drop down lists.
Once the Aggregator has been created, you can connect to the Aggregator Session from either the BBA or the Aggregated Book tabs. The Aggregated Book tab can be used with the Aggregator or Synthetic CrossRate sessions. Similarly, the Synthetic Cross Rate tab can be used to create a Synthetic Cross Rate Session from one of the underlying Sessions (although in practice, you can use the actual Synthetic Cross Rate service to connect to two seperate underlying Sessions).
For Synthetic CrossRate sessions, different zymbol names should be provided for front and back legs that share a common currency. For example, the default values are GBP/USD and USD/JPY which share USD as a common currency to create the synthetic currency GBP/JPY. The two tables below show the Best Bid/Ask (BBA) for the two underlying legs, and the resulting cross rate BBA that was calculated.
By default, the SimulatorSessions.evt file defines the following symbols. You can modify or extend the symbol set by altering the SimulatorSessions.evt file. Only symbols defined in this event file can be used in the samples, otherwise no data will be generated.
*EUR/USD
*GBP/USD
*EUR/GBP
*USD/JPY
*APMA
*AAPL
*GOOG
*MSFT

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