•  Apama Capital Markets Adapters Documentation 10.3.1
  •  About this Documentation
    • Online Information and Support
    • Data Protection
  •  Release Notes
    • What's new in 10.3.1 release
    • What's new in 10.3 release
    • What's new in 10.2 release
    • What's new in 10.1 release
    • What's new in 10.0 release
    • What's new in 9.12 release
    • What's new in 9.10 release
    • What's new in 9.9 release
    • What's new in 5.3 release
  •  Apama Base FIX Adapter
    •  Introduction
      • FIX
      • QuickFIX
      • Apama FIX adapter
      • Supported FIX Features
      • Preparation Checklist
    • Prerequisites
    •  FIX service monitors
      •  Client session
        • Session configuration
        • FIX_SessionManager
        •  FIX_SubscriptionManager
          • Subscribing/unsubscribing
          • Configuration parameters
        •  FIX_OrderManager
          • Placing an order
          • Amending or cancelling an order
          • Trade bust
          • Configuration parameters
          • MultiContext in Order Manager
          • Event Interfaces APIs
          • Floating point quantities
        •  FIX_DataManager
          •  Symbol Normalization
            • Session configuration parameters for symbol normalization
            • Symbol formation
            • Requesting the security definition for multi-leg securities
        • FIX_StatusManager
        • FIX_EventViewer
      •  Server session
        •  Order server
          • Configuration properties
          • FIX_OrderServer
          • Configuration properties
          •  ScenarioOrderService
            • Input and output mappings
        •  Market data server
          • Configuration properties
          • Supported features
          • Creating contexts at startup and dynamically
        •  Quote server
          • Configuration parameters
          • Supported features
          • Creating contexts at startup and dynamically
      • Drop Copy Session
    •  IAF FIX adapter
      •  FIX MDA Transport
        • Transport properties
        • Transport properties configuration
        • Latency measurement
        • Client authentication
      •  FIX order management transport
        • Client transports
        •  Event mappings
          • Event routing
          • Repeating groups
        • Filter Codec
      • FIX legacy market data transport
      • Server transports
    •  Connectivity plug-in FIX adapter
      •  FIX order management
        • Session configuration
    •  Service monitor injection order
      • FIX MDA session
      • FIX order management session
      • FIX Legacy Market data session
      • Connectivity plug-in FIX MDA session
      • Connectivity plug-in order management session
    • SSL enabled FIX sessions
    •  Troubleshooting
      • FIX log files
      • Diagnosing connectivity/session problems
      • Diagnosing application problems
      • Creating a support case
  •  Bank of America FXtransact FIX Adapter
    • Prerequisites
    • IAF configuration
    • Service monitor extensions
    • Service monitor injection order
    • Session configuration
    • Quote subscription or unsubscription
    •  BOA InstinctFX Trading Platform
      • IAF configuration
      • Service monitor injection order
      • Session configuration
      • MDA adapter configuration and subscription
      • Fx RestingOrders
  •  Barclays FX FIX Adapter
    • Prerequisites
    • IAF configuration
    • Service monitor injection order
    • Session configuration
    •  MDA adapter configuration
      • Service monitor injection order
    • Quote subscription and unsubscription
    • Example quote subscriptions and unsubscriptions
  •  Bloomberg B-PIPE Adapter
    • Prerequisites
    • Transport configuration
    • Service monitor injection order
    • Symbol normalization
    • Market data service
    • Market depth service
    • Market depth data service
    • Configurability
    • Reference data service
    •  Custom service
      • Sample
  •  Bloomberg FXGO FIX Server Adapter
    • Prerequisites
    • IAF configuration
    • Service monitor injection order
    • Working with Bloomberg
    • Working of the Quote Provider
    • Quote Management
  •  BM+F Bovespa UMDF Adapter
    • Prerequisites
    • Service monitor injection order
    •  Transport properties configuration
      • Transport name
      • Correlator configuration
      • Message template file configuration
      • Channel definitions file configuration
      • FIX session properties
      • Additional transport properties
    • Configuration for UMDF PUMA 2.0
    • Service monitor and session configuration
    • subscriptions management
    • Instrument static data management
    • Status reporting events
    • Unified news channel
    • Support for UMDF 2.0
    • Latency measurement
  •  BM+F FIX Adapter
    • Prerequisites
    • IAF configuration
    • Service monitor extensions
    • Service monitor injection order
    • Session configuration for BMF Support monitors
    • Session configuration
    • Sample SymbolSet event
    • Marketdata subscription or unsubscriptions
    • Placing order
    • Sample events
    • New EntryPoint system
  •  BNPP FX FIX Adapter
    • Prerequisites
    • IAF configuration
    • Service monitor extensions
    • Service monitor injection order
    • Service ID configuration
    • BNPP subscriptions and unsubscriptions (Quote)
    • BNPP order management
  •  Citigroup FIX Adapter
    •  Citigroup SpotESP FIX Adapter
      • Prerequisites
      •  Legacy Mode
        • IAF Legacy configuration
        • Service monitor extensions
        • Service monitor injection order
        • Service ID configuration
        • Session configuration
        • Session configuration parameters
        •  Citi subscriptions or unsubscriptions (quote)
          • Citi QuoteCancel
          • Notes
        • Multi tier price for a particular currency pair, using the Mass Quote message
      •  Citi order management
        • Sending orders using OMS interface NewOrder(NewOrderSingle)
        • Notes
      •  MDA Mode
        • IAF configuration
        • Service monitor injection order
        • Session configuration
        • Subscribing and unsubscribing
        • Processing QuoteResponse
    •  Citigroup Colo SpotESP FIX Adapter
      • Prerequisites
      •  IAF configuration
        • Parameters from Citi
      • Service monitor injection order
      • Session configuration
      • Order management
      • Marketdata management
      • Password management
  •  CME iLink FIX Adapter
    • Prerequisites
    • IAF configuration
    • Service monitor extensions
    • Service monitor injection order
    • Session configuration
    • SenderSubID (header tag 50) Configuration
    •  Audit logger configuration
      • Support Custom/Additional Headers
    •  Drop Copy session support
      • Service monitor extensions
      • Injection order for supporting Drop Copy session
      • IAF configuration
  •  CME Simple Binary Encoding Adapter
    • Prerequisites
    •  Configuring correlator
      • Service monitor extensions
      • Service monitor injection order
      • Setting runtime properties
    • Configuring IAF
    • Using SecurityDefinition query interface
    • Subscribing and unsubscribing to an event
    • Troubleshooting
  •  Credit Suisse SER FX FIX Adapter
    • Prerequisites
    • IAF configuration
    • Service monitor extensions
    • Service monitor injection order
    •  Service configuration
      • SessionConfig parameters
    • CS subscriptions and unsubscriptions (Quote)
    • CS order management
  •  Currenex FIX Adapter
    • Prerequisites
    • IAF adapter configuration
    • Session configuration
    • Service monitor extensions
    • Service monitor injection order
    • Password management
    • Marketdata subscriptions
    • Order management
    •  Currenex FIX MDA adapter
      • IAF configuration
      • Connectivity plug-in configuration
      • Service monitor injection order
      • Subscription management
  •  Deutsche Bank Autobahn FIX Adapter
    • Prerequisites
    • IAF configuration
    • Service monitor injection order
    • Platforms supported
  •  EBS Spot Ai FIX Adapter
    • Prerequisites
    • Connecting to EBS AI FIX
    • Service monitor extensions
    • Service monitor injection order
    • Session configuration
    • UserLogonRequest
    • UserLogoutRequest
    • Password Management
    • Querying Login Response Fields
    • EBS Spot Ai Depth of MV
    • Market data subscription
    • Order management support
    •  Connecting to EBS FIX 4.4 (EBS Direct)
      • IAF configuration
      • Service monitor injection order
      • Session configuration
      • Adapter configuration
      • Subscribing and Unsubscribing
      • EBS Book vs CMF MDA streams
      • EBS FIX 4.4 order management
    •  Sample Messages and events
      • EBS Ai Sample Market Views
      •  FIX based Messages
        • Market Data Snapshot – Price Depth view
        • Market Data Snapshot – Spread View
        • Market Data Snapshot – Amount View
      •  EBS FIX handling of different views
        • Session configuration
        • Tick subscription
        •  Depth subscription
          • Price Depth View
          • Spread view
          • Amount view
  •  FXall TCPI Server Adapter
    • Prerequisites
    • Transport properties configuration
    • Service monitor injection order
    •  Service monitor and session configuration
      • Setting up contexts
      • Work flow for context creation at startup
      • Work flow of content mapping dynamically
    • Transport events
    •  Working of the subscription provider
      • Format of SubscribeDepth
      • Format of UnSubscribeDepth
      • Format of MDServerDepth
    • Order management
    • Info Management
    •  Sample events
      • SubscribeDepth
      • UnSubscribeDepth
      • MDServerDepth
      • NewOrder
    •  Reject Codes for Deals and QuoteRequests
      • Reject Codes for Quotes
      • Reject Codes for Deals
    •  Status reporting events
      • Adapter object
  •  FXCMPro FIX Adapter
    • Prerequisites
    • IAF configuration
    • Service monitor injection order
    • Session configuration
    • Sample events
    • Password Management
  •  Goldman Sachs FX FIX Adapter
    • Prerequisites
    • IAF configuration
    • Service monitor extensions
    • Service monitor injection order
    • Service ID configuration
    • Session configuration
    • Session configuration parameters
    • GS Requirements or Recommendations
    • Quotes subscription extra parameters
    • Orders (Trade Requests) extra parameters
    • Goldman Sachs subscriptions and unsubscriptions (Quote)
    • Sending orders using OMS interface NewOrder(NewOrderSingle)
  •  HotSpot FX FIX Adapter
    • Prerequisites
    • IAF configuration
    • HotSpot trading session configuration
    • Service monitor injection order
    • MarketData subscriptions
    • Order management
  •  HSBC FX FIX Adapter
    • Prerequisites
    • IAF configuration
    • Service monitor injection order
    • Service ID configuration
    • Session configuration
    • Quote subscription or unsubscription
    • Order placing
  •  JPMC FX FIX Adapter
    • Prerequisites
    • IAF configuration
    • Service monitor extensions
    • Service monitor injection order
    • Service ID configuration
    • Session configuration
    • JPMC requirements/recommendations
    • Market Data subscription EXTRA PARAMS
    • JPMorgan order management
  •  kdb+ Adapter
    • Prerequisites
    • Features Supported
    • Configuration
    • Service monitors and injection order
    • Starting the Adapter
    • Update API call
  •  Lava FX FIX Adapter
    • Prerequisites
    • IAF configuration
    • Service monitor injection order
    • Session configuration
    • Sample events
  •  Morgan Stanley FX FIX Adapter
    • Prerequisites
    • IAF configuration
    • Service monitor injection order
    •  Quote stream
      • Session configuration
      • Sample events
    •  MSFX Ladder Pricing
      • Session configuration
      • Custom configuration events
      • Sample events
  •  Reuters RFA Adapter
    • Prerequisites
    • Transport configuration parameters
    • Manually loading Reuters configurations
    • Overriding Default FIDs For TICK/DEPTH generation
    • Retrieving Level 2 Data From MARKET PRICE model
    • Publish empty Depths/Ticks
    • Dictionary path
    • RIC translator
    • Service monitor injection order
    •  Event details
      •  Data publishing events
        • Directory
        • Tick
        • Depth
        • Market Marker
        • Market By Order
        • Symbol List
    •  Working with OMM consumer
      • Event order for news
    •  Working with OMM Non-Interactive provider
      • Constraints
      • Event order
    •  Working With OMM NEWS
      • Subscribing stories
      • Subscribing headlines
      • Event injection order
      • RMDS services
      • Enable DEBUG level logging in monitors
      • Notice
      • Present event
      • New event
    •  Working with Machine Readable News
      • Subscribing stories
      • Message fragmentation
      • Transport properties
      • Event injection order
      • Migrating from NFD to MRN
      • Integrating RFA with MDA
  •  Reuters MAPI Adapter
    • Prerequisites
    • Transport configuration parameters
    • Service monitor injection order
    • RFA MAPI event details
    • Market Data subscriptions
    • Query symbol list
    • Custom OMM models
    • Working with RFA MAPI
    •  Working with Fix-MAPI
      • IAF configuration
      • Session configuration
      • Throttle
    • Login management
    •  Order management
      • Sending orders using OMS interface NewOrder (NewOrderSingle)
      • Orders (Trade Requests) EXTRA PARAMS
      • More quantity orders
      • Price granularity change
      • Minimum Quote Life
      • Maximum order size
      • Trade capture report
      • Iceberg orders
      • Locked orders
      • MiFID II trading
    • Password management
    • Status reporting
    • RFA and MAPI-FIX
    • User notifications
  •  Trading Technologies Adapter
    •  Trading Technologies Gateway platform
      • Prerequisites
      • IAF configuration
      • Service monitor injection order
      • Session configuration
      • Symbol normalization configuration
      • Notes
      • Security definition request
      • Subscribe or unsubscribe depth
      • Entering, modifying, or cancelling orders
      • MultiLeg orders
      • Using alternative security ID method of identifying securities
      • Market Data
    •  Trading Technologies FIX platform
      • Prerequisites
      •  IAF configuration
        • Service monitor injection order
        • Subscription management
        • Order management
      •  Connectivity plug-in configuration
        • Service monitor injection order
        • Subscription management
        • Order management
  •  UBS Fx2B FIX Adapter
    • Prerequisites
    • IAF configuration
    • Service monitor extensions
    • Service monitor injection order
    • Service ID configuration
    • Secure Tunnel
    • Session configuration
    • UBS subscriptions and unsubscriptions
    • UBS order management
  • Copyright
• Copyright

Apama Capital Markets Adapters Documentation 10.3.1

Copyright