Capital Markets Adapters 10.3.1 | Apama Capital Markets Adapters Documentation 10.3.1 | Apama Base FIX Adapter | FIX service monitors | Client session | FIX_OrderManager | Configuration parameters
 
Configuration parameters
Name
Type
Description
FixChannel
String
Default: "FIX"
The channel to emit upstream events to. See Session configuration.
OrderManager.
RequireSessionStatusOpen
Boolean
Default: False
Whether a FIX session status open message must have been received for the session to be active.
OrderManager.
OrderIDServiceName
String
Default: "FIX"
The service to request order ids from
bustTime
String
Default: "" (0 days)
Either a decimal number days (relative) or a cron format (absolute) time to continue listening for busted trade execution reports after an order has become final.
OrderManager.
SecDefRequestTags
String
Default: ""
Whitespace delimited set of tag numbers to request from the data manager (see FIX_DataManager for more details)
OrderManager.
CopyExecTypeToOrdStatus
Boolean
Default: False
Whether to simply assign the value of ExecType to OrdStatus thereby ensuring they are always identical.
OrderManager.
useMillisecond
TransactTimes
Boolean
Default: False
Whether to use millisecond accuracy on order transact times.
OrderManager.
IgnoreStatusOnOrder
CancelReject
Boolean
Default: False
Specifies that the status of an order will be unchanged by a OrderCancelReject message. The succeeding Amends/Cancels after the rejected message will have their origClorderId set to clorderId of the last successful order.
OrderManager.
KillOrdersOnSessionDown
Boolean
Default: True
Cancels all order listeners when the session goes down.
OrderManager.
RecordLatency
Boolean
Default: False
Enables logging of order latency. If this parameter is set to true, the Order Manager will 1) Add a microsecond-accurate timestamp to all outgoing order submissions, amendments and cancellations, and 2) Calculate and log the end-to-end latency of all incoming order executions, assuming that timestamp recording has also been enabled in the transport configuration.
OrderManager.
LogLatency
Boolean
Default: False
Print Order management latency, also enables OrderManager.RecordLatency
OrderManager.
CancelRejectUsesOrigId
Boolean
Default: False
Handles Order Cancel Reject with swapped ClOrdID(11) and OrigClOrdID(41) fields.
OrderManager.
amendUsesNonRejected
ClOrderID
Boolean
Default: False
Specifies that order amend/cancel uses last ClOrderID if it is not rejected.
OrderManager.
UseCurrencyFromSymbol
String
Populates the currency (Tag 15) from supplied symbol. Allowed values are BASE and TERM. For more information, see UseCurrencyFromSymbol note.
OrderManager.
UseAltSecurityId
Integer
Allows users to put alternative security IDs in the “symbol” field of a market data request and have this mapped to the correct tag on the FIX message (and vice-versa for downstream messages). The value of this should be the number of the FIX tag that the alternative security ID will go in. For more information about this parameter, see UseAltSecurityId note.
FIX.TagsToSupress
Sequence
Default: "35 52 34 8"
Provide a list of tags that needs to be removed from the payload of events emitted from the correlator in the upstream direction.
OrderManager.
GenerateNewStyle
OrderIds
Boolean
Default: False
Generates the id with the complete current (full length) time for uniqueness.
OrderManager.
HandleSuspended
ExecType
Boolean
Default: False
Required to handle Suspended order ExecType
OrderManager.
CustomOrdTypes
String
Default: ""
Supports custom Order Types
OrderManager.
updateKeyParams
OnStateChange
Boolean
Default: False
Price/Qty fields of order update will update only on an amend order is accepted
OrderManager.
SendExecutionAck
Boolean
Default: False
Sends back acknowledgment to Execution Report
OrderManager.
CopyClOrdIDTo
OrderUpdate
Boolean
Default: False
Forwards ClOrderID sent to the exchange in Order Update
OrderManager.
waitForMarketOrderId
boolean
By enabling this parameter, adapter will not process Cancel/Amend order request until NewOrder acknowledged by Exchange.
OrderManager.
SuppressZeroPriceAndQuantity
boolean
Default: False
Set this to "true", for exchanges which doesn't send price/quantity for order updates.
OrderManager.
MassCancelUsesMarketId
boolean
Set this to "true", to handle MassOrderCancel based on MarketId.
OrderManager.
SetOrderChangeRejected
boolean
Default: False
By enabling this parameter ,the OrderUpdate.orderChangeRejected flag is set to true when order is rejected.
OrderManager.
UseTransactTimeOfOrder
boolean
Use TransactTime forwarded from order.
UseCurrencyFromSymbol note
Use the configuration parameter "OrderManager.UseCurrencyFromSymbol" (For Orders) and “SubscriptionManager.UseCurrencyFromSymbol” (For MarketData Subscriptions) to specify currency pair symbols, for example:
Symbol => USD/GBP or USDGBP (Symbol expected XXX/YYY or XXXYYY)
BASE currency => USD
TERM currency => GBP
Scenario 1:
In the default behavior (not setting the configuration parameter) you need to give the tag 15 in order requests, without which the order will not be accepted.
Scenario 2:
If you set the configuration parameter and do not specify a value for tag 15 in order requests, the tag will be populated from the symbol as per the configuration.
Scenario 3:
If you set the configuration and specify a value for tag 15 in order requests, the supplied tag value will be used.
UseAltSecurityId note
You can set the SubscriptionManager.UseAltSecurityId and OrderManager.UseAltSecurityId configuration parameters to alternate FIX tags; for example:
SubscriptionManager.UseAltSecurityId":"10455"
In this case a market data request can be sent as:
com.apama.marketdata.SubscribeDepth("FIXService", "Transport",
    "AlternateName",{"55":"SYMBOL"})
A NewOrder can be sent as:
com.apama.oms.NewOrder("1040","AlternateName",5.031,"SELL",
    "LIMIT",10,"FIXService","","","Transport","","",{"55":"SYMBOL"})
After these are processed by the respective monitors, the SYMBOL and AlternateName get exchanged and AlternateName will be assigned to tag 10455.