By enabling MultiContextSupport session parameter, MarketData Server processes all MarketData requests in multi context mode. By using multi contexts, the performance improvements can be seen in terms of throughput and decreased latency because the wait time will be reduced.

Context mapped to symbol can be done at startup or dynamically. At Startup, only user(BA) can map symbol to context by com.apama.mds.MDServerContextRequest event. If the symbol is already mapped to one context, then MarketData Server will reject that request and acknowledge to user with error message by com.apama.mds.MDServerContextResponse event.

If Symbol is not mapped to any context while handling subscriptions, then MarketData Server sends a request to user(BA) for create a new Context by com.apama.mds.CreateContextRequest event and expect response by com.apama.mds.CreateContextResponse event. If the user doesn't respond to request, then the subscription will handle in the main context only.