EBS FIX 4.4 order management
As EBS FIX 4.4 adapter uses OMS interface for an order management, ServiceName should be "FIX".
Sending orders using OMS interface NewOrder(NewOrderSingle)
Supply following parameter values:
MarketSegmentID (Tag 1300) : EBS Market Segment of the instrument
Curency (Tag 15) :- Supply the currency used for price.
Account (Tag 1) :- Trader's floor code.
SecurityType (Tag 167) .
Sample new order:
com.apama.oms.NewOrder("6","EUR/USD",1.12905,"BUY","LIMIT",9000000,"FIX","",
"","EBSGW_TRADE_DATA","","",{"15":"EUR","1":"GWC7","1300":"DF","167":"FXSPOT"})
To place order for specific LP, you need to provide LP details in "Header:128". For example:
com.apama.oms.NewOrder("10","EUR/USD",1.12678,"BUY","LIMIT",5000000,
"FIX","","","EBSGW_TRADE_DATA","","",{"15":"EUR","1":"GWC7",
"1300":"D","167":"FXSPOT","63":"0","Header:128":"5AOB,6AOB","59":"0"})
To place GTD/GTA orders , you need to pass related tags in extraParams. For Example:
com.apama.oms.NewOrder("9","EUR/USD",1.12678,"BUY","LIMIT",9000000,
"FIX","","","EBSGW_TRADE_DATA","","",{"15":"EUR","1":"GWC7","1300":"D",
"167":"FXSPOT","63":"0","59":"6","126":"20142121-00:05:00.000"})
Note:
Make sure that no extraParams are provided in cancel order.
Sample cancel order:
com.apama.oms.CancelOrder("6","FIX",{})