Market data subscription
After getting a UserLogin Success response, you can send MarketData subscriptions:
Tick subscription
Tick subscription support is enabled on "EBS-FIX" or value of "EBSFIX.SERVICEID" as specified in session configuration.
com.apama.marketdata.SubscribeTick("EBS-FIX","Connection
Name","EUR/USD",{"461":"RCSXXX","63":"0"})
com.apama.marketdata.UnsubscribeTick("EBS-FIX","Connection
Name","EUR/USD",{"461":"RCSXXX","63":"0"})
Depth subscription
PRICE VIEW subscription/unsubscription: Price Depth View support is enabled on "EBS-FIX" or value of "EBSFIX.SERVICEID" as specified in session configuration.
com.apama.marketdata.SubscribeDepth("EBS-FIX","Connection
Name","EUR/USD",{"461":"RCSXXX","63":"0"})
com.apama.marketdata.UnsubscribeDepth("EBS-FIX","Connection
Name","EUR/USD",{"461":"RCSXXX","63":"0"}) The resultant depth due
to this subscription will have SERVICE_NAME of EBS-FIX
SPREAD VIEW subscription/unsubscription:
com.apama.marketdata.SubscribeDepth("EBS-SPREAD","Connection
Name","EUR/USD",{"461":"RCSXXX","63":"0"})
com.apama.marketdata.UnsubscribeDepth("EBS-SPREAD","Connection
Name","EUR/USD",{"461":"RCSXXX","63":"0"})
The resultant depth due to this subscription will have SERVICE_NAME of EBS-SPREAD
AMOUNT VIEW subscription/unsubscription:
com.apama.marketdata.SubscribeDepth("EBS-AMOUNT","Connection
Name","EUR/USD",{"461":"RCSXXX","63":"0"})
com.apama.marketdata.UnsubscribeDepth("EBS-AMOUNT","Connection
Name","EUR/USD",{"461":"RCSXXX","63":"0"})
The resultant depth due to this subscription will have SERVICE_NAME of EBS-AMOUNT
FULL AMOUNT VIEW subscription/unsubscription:
com.apama.marketdata.SubscribeDepth("EBS-FULL-AMOUNT","Connection
Name","EUR/USD",{"461":"RCSXXX","63":"0"})
com.apama.marketdata.UnsubscribeDepth("EBS-FULL-AMOUNT","Connection
Name","EUR/USD",{"461":"RCSXXX","63":"0"})
The resultant depth due to this subscription will have SERVICE_NAME of EBS-FULL-AMOUNT
EBS Best Prices. EBS best prices enabled for all Views. These prices will be forwarded as EBSBestBid and EBSBestOffer in extraParams of depth event.
Sample depth event:
com.apama.marketdata.Depth("EUR/USD",[1.3891],[1.3892],[1.3891499999999999],
[4000000],[4000000],{"1021":"2","35":"W","461":"RCSXXX",
"52":"20140314-11:02:52.044","63":"0","EBSBestBid":"1.3891",
"EBSBestOffer":"1.3892","Market":"Connection","SERVICE_NAME":"EBS-FIX"})
Reference rate. Reference rate is enabled for all Views. These prices will be forwarded as
ReferenceRate in extraParams of depth event.
Sample depth event:
com.apama.marketdata.Depth("EUR/USD",[1.3891],[1.3892],[1.3891499999999999],
[4000000],[4000000],{"1021":"2","35":"W","461":"RCSXXX",
"52":"20140314-11:02:52.044","63":"0","EBSBestBid":"1.3891",
"EBSBestOffer":"1.3892","Market":"Connection","ReferenceRate":"1.3446",
"SERVICE_NAME":"EBS-FIX"})