Capital Markets Adapters 10.3.1 | Apama Capital Markets Adapters Documentation 10.3.1 | Bank of America FXtransact FIX Adapter | Quote subscription or unsubscription
 
Quote subscription or unsubscription
Request For Quotes (Spots)
#Request for base currency: EUR/USD Buy EUR 101,000 Spot
com.apama.marketdata.SubscribeDepth("BOA-FIX", "BOA_MARKET_DATA", "EUR/USD",
{"Quote":"Y","303":"102","15":"EUR","38":"101000","64":"Spot","54":"1"})
com.apama.marketdata.UnsubscribeDepth("BOA-FIX", "BOA_MARKET_DATA", "EUR/USD",
{"Quote":"Y","303":"102","15":"EUR","38":"101000","64":"Spot","54":"1"})

#Request for 2-way Base currency: GBP/USD 2-way GBP 103,000 Spot
com.apama.marketdata.SubscribeDepth("BOA-FIX", "BOA_MARKET_DATA", "GBP/USD",
{"Quote":"Y","303":"102","15":"GBP","38":"103000","64":"Spot"})
com.apama.marketdata.UnsubscribeDepth("BOA-FIX", "BOA_MARKET_DATA", "GBP/USD",
{"Quote":"Y","303":"102","15":"GBP","38":"103000","64":"Spot"})

#Request for term currency: USD/CAD Sell CAD 105,000 Spot
com.apama.marketdata.SubscribeDepth("BOA-FIX", "BOA_MARKET_DATA", "USD/CAD",
{"Quote":"Y","303":"102","15":"CAD","38":"105000","64":"Spot","54":"2"})
com.apama.marketdata.UnsubscribeDepth("BOA-FIX", "BOA_MARKET_DATA", "USD/CAD",
{"Quote":"Y","303":"102","15":"CAD","38":"105000","64":"Spot","54":"2"})
Request For Quotes (Forwards)
#Request for base currency: EUR/USD Buy EUR 201,000 TOD
com.apama.marketdata.SubscribeDepth("BOA-FIX", "BOA_MARKET_DATA", "EUR/USD",
{"Quote":"Y","303":"102","15":"EUR","38":"201000","64":"Today","54":"1"})
com.apama.marketdata.UnsubscribeDepth("BOA-FIX", "BOA_MARKET_DATA", "EUR/USD",
{"Quote":"Y","303":"102","15":"EUR","38":"201000","64":"Today","54":"1"})

#Request for 2-way term currency: EUR/JPY 2-way JPY 204,000 1M
com.apama.marketdata.SubscribeDepth("BOA-FIX", "BOA_MARKET_DATA", "EUR/JPG",
{"Quote":"Y","303":"102","15":"JPG","38":"204000","64":"1M"})
com.apama.marketdata.UnsubscribeDepth("BOA-FIX", "BOA_MARKET_DATA", "EUR/JPG",
{"Quote":"Y","303":"102","15":"JPG","38":"204000","64":"1M"})

#Requests for term currency – Broken date (3m+3d): EUR/USD Buy USD 205,000 3M+3 days
com.apama.marketdata.SubscribeDepth("BOA-FIX", "BOA_MARKET_DATA", "EUR/USD",
{"Quote":"Y","303":"102","15":"USD","38":"205000","64":"20100430","54":"1"})
com.apama.marketdata.UnsubscribeDepth("BOA-FIX", "BOA_MARKET_DATA", "EUR/USD",
{"Quote":"Y","303":"102","15":"USD","38":"205000","64":"20100430","54":"1"})
Request For Stream (Spots)
#Requests one-way stream base currency: EUR/USD Buy EUR 401,000 Spot
com.apama.marketdata.SubscribeDepth("BOA-FIX", "BOA_MARKET_DATA", "EUR/USD",
{"Quote":"Y","303":"103","15":"EUR","38":"401000","64":"Spot","54":"1"})
com.apama.marketdata.UnsubscribeDepth("BOA-FIX", "BOA_MARKET_DATA", "EUR/USD",
{"Quote":"Y","303":"103","15":"EUR","38":"401000","64":"Spot","54":"1"})
Request For Stream (Forwards)
#Requests 2-way stream term currency: EUR/JPY 2-way JPY 504,000 1M
com.apama.marketdata.SubscribeDepth("BOA-FIX", "BOA_MARKET_DATA", "EUR/JPY",
{"Quote":"Y","303":"103","15":"JPY","38":"504000","64":"1M"})
com.apama.marketdata.UnsubscribeDepth("BOA-FIX", "BOA_MARKET_DATA", "EUR/JPY",
{"Quote":"Y","303":"103","15":"JPY","38":"504000","64":"1M"})
NewOrders
Previously-quoted orders:
*QuoteID (Tag 117) must be copied from the Quote (reported to the application as com.apama.marketdata.Depth) to NewOrder.
*HandlInst(tag 21) must be set to "1" in the extraparams of NewOrder.
*Orders can be placed in the base or term currency. The appropriate price must be chosen from Depth when placing an order.
For example,
com.apama.oms.NewOrder("BOA:1","EUR/USD",1.40065,"BUY","PREVIOUSLY QUOTED",
101000,"BOA-FIX","","","BOA_TRADING","","",
{"117":"te-1-4-21515252-22:sm-3:12981","15":"EUR","21":"1"})
Market orders:
*HandlInst(tag 21) must be set to "1" in the extraparams of NewOrder.
*Orders can be placed in the base or term currency. The Price will be set to 0 even if provided.
For example,
com.apama.oms.NewOrder("BOA:1","EUR/USD",0,"BUY","FOREX MARKET",6,
"BOA-FIX","","","BOA_TRADING","","", {"15":"EUR","21":"1","40":"C","6215":"Spot"})