Capital Markets Adapters 10.3.1 | Apama Capital Markets Adapters Documentation 10.3.1 | EBS Spot Ai FIX Adapter | Sample Messages and events | FIX based Messages | Market Data Snapshot – Spread View
 
Market Data Snapshot – Spread View
The Spread view provides the view of the market at a price offset from the Dealable Best.
FIX message
35=W^262=123^1021=1101^55=EUR/USD^461=RCSXXX^63=0^268=5^269= 0^271=2^270=1.37732^269=0^271=6^270=1.37727^269=0^271= 8^270=1.37722^269=0^271=3^270=1.37717^269=0^271=3^270= 1.37712^
Tag name
Tag number
Value
Description
Header
35
W
Snapshot Full Refresh
MDReqID
262
123
My Request ID
MDBookType
1021
2
PriceDepth
Symbol
55
EUR/USD
Currency Pair
CFICode
461
RCSXXX
FX Spot
SettlType
63
0
Regular Spot Settlement
NoMDEntries
268
5
Number of repeating entries
MDEntryType
269
0
A Buy Side Snapshot
MDEntrySize
271
2
Quantity
MDEntryPx
270
1.37732
Price
MDEntryType
269
0
A Buy Side Snapshot
MDEntrySize
271
6
Quantity
MDEntryPx
270
1.37727
Price
MDEntryType
269
0
A Buy Side Snapshot
MDEntrySize
271
8
Quantity
MDEntryPx
270
1.37722
Price
MDEntryType
269
0
A Buy Side Snapshot
MDEntrySize
271
3
Quantity
MDEntryPx
270
1.37717
Price
MDEntryType
269
0
A Buy Side Snapshot
MDEntrySize
271
3
Quantity
MDEntryPx
270
1.37712
Price
Trailer
Spread view Constructed from FIX message
Price Depth View - BID
Price
Size
1.37732
2
1.37727
6
1.37722
8
1.37717
3
1.37712
3
com.apama.marketdata.Depth(“EUR/USD “,
[1.37732, 1.37727, 1.37722, 1.37717],
[],[-1,-1,-1,-1,-1],[ 2,6,8,3,3],[],
{“ 461=RCSXXX^63=0,”Market”:”Transport”,”SERVICE_NAME”:”EBS-SPREAD”})