Capital Markets Adapters 10.3.1 | Apama Capital Markets Adapters Documentation 10.3.1 | FXall TCPI Server Adapter | Working of the subscription provider | Format of MDServerDepth
 
Format of MDServerDepth
MDServerDepth has a sequence of MDDepthEntry's, each giving leg information on askside or bidside. The ExtraParamameters of MDDepthEntry should contains the following keys:
Key
Value
Mandatory
Description
legside
1 or 2
yes
The leg number of the values.
Allin
float
no
AllinRate of quote of the corresponding leg.
FwdPts
float
no
Forward Points of the corresponding leg.
The extra parameter of the MDServerDepth should also contain "QuoteType" key with value SPOT/SWAP/FORWARD. (Refer to Sample events).