Capital Markets Adapters 10.3.1 | Apama Capital Markets Adapters Documentation 10.3.1 | Reuters RFA Adapter | Event details | Data publishing events | Depth
 
Depth

com.apama.rfa.MARKET_BY_PRICE_RESP (string TRANSPORT,string
RespType, integer RespTypeNum,string IndicationMask,string serviceId, string
symbol,string symbolType, sequence<com.apama.rfa.MKT_BY_PRICE_Entry>
MktDepthEntries, dictionary<string,string> __payload)
Following are the Parameter descriptions and default values
Name
Descriptions
RespType
Response type can be REFRESH_RESP,STATUS_RESP,UPDATE_RESP
RespTypeNum
Response type number can be 0 (SOLICITED),1(UNSOLICITED)
IndicationMask
Indication mask can be ATTRIB_INFO_IN_UPDATES, CONFLATION_INFO_IN_UPDATES,CLEAR_CACHE,DO_NOT_CACHE, DO_NOT_CONFLATE,DO_NOT_RIPPLE,REFRESH_COMPLETE
symbolType
symbolType :0 (UNSPECIFIED),1 (RIC),127 (MAX_RESERVED),255(MAX)
Defaults to 1
payload
_payload can contain any information like PROD_PERM, CURRENCY, TRD_UNITS, MKT_ST_IND, PR_RNK_RUL, QUOTE_DATE
MktDepthEntries
com.apama.rfa.MKT_BY_PRICE_Entry(string MDUpdateAction, string MDEntryID,string MDEntryType, float MDEntryPRC, integer MDEntrySize,integer NoOrders, dictionary <string, string> __payload)
*MDUpdateAction : Action.UPDATE,Action.ADD,Action.DELETE
*MDEntryID : unique key
*MDEntryType : Order Side is of enum type. It accepts values
*defined for it enum.def (1(BID), 2(ASK))
*MDEntryPRC : Order Price
*MDEntrySize : Order Size
*NoOrders : Number of Orders
*payload : Contains any information like QUOTIM_MS