Price Depth View
Price Depth View support is enabled on "EBS-FIX" or value of "EBSFIX.SERVICEID" as specified in session configuration.
Subscribe Depth:
com.apama.marketdata.SubscribeDepth(“EBS-FIX”, “Connection Name”, “EUR/USD”,
{“461”:”RCSXXX”, “63”:”0”})
Generated Depth:
com.apama.marketdata.Depth("EUR/USD",
[1.3283,1.3282,1.3281,1.328,1.3279,1.3278,1.3277,1.3276,1.3275,1.3274],
[1.3285,1.3286,1.3287,1.3288,1.3289,1.329,1.3291,1.3292,1.3293,1.3294],
[1.3284,1.3284,1.3284,1.3284,1.3284,1.3284,1.3284,1.32839998,1.328399998,1.328399998],
[2000000,4000000,10000000,8000000,9000000,6000000,7000000,3000000,9000000,1000000],
[2000000,4000000,10000000,8000000,9000000,6000000,7000000,3000000,9000000,1000000],
{"1021":"2","20203":"0","35":"X","461":"RCSXXX","52":"20110105-07:56:04.475",
"63":"0","ASK10_CFICode":"RCSXXX","ASK10_SettlmntTyp":"0","ASK1_CFICode":"RCSXXX",
"ASK1_SettlmntTyp":"0","ASK2_CFICode":"RCSXXX","ASK2_SettlmntTyp":"0",
"ASK3_CFICode":"RCSXXX","ASK3_SettlmntTyp":"0","ASK4_CFICode":"RCSXXX",
"ASK4_SettlmntTyp":"0","ASK5_CFICode":"RCSXXX","ASK5_SettlmntTyp":"0",
"ASK6_CFICode":"RCSXXX","ASK6_SettlmntTyp":"0","ASK7_CFICode":"RCSXXX",
"ASK7_SettlmntTyp":"0","ASK8_CFICode":"RCSXXX","ASK8_SettlmntTyp":"0",
"ASK9_CFICode":"RCSXXX","ASK9_SettlmntTyp":"0","BID10_CFICode":"RCSXXX",
"BID10_SettlmntTyp":"0","BID1_CFICode":"RCSXXX","BID1_SettlmntTyp":"0",
"BID2_CFICode":"RCSXXX","BID2_SettlmntTyp":"0","BID3_CFICode":"RCSXXX",
"BID3_SettlmntTyp":"0","BID4_CFICode":"RCSXXX","BID4_SettlmntTyp":"0",
"BID5_CFICode":"RCSXXX","BID5_SettlmntTyp":"0","BID6_CFICode":"RCSXXX",
"BID6_SettlmntTyp":"0","BID7_CFICode":"RCSXXX","BID7_SettlmntTyp":"0",
"BID8_CFICode":"RCSXXX","BID8_SettlmntTyp":"0","BID9_CFICode":"RCSXXX",
"BID9_SettlmntTyp":"0","Market":"Connection","SERVICE_NAME":"EBS-FIX"})
In case of no market:
com.apama.marketdata.Depth(“EUR/USD”, [], [], [], [], [], {“1021”:”2”, “461”:”RCSXXX”,
“63”:”0”, “Market”:” Connection Name”, “SERVICE_NAME”:”EBS-FIX”,
“_ERROR”:”Subscription Error: Session Connection has been logged-off”})
Un-subscribe Depth:
com.apama.marketdata.UnsubscribeDepth(“EBS-FIX”, “Connection Name”,
“EUR/USD”, {“461”:”RCSXXX”, “63”:”0”})