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Apama Capital Markets Foundation Documentation

Apama Capital Markets Foundation Documentation

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co-CmfRelNot_103_main

co-CmfRelNot_102_main

co-CmfRelNot_101_main

co-CmfRelNot_101_misc

co-CmfRelNot_101_removed

co-CmfRelNot_100_main

co-CmfRelNot_100_misc

co-CmfRelNot_100_deprecated

co-CmfRelNot_912_main

co-CmfRelNot_912_misc

co-CmfRelNot_910_main

co-CmfRelNot_910_misc

co-CmfRelNot_99_main

co-CmfRelNot_99_installation_changes

co-CmfRelNot_53_main

co-RelNot_53_extra_params

co-RelNot_matlab_doc_moved

co-CmfRelNot_53_migration

co-CmfRelNot_53_misc

co-ApaWhaNewInCapMarFou_what_s_new_in_capital_markets_foundation_5_2

co-ApaWhaNewInCapMarFou_new_ata_install_location

co-ApaCapMarFouWhaNew_extensions_file

co-ApaCapMarFouWhaNew_channel_use

co-ApaCapMarFouWhaNew_um_use

co-ApaCapMarFouWhaNew_performance

co-ApaCapMarFouWhaNew_dataview_events

co-ApaWhaNewInCapMarFou_mda_quote_datastream_removed

co-ApaWhaNewInCapMarFou_what_s_new_in_capital_markets_foundation_5_1_1

co-ApaWhaNewInCapMarFou_511_prereq

co-ApaWhaNewInCapMarFou_new_rfw_default_rules

co-ApaWhaNewInCapMarFou_new_rpl_position_tracker

co-ApaWhaNewInCapMarFou_new_samples.dita

co-ApaWhaNewInCapMarFou_new_ccyconverter

co-ApaWhaNewInCapMarFou_deprecated511

co-ApaWhaNewInCapMarFou_what_s_new_in_capital_markets_foundation_5_1

co-ApaWhaNewInCapMarFou_new_risk_firewall

co-ApaCapMarFouGui_new_utils

co-ApaWhaNewInCapMarFou_new_session_management_interfaces

co-ApaWhaNewInCapMarFou_new_market_data_subscribers

co-ApaWhaNewInCapMarFou_addition_of_news_subscribers

co-apaWhaNewInCapMarFou_deprecated_features

co-ApaWhaNewInCapMarFou_removed_51_features

to-help_capital_markets_foundation

co-ApaCapMarFouGui_introduction_to_cmf

co-ApaCapMarFouGui_introduction_to_cmf_components

co-ApaCapMarFouGui_using_cmf_components

co-ApaCapMarFouGui_session_management

co-ApaCapMarFouGui_understanding_sessions

co-ApaCapMarFouGui_connecting_to_sessions

co-ApaCapMarFouGui_sample_code_for_using_factory_to_connect

co-ApaCapMarFouGui_sample_code_for_using_handler_to_connect

co-ApaCapMarFouGui_setting_session_callbacks

co-ApaCapMarFouGui_sample_code_for_specifying_callback_when_using_handler_to_connect

co-ApaCapMarFouGui_sample_code_for_adding_session_connection_callbacks

co-ApaCapMarFouGui_setting_session_parameters

co-ApaCapMarFouGui_overriding_default_error_handling_for_sessions

co-ApaCapMarFouGui_disconnecting_from_sessions

co-ApaCapMarFouGui_market_data_management

co-ApaCapMarFouGui_overview_of_using_mda

co-ApaCapMarFouGui_basic_example_of_working_with_market_data

co-ApaCapMarFouGui_market_data_subscribers

co-ApaCapMarFouGui_understanding_subscribers

co-ApaCapMarFouGui_subscribing_to_market_data

co-ApaCapMarFouGui_subscription_examples

co-ApaCapMarFouGui_sample_code_for_using_factory_to_subscribe

co-ApaCapMarFouGui_sample_code_for_using_subscriber_object_to_subscribe

co-ApaCapMarFouGui_sample_code_for_using_multiple_contexts_to_receive_market_data

co-ApaCapMarFouGui_sample_code_for_subscribing_to_multiple_symbols

co-ApaCapMarFouGui_sample_code_using_same_session_to_subscribe_to_multiple_data_types

co-ApaCapMarFouGui_subscribing_to_news

co-ApaCapMarFouGui_setting_subscription_callbacks

co-ApaCapMarFouGui_specifying_update_callbacks_when_you_subscribe

co-ApaCapMarFouGui_adding_callbacks_to_subscriber_objects

co-ApaCapMarFouGui_sample_code_for_specifying_callback_when_using_factory_to_subscribe

co-ApaCapMarFouGui_sample_code_for_specifying_callback_when_using_handler_to_subscribe

co-ApaCapMarFouGui_sample_code_for_adding_update_callbacks_to_subscriptions

co-ApaCapMarFouGui_sample_code_for_adding_update_callback_between_subscriptions

co-ApaCapMarFouGui_sample_code_for_setting_subscription_callback

co-ApaCapMarFouGui_sample_code_for_subscription_update_callback_invoked_in_a_connection_callback

co-ApaCapMarFouGui_setting_subscription_parameters

co-ApaCapMarFouGui_accessing_extra_parameters

co-ApaCapMarFouGui_overriding_default_error_handling_for_subscriptions

co-ApaCapMarFouGui_unsubscribing_from_market_data

co-ApaCapMarFouGui_synthetic_datasources

co-ApaCapMarFouGui_market_data_aggregator

co-ApaCapMarFouGui_forward_to_spot_convertor

co-ApaCapMarFouGui_forward_to_spot_convertor_parameters

co-ApaCapMarFouGui_calculations

co-ApaCapMarFouGui_creating_a_market_data_manager

co-ApaCapMarFouGui_set_up_data_listeners

co-ApaCapMarFouGui_defining_the_connection_parameters_2

co-ApaCapMarFouGui_connecting_to_a_datastream

co-ApaCapMarFouGui_disconnecting_from_a_datastream

co-ApaCapMarFouGui_price_spreader_skewer

co-ApaCapMarFouGui_spread_skew_configuration

co-ApaCapMarFouGui_calculating_spread_and_skew_prices

co-ApaCapMarFouGui_price_spreader_example

co-ApaCapMarFouGui_defining_the_connection_parameters

co-ApaCapMarFouGui_connecting_to_a_spreader

co-ApaCapMarFouGui_disconnecting_from_a_spreader

co-ApaCapMarFouGui_foreign_exchange_cross_rate_service

co-ApaCapMarFouGui_cross_rate_service_configuration

co-ApaCapMarFouGui_cross_rate_calculations

co-ApaCapMarFouGui_creating_an_instance_of_the_cross_rate_service

co-ApaCapMarFouGui_connecting_to_the_cross_rate_service

co-ApaCapMarFouGui_using_mda_with_legacy_market_data_components

co-ApaCapMarFouGui_creating_a_market_data_bridge

co-ApaCapMarFouGui_session_configuration

co-ApaCapMarFouGui_market_data_bridge_extension_interface

co-ApaCapMarFouGui_the_legacy_application_bridge

co-ApaCapMarFouGui_using_low_level_mda_interfaces

co-ApaCapMarFouGui_introduction_to_use_of_low_level_mda_interfaces

co-ApaCapMarFouGui_self_describing_datasources

co-ApaCapMarFouGui_processing_data_close_to_the_source

ta-ApaCapMarFouGui_starting_a_session

ta-ApaCapMarFouGui_creating_a_market_data_manager

ta-ApaCapMarFouGui_connecting_to_a_datastream

co-ApaCapMarFouGui_connecting_to_a_quotebook_datastream

ta-ApaCapMarFouGui_specifying_control_parameters

co-ApaCapMarFouGui_standard_control_parameters

ta-ApaCapMarFouGui_accessing_datastream_information

co-ApaCapMarFouGui_accessing_quotebook_datastream_information

ta-ApaCapMarFouGui_disconnecting_from_a_datastream

ta-ApaCapMarFouGui_stopping_a_session

co-ApaCapMarFouGui_precautions_when_spawning_to_contexts

co-ApaCapMarFouGui_order_management

co-ApaCapMarFouGui_order_state_containers

co-ApaCapMarFouGui_exchange_simulation_platform

co-ApaCapMarFouGui_rfw_first

co-ApaCapMarFouGui_rfw_understanding_rfw_process_flow

co-ApaCapMarFouGui_rfw_components

co-ApaCapMarFouGui_rfw_slices

co-ApaCapMarFouGui_rfw_overview_of_using

co-ApaCapMarFouGui_rfw_basic_example_of_using_rfw

co-ApaCapMarFouGui_rfw_creating_risk_firewalls

co-ApaCapMarFouGui_rfw_sample_code_creating_rfw

co-ApaCapMarFouGui_rfw_sample_code_creating_callback

co-ApaCapMarFouGui_rfw_deleting

co-ApaCapMarFouGui_rfw_connecting_to_risk_firewalls

co-ApaCapMarFouGui_rfw_connecting_to_rfw

co-ApaCapMarFouGui_rfw_connecting_rfw_callback

co-ApaCapMarFouGui_rfw_disconnecting

co-ApaCapMarFouGui_rfw_using_factories

Co-ApaCapMarFouGui_rfw_setting_rfw_factory_params

Co-ApaCapMarFouGui_rfw_overriding_def_error_handling_rfw_factories

co-ApaCapMarFouGui_rfw_configuring_firewall_instances

co-ApaCapMarFouGui_rfw_setting_query_response_callbacks

co-ApaCapMarFouGui_rfw_setting_lock_callbacks

co-ApaCapMarFouGui_rfw_config_rejection_mode

co-ApaCapMarFouGui_rfw_setting_params

co-ApaCapMarFouGui_rfw_default_config_param_settings

co-ApaCapMarFouGui_rfw_descriptions_config_params

co-ApaCapMarFouGui_rfw_overriding_default_error_handling

co-ApaCapMarFouGui_rfw_data_views

co-ApaCapMarFouGui_rfw_setting_up_rules

Co-ApaCapMarFouGui_rfw_registering_rule_classes

co-ApaCapMarFouGui_rfw_descriptions_default_rule_classes

co-ApaCapMarFouGui_rfw_client_credit_limit.rfwrule

co-ApaCapMarFouGui_rfw_order_operation_ration_rfwrule

co-ApaCapMarFouGui_rfw_order_price_limit_rfw_rule

co-ApaCapMarFouGui_rfw_order_quantity_limit_rfw_rule

co-ApaCapMarFouGui_rfw_order_throttle_limit_rfw_rule

co-ApaCapMarFouGui_rfw_order_trader_ration_limit_rfwrule

co-ApaCapMarFouGui_rfw_order_value_limit_rfw_rule

co-ApaCapMarFouGui_rfw_position_limit_rfw_rule

co-ApaCapMarFouGui_rfw_reservation_enforcer_rfwrule

co-ApaCapMarFouGui_rfw_adding_rule_instances

co-ApaCapMarFouGui_rfw_slice_examples

co-ApaCapMarFouGui_rfw_sample_code_registering_rule_class

co-ApaCapMarFouGui_rfw_registering_rule_class_specifying_callback

co-ApaCapMarFouGui_rfw_setting_rule_class_priority

co-ApaCapMarFouGui_rfw_obtaining_rule_information

co-ApaCapMarFouGui_rfw_modifying_rule_instances

co-ApaCapMarFouGui_rfw_removing_rule_instances

co-ApaCapMarFouGui_rfw_persisting_rule_classes

co-ApaCapMarFouGui_rfw_unlocking_locking

co-ApaCapMarFouGui_rfw_sending_orders_into_rfw

co-ApaCapMarFouGui_rfw_sample_code_order_sender

co-ApaCapMarFouGui_rfw_setting_order_update_callbacks

co-ApaCapMarFouGui_rfw_modifying_orders

co-ApaCapMarFouGui_rfw_cancelling_orders

co-ApaCapMarFouGui_rfw_order_handling_performance

Co-ApaCapMarFouGui_rfw_receiving_approved_orders

co-ApaCapMarFouGui_rfw_setting_accepted_order_callbacks

co-ApaCapMarFouGui_rfw_setting_accepted_amended_order_callbacks

co-ApaCapMarFouGui_rfw_setting_accepted_cancelled_order_callbacks

Co-ApaCapMarFouGui_rfw_handling_rejected_orders

co-ApaCapMarFouGui_rfw_processing_order_updates

Co-ApaCapMarFouGui_rfw_considerations_multiple_rfws

co-ApaCapMarFouGui_rfw_sample_code_multiple_monitors

Co-ApaCapMarFouGui_rfw_implementing_custom_rule_classes

co-ApaCapMarFouGui_rfw_custom_rule_intro

co-ApaCapMarFouGui_rfw_custom_rule_class_steps

co-ApaCapMarFouGui_rfw_sample_code_custom_rule_class

co-ApaCapMarFouGui_rfw_querying_rule_classes

Co-ApaCapMarFouGui_rfw_configuring_rfw_to_support_legacy_fw

co-ApaCapMarFouGui_smart_order_router

co-ApaCapMarFouGui_creating_a_strategy_instance

co-ApaCapMarFouGui_creating_orders_for_the_strategy

co-ApaCapMarFouGui_overriding_the_processing_of_child_orders

co-ApaCapMarFouGui_amending_or_cancelling_the_parent_order

co-ApaCapMarFouGui_stopping_the_strategy

co-ApaCapMarFouGui_order_bridging_services

co-ApaCapMarFouGui_trade_reporting_services

co-ApaCapMarFouGui_trade_gateway

co-ApaCapMarFouGui_trade_extractor_service

co-ApaCapMarFouGui_analytics

co-ApaCapMarFouGui_using_the_position_service_framework

co-ApaCapMarFouGui_position_service_framework_architecture

co-ApaCapMarFouGui_overview_of_using_the_position_service_framework

co-ApaCapMarFouGui_defining_slices_that_identify_positions_to_be_tracked

co-ApaCapMarFouGui_working_with_position_events

co-ApaCapMarFouGui_creating_and_using_position_service_interfaces

co-ApaCapMarFouGui_managing_subscriptions

co-ApaCapMarFouGui_obtaining_subscription_information

co-ApaCapMarFouGui_managing_position_trackers

co-ApaCapMarFouGui_updating_positions_being_tracked

co-ApaCapMarFouGui_managing_the_position_service_framework

co-ApaCapMarFouGui_using_default_position_trackers

co-ApaCapMarFouGui_configuring_default_tracker_subscriptions

co-ApaCapMarFouGui_creating_and_subscribing_to_the_open_position_tracker

co-ApaCapMarFouGui_creating_and_subscribing_to_the_pending_position_tracker

co-ApaCapMarFouGui_creating_and_subscribing_to_the_reserved_position_tracker

co-ApaCapMarFouGui_creating_and_subscribing_to_the_realized_PnL_tracker

co-ApaCapMarFouGui_implementing_independent_default_position_trackers

co-ApaCapMarFouGui_implementing_custom_position_trackers

co-ApaCapMarFouGui_steps_for_implementing_a_custom_position_tracker

co-ApaCapMarFouGui_actions_custom_trackers_must_implement

co-ApaCapMarFouGui_registering_custom_position_trackers

co-ApaCapMarFouGui_actions_custom_trackers_use_to_manage_positions

co-ApaCapMarFouGui_sample_code_for_implementing_a_custom_position_tracker

co-ApaCapMarFouGui_position_service_framework_and_persistence

co-ApaCapMarFouGui_cc_first

co-ApaCapMarFouGui_cc_overview

co-ApaCapMarFouGui_cc_create_extension

co-ApaCapMarFouGui_cc_create_ccyconverter

co-ApaCapMarFouGui_cc_connect_to_ccyconverter

co-ApaCapMarFouGui_cc_default_config_settings

co-ApaCapMarFouGui_cc_descriptions_ccyconverter_parameters

co-ApaCapMarFouGui_cc_about_cross_currencies

co-ApaCapMarFouGui_cc_configuring_cc_factory

co-ApaCapMarFouGui_cc_setting_ccfactory_parameters

co-ApaCapMarFouGui_cc_overriding_ccyconverter_error_handling

co-ApaCapMarFouGui_cc_configuring_ccyconverter_instances

co-ApaCapMarFouGui_cc_setting_ccinstance_parameters

co-ApaCapMarFouGui_cc_addinig_updatecbs_to_ccyconverters

co-ApaCapMarFouGui_cc_overriding_ccyconverter_instance_error_handling

co-ApaCapMarFouGui_cc_setting_up_ccyconverter_cache

co-ApaCapMarFouGui_cc_obtaining_values

co-ApaCapMarFouGui_analytic_bundle

co-ApaCapMarFouGui_statistical_aggregates

co-ApaCapMarFouGui_utilities

co-ApaCapMarFouGui_service_framework

co-ApaCapMarFouGui_serviceinterface_examples

co-ApaCapMarFouGui_configuration_service

co-ApaCapMarFouGui_configuration_service_initialization

co-ApaCapMarFouGui_creating_a_configuration_store

co-ApaCapMarFouGui_adding_rows_to_a_configuration_table

co-ApaCapMarFouGui_retrieving_rows_from_a_configuration_table

co-ApaCapMarFouGui_general_util_bundle

co-ApaCapMarFouGui_status_publisher

co-ApaCapMarFouGui_transaction_components

co-ApaCapMarFouGui_user_session_services

co-ApaCapMarFouGui_adapter_bridging_bundle

co-ApaCapMarFouGui_adapter_status_bridge_service

co-ApaCapMarFouGui_dataview_publisher

co-ApaCapMarFouGui_dataview_helper_events

co-ApaCapMarFouGui_samples

ta-ApaCapMarFouGui_installing_and_running_samples

co-ApaCapMarFouGui_adapter_support_bundle_samples

co-ApaCapMarFouGui_basic_market_data_sample

re-ApaCapMarFouGui_order_manager_sample

re-ApaCapMarFouGui_multileg_order_manager_sample

co-ApaCapMarFouGui_configuration_service_2

co-ApaCapMarFouGui_general_cmf_samples

co-ApaCapMarFouGui_advanced_market_data_sample

co-ApaCapMarFouGui_market_monitor

co-ApaCapMarFouGui_market_simulation

co-ApaCapMarFouGui_order_blotter

co-ApaCapMarFouGui_orderstate_container

co-ApaCapMarFouGui_simple_oms

co-ApaCapMarFouGui_sor_sample

co-ApaCapMarFouGui_trading_algorithms

co-ApaCapMarFouGui_legacy_finance_interfaces

co-ApaCapMarFouGui_understanding_event_protocols

co-ApaCapMarFouGui_the_actors_in_com_apama_oms

co-ApaCapMarFouGui_the_events_in_com_apama_oms

co-ApaCapMarFouGui_temporal_rules

co-ApaCapMarFouGui_authority_rules_2

co-ApaCapMarFouGui_cardinality_rules_2

co-ApaCapMarFouGui_value_constraint_rules

co-ApaCapMarFouGui_connection_failure_handling_in_order_receivers

co-ApaCapMarFouGui_test_cases_for_order_receivers

co-ApaCapMarFouGui_market_data_package_overview

co-ApaCapMarFouGui_market_data_actors

co-ApaCapMarFouGui_market_data_events

co-ApaCapMarFouGui_market_data_publisher_error_handling

co-ApaCapMarFouGui_adapter_status

co-ApaCapMarFouGui_authority_rules

co-ApaCapMarFouGui_cardinality_rules

co-ApaCapMarFouGui_temporal_rules_2

co-ApaCapMarFouGui_value_constraint_rules_2

co-ApaCapMarFouGui_test_cases_for_market_data_publishers

co-ApaCapMarFouGui_finance_smart_blocks_for_developing_scenarios

co-ApaCapMarFouGui_overview_of_cmf_smart_blocks

co-ApaCapMarFouGui_anatomy_of_a_service

co-ApaCapMarFouGui_cmf_legacy_finance_support_smart_blocks

re-ApaCapMarFouGui_basket_calculator_v2_0

re-ApaCapMarFouGui_market_data_management_market_depth_v3_0_and_order_flow_v3_0

re-ApaCapMarFouGui_multi_leg_order_manager_v2_0

re-ApaCapMarFouGui_order_manager_v5_0

re-ApaCapMarFouGui_p_l_calculator_v4_0

re-ApaCapMarFouGui_volume_distributor_v2_0

co-ApaCapMarFouGui_cmf_financial_analytic_smart_blocks

re-ApaCapMarFouGui_ewma_calculator_v2_0

re-ApaCapMarFouGui_macd_calculator_v2_0

re-ApaCapMarFouGui_obv_calculator_v2_0

re-ApaCapMarFouGui_position_calculator_v3_0

re-ApaCapMarFouGui_rsi_calculator_v2_0

re-ApaCapMarFouGui_vwap_calculator_v3_0

co-ApaCapMarFouGui_legacy_market_data_management

co-ApaCapMarFouGui_market_data_gateway_service

co-ApaCapMarFouGui_market_data_bridging_service

co-ApaCapMarFouGui_market_data_publisher_components

co-ApaCapMarFouGui_depth_and_tick_data_views

to-help_algorithmic_trading_accelerator

co-ApaCapMarAlgTraAccGui_overview_of_the_algorithmic_trading_accelerator

co-ApaCapMarAlgTraAccGui_running_the_ata_samples

ta-ApaCapMarAlgTraAccGui_starting_and_stopping_the_ata_demo

ta-ApaCapMarAlgTraAccGui_starting_and_stopping_on_windows

ta-ApaCapMarAlgTraAccGui_starting_and_stopping_on_unix_or_linux

to-ApaCapMarAlgTraAccGui_subscribing_to_symbol_sets

co-ApaCapMarAlgTraAccGui_using_the_order_management_system

co-ApaCapMarAlgTraAccGui_blotter_window_fields

to-ApaCapMarAlgTraAccGui_background_effects

to-ApaCapMarAlgTraAccGui_order_details

co-ApaCapMarAlgTraAccGui_using_algorithmic_trading_strategies

to-ApaCapMarAlgTraAccGui_algos_home_page

to-ApaCapMarAlgTraAccGui_crossover

to-ApaCapMarAlgTraAccGui_iceberg

to-ApaCapMarAlgTraAccGui_momentum_trading

to-ApaCapMarAlgTraAccGui_order_slicing

to-ApaCapMarAlgTraAccGui_percentage_of_volume__pov_

co-ApaCapMarAlgTraAccGui_using_the_pov_strategy

to-ApaCapMarAlgTraAccGui_statistical_arbitrage

to-ApaCapMarAlgTraAccGui_time_weighted_average_price__twap_

co-ApaCapMarAlgTraAccGui_using_the_twap_strategy

to-ApaCapMarAlgTraAccGui_volume_weighted_average_price__vwap_

co-ApaCapMarAlgTraAccGui_using_the_vwap_strategy

co-ApaCapMarAlgTraAccGui_using_risk_firewalls

to-ApaCapMarAlgTraAccGui_overview_of_active_risk_firewalls

to-ApaCapMarAlgTraAccGui_viewing_firewall_rule_details

to-ApaCapMarAlgTraAccGui_firewall_ruleset__order_price_limits

to-ApaCapMarAlgTraAccGui_firewall_ruleset__order_quantity_limits

to-ApaCapMarAlgTraAccGui_firewall_ruleset__position_limits

to-ApaCapMarAlgTraAccGui_firewall_ruleset__order_throttle_limits

to-ApaCapMarAlgTraAccGui_firewall_ruleset__client_credit_limits

co-ApaCapMarAlgTraAccGui_using_market_test_scenarios

to-ApaCapMarAlgTraAccGui_testing_with_the_order_manager_scenarios

to-ApaCapMarAlgTraAccGui_testing_with_the_market_data_scenarios

co-ApaCapMarAlgTraAccGui_developing_and_deploying_custom_ata_applications

co-ApaCapMarAlgTraAccGui_architecture_overview

co-ApaCapMarAlgTraAccGui_components_of_the_algorithmic_trading_solution

co-ApaCapMarAlgTraAccGui_directory_structure

ta-ApaCapMarAlgTraAccGui_importing_the_ata_project_into_apama_studio

ta-ApaCapMarAlgTraAccGui_quick_steps_to_a_new_algorithm

ta-ApaCapMarAlgTraAccGui_deploying_ata_as_a_web_service

ta-ApaCapMarAlgTraAccGui_adding_adapters

co-ApaCapMarAlgTraAccGui_adding_symbol_sets

to-ApaCapMarAlgTraAccGui_getting_symbol_attributes

to-ApaCapMarAlgTraAccGui_adding_temporary_symbol_sets

to-ApaCapMarAlgTraAccGui_adding_symbol_sets_on_the_server

co-ApaCapMarAlgTraAccGui_troubleshooting

co-ApaCmfDoc_apamadoc_documentation

co-ApaCmfDoc_apama_doxygen_api_reference

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