Apama 10.3 | Apama Capital Markets Foundation Documentation | Algorithmic Trading Accelerator (deprecated) | Developing and Deploying Custom ATA Applications | Adding symbol sets | Getting symbol attributes
 
Getting symbol attributes
If you want to create a custom algorithm, you will use the Symbol Attributes SmartBlock that is distributed with the Algorithmic Trading Accelerator to handle symbols. The SmartBlock takes two parameters—the symbol name and the name of the symbol set to which the symbol belongs.
Given these names the SmartBlock requests the correct information from an underlying symbolset service and returns the required symbology details. The ATA supports two concurrent symbologies within a single SymbolSet. This allows one to be used to request market data and another to be used to trade upon (for example, receive Reuters RICs and trade a proprietary symbol via FIX.)
This information comes from three output feeds on the Symbol Attributes SmartBlock:
*Order Execution — This feed holds the following fields which are used to setup the Order Manager SmartBlock and in other places where the symbol details for order management (e.g. Order placement/amendment) are required.
*Broker
*Market
*Exchange
*extraParams
*Market Data — This feed holds the following fields which are used to setup the Market Depth SmartBlock and in other place where the symbol details for market data (e.g. Depth/Tick) are required.
*Service Id
*Broker
*Market
*Exchange
*extraParams
*Symbols — The symbol for OMS and MarketData might vary on some platforms. Under such circumstance, the attributes block also returns the relevant symbol for OMS, remember that as input parameter it takes the symbol for marketdata.
*SymbolForMarketData
*SymbolForOMS

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