Apama Capital Markets Foundation MDA library Documentation

Session Manager Library

Market Data adapter advertise themselves as datasource using one or more Sessions. The Session Manager Library takes care of session and status handling.

• Session Adapter Interface
• Session Manager Library Initialization
• Session Registration
• Session Capabilities
• Session Start, Stop and Configuration
• Session Reset and Heartbeats

Market Data Library

The Market Data Library provides the interfaces for market data management and publishing.

• Market Data Interface
• Market Data Library Initialization
• Market Data Subscriptions
• Market Data Parameters
• Market Data API
  • BBA Processing API
  • Trade Processing API
  • Depth Processing API
  • Orderbook Processing API
  • Quotebook Processing API
  • News Processing API
  • Extra Params Processing API

QuantlibPlugin Library

The Quantlib class library provides methods to implement statical analytics functionality