Apama Capital Markets Adapters Documentation 10.5
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Release Notes
What's new in 10.5 release
What's new in 10.3.1 release
What's new in 10.3 release
What's new in 10.2 release
What's new in 10.1 release
What's new in 10.0 release
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What's new in 9.10 release
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What's new in 5.3 release
Apama Base FIX Adapter
Introduction
FIX
QuickFIX
Apama FIX adapter
Supported FIX Features
Preparation Checklist
Prerequisites
FIX service monitors
Client session
Session configuration
FIX_SessionManager
FIX_SubscriptionManager
Subscribing/unsubscribing
Configuration parameters
FIX_OrderManager
Placing an order
Amending or cancelling an order
Trade bust
Configuration parameters
MultiContext in Order Manager
Event Interfaces APIs
Floating point quantities
FIX_DataManager
Symbol Normalization
Session configuration parameters for symbol normalization
Symbol formation
Requesting the security definition for multi-leg securities
FIX_StatusManager
FIX_EventViewer
Server session
Order server
Configuration properties
FIX_OrderServer
Configuration properties
ScenarioOrderService
Input and output mappings
Market data server
Configuration properties
Supported features
Creating contexts at startup and dynamically
Quote server
Configuration parameters
Supported features
Creating contexts at startup and dynamically
Drop Copy Session
IAF FIX adapter
FIX MDA Transport
Transport properties
Transport properties configuration
Latency measurement
Client authentication
FIX order management transport
Client transports
Event mappings
Event routing
Repeating groups
Filter Codec
FIX legacy market data transport
Server transports
Connectivity plug-in FIX adapter
FIX order management
Session configuration
Service monitor injection order
FIX MDA session
FIX order management session
FIX Legacy Market data session
Connectivity plug-in FIX MDA session
Connectivity plug-in order management session
SSL enabled FIX sessions
Troubleshooting
FIX log files
Diagnosing connectivity/session problems
Diagnosing application problems
Creating a support case
Bank of America FXtransact FIX Adapter
Prerequisites
IAF configuration
Service monitor extensions
Service monitor injection order
Session configuration
Quote subscription or unsubscription
BOA InstinctFX Trading Platform
IAF configuration
Service monitor injection order
Session configuration
MDA adapter configuration and subscription
Fx RestingOrders
Barclays FX FIX Adapter
Prerequisites
IAF configuration
Service monitor injection order
Session configuration
MDA adapter configuration
Service monitor injection order
Quote subscription and unsubscription
Example quote subscriptions and unsubscriptions
Bloomberg B-PIPE Adapter
Prerequisites
Transport configuration
Service monitor injection order
Symbol normalization
Market data service
Market depth service
Market depth data service
Configurability
Reference data service
Custom service
Sample
Bloomberg FXGO FIX Server Adapter
Prerequisites
IAF configuration
Service monitor injection order
Working with Bloomberg
Working of the Quote Provider
Quote Management
BM+F Bovespa UMDF Adapter
Prerequisites
Service monitor injection order
Transport properties configuration
Transport name
Correlator configuration
Message template file configuration
Channel definitions file configuration
FIX session properties
Additional transport properties
Configuration for UMDF PUMA 2.0
Service monitor and session configuration
subscriptions management
Instrument static data management
Status reporting events
Unified news channel
Support for UMDF 2.0
Latency measurement
BM+F FIX Adapter
Prerequisites
IAF configuration
Service monitor extensions
Service monitor injection order
Session configuration for BMF Support monitors
Session configuration
Sample SymbolSet event
Marketdata subscription or unsubscriptions
Placing order
Sample events
New EntryPoint system
BNPP FX FIX Adapter
Prerequisites
IAF configuration
Service monitor extensions
Service monitor injection order
Service ID configuration
BNPP subscriptions and unsubscriptions (Quote)
BNPP order management
Citigroup FIX Adapter
Citigroup SpotESP FIX Adapter
Prerequisites
Legacy Mode
IAF Legacy configuration
Service monitor extensions
Service monitor injection order
Service ID configuration
Session configuration
Session configuration parameters
Citi subscriptions or unsubscriptions (quote)
Citi QuoteCancel
Notes
Multi tier price for a particular currency pair, using the Mass Quote message
Citi order management
Sending orders using OMS interface NewOrder(NewOrderSingle)
Notes
MDA Mode
IAF configuration
Service monitor injection order
Session configuration
Subscribing and unsubscribing
Processing QuoteResponse
Citigroup Colo SpotESP FIX Adapter
Prerequisites
IAF configuration
Parameters from Citi
Service monitor injection order
Session configuration
Order management
Marketdata management
Password management
CME iLink FIX Adapter
Prerequisites
IAF configuration
Service monitor extensions
Service monitor injection order
Session configuration
SenderSubID (header tag 50) Configuration
Audit logger configuration
Support Custom/Additional Headers
Drop Copy session support
Service monitor extensions
Injection order for supporting Drop Copy session
IAF configuration
CME Simple Binary Encoding Adapter
Prerequisites
Configuring correlator
Service monitor extensions
Service monitor injection order
Setting runtime properties
Configuring IAF
Using SecurityDefinition query interface
Subscribing and unsubscribing to an event
Troubleshooting
Credit Suisse SER FX FIX Adapter
Prerequisites
IAF configuration
Service monitor extensions
Service monitor injection order
Service configuration
SessionConfig parameters
CS subscriptions and unsubscriptions (Quote)
CS order management
Currenex FIX Adapter
Prerequisites
IAF adapter configuration
Session configuration
Service monitor extensions
Service monitor injection order
Password management
Marketdata subscriptions
Order management
Currenex FIX MDA adapter
IAF configuration
Connectivity plug-in configuration
Service monitor injection order
Subscription management
Deutsche Bank Autobahn FIX Adapter
Prerequisites
IAF configuration
Service monitor injection order
Platforms supported
EBS Spot Ai FIX Adapter
Prerequisites
Connecting to EBS AI FIX
Service monitor extensions
Service monitor injection order
Session configuration
UserLogonRequest
UserLogoutRequest
Password Management
Querying Login Response Fields
EBS Spot Ai Depth of MV
Market data subscription
Order management support
Connecting to EBS FIX 4.4 (EBS Direct)
IAF configuration
Service monitor injection order
Session configuration
Adapter configuration
Subscribing and Unsubscribing
EBS Book vs CMF MDA streams
EBS FIX 4.4 order management
Sample Messages and events
EBS Ai Sample Market Views
FIX based Messages
Market Data Snapshot – Price Depth view
Market Data Snapshot – Spread View
Market Data Snapshot – Amount View
EBS FIX handling of different views
Session configuration
Tick subscription
Depth subscription
Price Depth View
Spread view
Amount view
FXall TCPI Server Adapter
Prerequisites
Transport properties configuration
Service monitor injection order
Service monitor and session configuration
Setting up contexts
Work flow for context creation at startup
Work flow of content mapping dynamically
Transport events
Working of the subscription provider
Format of SubscribeDepth
Format of UnSubscribeDepth
Format of MDServerDepth
Order management
Info Management
Sample events
SubscribeDepth
UnSubscribeDepth
MDServerDepth
NewOrder
Reject Codes for Deals and QuoteRequests
Reject Codes for Quotes
Reject Codes for Deals
Status reporting events
Adapter object
FXCMPro FIX Adapter
Prerequisites
IAF configuration
Service monitor injection order
Session configuration
Sample events
Password Management
Goldman Sachs FX FIX Adapter
Prerequisites
IAF configuration
Service monitor extensions
Service monitor injection order
Service ID configuration
Session configuration
Session configuration parameters
GS Requirements or Recommendations
Quotes subscription extra parameters
Orders (Trade Requests) extra parameters
Goldman Sachs subscriptions and unsubscriptions (Quote)
Sending orders using OMS interface NewOrder(NewOrderSingle)
HotSpot FX FIX Adapter
Prerequisites
IAF configuration
HotSpot trading session configuration
Service monitor injection order
MarketData subscriptions
Order management
HSBC FX FIX Adapter
Prerequisites
IAF configuration
Service monitor injection order
Service ID configuration
Session configuration
Quote subscription or unsubscription
Order placing
JPMC FX FIX Adapter
Prerequisites
IAF configuration
Service monitor extensions
Service monitor injection order
Service ID configuration
Session configuration
JPMC requirements/recommendations
Market Data subscription EXTRA PARAMS
JPMorgan order management
kdb+ Adapter
Prerequisites
Features Supported
Configuration
Service monitors and injection order
Starting the Adapter
Update API call
Lava FX FIX Adapter
Prerequisites
IAF configuration
Service monitor injection order
Session configuration
Sample events
Morgan Stanley FX FIX Adapter
Prerequisites
IAF configuration
Service monitor injection order
Quote stream
Session configuration
Sample events
MSFX Ladder Pricing
Session configuration
Custom configuration events
Sample events
Reuters RFA Adapter
Prerequisites
Transport configuration parameters
Manually loading Reuters configurations
Overriding Default FIDs For TICK/DEPTH generation
Retrieving Level 2 Data From MARKET PRICE model
Publish empty Depths/Ticks
Dictionary path
RIC translator
Service monitor injection order
Event details
Data publishing events
Directory
Tick
Depth
Market Marker
Market By Order
Symbol List
Working with OMM consumer
Event order for news
Working with OMM Non-Interactive provider
Constraints
Event order
Working With OMM NEWS
Subscribing stories
Subscribing headlines
Event injection order
RMDS services
Enable DEBUG level logging in monitors
Notice
Present event
New event
Working with Machine Readable News
Subscribing stories
Message fragmentation
Transport properties
Event injection order
Migrating from NFD to MRN
Integrating RFA with MDA
Reuters MAPI Adapter
Prerequisites
Transport configuration parameters
Service monitor injection order
RFA MAPI event details
Market Data subscriptions
Query symbol list
Custom OMM models
Working with RFA MAPI
Working with Fix-MAPI
IAF configuration
Session configuration
Throttle
Login management
Order management
Sending orders using OMS interface NewOrder (NewOrderSingle)
Orders (Trade Requests) EXTRA PARAMS
More quantity orders
Price granularity change
Minimum Quote Life
Maximum order size
Trade capture report
Iceberg orders
Locked orders
MiFID II trading
Password management
Status reporting
RFA and MAPI-FIX
User notifications
Trading Technologies Adapter
Trading Technologies Gateway platform
Prerequisites
IAF configuration
Service monitor injection order
Session configuration
Symbol normalization configuration
Notes
Security definition request
Subscribe or unsubscribe depth
Entering, modifying, or cancelling orders
MultiLeg orders
Using alternative security ID method of identifying securities
Market Data
Trading Technologies FIX platform
Prerequisites
IAF configuration
Service monitor injection order
Subscription management
Order management
Connectivity plug-in configuration
Service monitor injection order
Subscription management
Order management
UBS Fx2B FIX Adapter
Prerequisites
IAF configuration
Service monitor extensions
Service monitor injection order
Service ID configuration
Secure Tunnel
Session configuration
UBS subscriptions and unsubscriptions
UBS order management
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Apama Capital Markets Adapters Documentation 10.5
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