Capital Markets Adapters 10.7 | Apama Capital Markets Adapters Documentation 10.7 | UBS Fx2B FIX Adapter | UBS subscriptions and unsubscriptions
 
UBS subscriptions and unsubscriptions
Note:
No tick data support.
To identify a Forward include the appropriate extra parameters in the subscribe depth request (for example, CFICode=FFCPNO;FutSettDate=20091201).
Market data subscriptions
Quote subscriptions

com.apama.marketdata.SubscribeDepth("UBS-FIX",
"UBS_MARKET_DATA",
"EUR/USD",{"CFICode":"FFCPNO","FutSettDate":"20091201"})
Sample subscription
UBS Requires Party Information to be provided while subscribing for Quotes.
Parties info should be provided in extraparams of subscribe quote as: "Party0":"X,Y,Z".
Here, PartyID(448)=X, PartyIDSource(447)=Y, PartyRole(452)=Z.
Information about multiple parties can also be provided as "Partyx":"PartyID, PartyIDSource, PartyRole", where x starts with '0' and increments based on the number of parties.
Sample subscription:
SubscribeDepth event is sent for quote request with Quote=Y in the extra parameter.
FORWARD Quote
com.apama.marketdata.SubscribeDepth("UBS-FIX", "UBS_MARKET_DATA",
"EUR/USD",{"Quote":"Y","CFICode":"FFCPNO","Currency":"EUR",
"OrderQty":"100", "FutSettDate":"20091201","Party0":"X,Y,Z"})
SPOT Quote
com.apama.marketdata.SubscribeDepth("UBS-FIX", "UBS_MARKET_DATA",
"EUR/USD",{"Quote":"Y","CFICode":"RCSXXX","Currency":"EUR",
"OrderQty":"100", "FutSettDate":"20091201","Party0":"X,Y,Z"})

NDF Quote
com.apama.marketdata.SubscribeDepth("UBS-FIX", "UBS_MARKET_DATA",
"EUR/USD",{"Quote":"Y","CFICode":"FFCNNO","Currency":"EUR",
"OrderQty":"100", "FutSettDate":"20091201","Party0":"X,Y,Z"})

SWAP Quote
com.apama.marketdata.SubscribeDepth("UBS-FIX", "UBS_MARKET_DATA",
"EUR/USD",{"Quote":"Y","CFICode":"FFCPNW","Currency":"EUR",
"OrderQty":"100", "FutSettDate":"20091201","Party0":"X,Y,Z"})
Note:
CFICode(tag 461) is required in the SubscribeDepth(quotes).