Capital Markets Adapters 10.7 | Apama Capital Markets Adapters Documentation 10.7 | EBS Spot Ai FIX Adapter | Sample Messages and events | EBS FIX handling of different views | Depth subscription | Spread view
 
Spread view
Subscribe Depth:
com.apama.marketdata.SubscribeDepth(“EBS-SPREAD”, “Connection Name”,
“EUR/USD”, {“461”:”RCSXXX”, “63”:”0”})
Generated Depth:
com.apama.marketdata.Depth("EUR/USD", [1.3266,1.3256,1.3246,1.3236,1.3226],
[1.3308,1.3318,1.3328,1.3338,1.3348], [1.3287,1.3287,1.3287,1.3287,1.3287],
[658000000,658000000,658000000,658000000,658000000],
[658000000,658000000,658000000,658000000,658000000],
{"1021":"1101","20203":"0","35":"X","461":"RCSXXX","52":"20110105-07:51:10.974",
"63":"0","BID1_CFICode":"RCSXXX","BID1_SettlmntTyp":"0","BID2_CFICode":"RCSXXX",
"BID2_SettlmntTyp":"0","BID3_CFICode":"RCSXXX","BID3_SettlmntTyp":"0",
"BID4_CFICode":"RCSXXX","BID4_SettlmntTyp":"0","BID5_CFICode":"RCSXXX",
"BID5_SettlmntTyp":"0", "Market":"Connection","SERVICE_NAME":"EBS-SPREAD"})
In case of no market:
com.apama.marketdata.Depth(“EUR/USD”, [], [], [], [], [], {“1021”:”2”, “461”:”RCSXXX”,
“63”:”0”, “Market”:” Connection Name”, “SERVICE_NAME”:”EBS-SPREAD”,
“_ERROR”:”Subscription Error: Session Connection has been logged-off”})
Un-subscribe Depth:
com.apama.marketdata.UnsubscribeDepth(“EBS-SPREAD”, “Connection Name”,
“EUR/USD”, {“461”:”RCSXXX”, “63”:”0”})