Capital Markets Adapters 10.7 | Apama Capital Markets Adapters Documentation 10.7 | Citigroup FIX Adapter | Citigroup SpotESP FIX Adapter | Legacy Mode | Multi tier price for a particular currency pair, using the Mass Quote message
 
Multi tier price for a particular currency pair, using the Mass Quote message
To subscribe multi-tier price quotes, OrderQty (tag 38) must be -1. For example:

com.apama.marketdata.SubscribeDepth("CITI-FIX", "CITI-QUOTE",
"USDJPY",{"Quote":"Y","40":"D","38":"-1","537":"2","303":"2","15":"USD"})
For this request, Citi send "Mass Quote" messages (35=i) which are converted to com.apama.market.Depth events. For example:

com.apama.marketdata.Depth("USDJPY",[92.18,92.18,92.18],[92.22,92.22,92.22],
[92.2,92.2,92.2],[1000000,5000000,10000000],[1000000,5000000,10000000],
{"35":"i","52":"20100112-04:51:12","537":"2","LEVEL1_BidSpotRate":"92.18",
"LEVEL1_Currency":"USD","LEVEL1_FutSettDate":"20100114","LEVEL1_OfferSpotRate":"92.22",
"LEVEL1_QuoteEntryID":"1##643USDJPY-1S--1Lm7va7G8.1t0pvd--0",
"LEVEL1_TransactTime":"20100112-04:51:12.015","LEVEL2_BidSpotRate":"92.18",
"LEVEL2_Currency":"USD","LEVEL2_FutSettDate":"20100114",
"LEVEL2_OfferSpotRate":"92.22",
"LEVEL2_QuoteEntryID":"1##643USDJPY-1S--1Lm7va7G8.1t0pvd--1",
"LEVEL2_TransactTime":"20100112-04:51:12.015","LEVEL3_BidSpotRate":"92.18",
"LEVEL3_Currency":"USD","LEVEL3_FutSettDate":"20100114",
"LEVEL3_OfferSpotRate":"92.22",
"LEVEL3_QuoteEntryID":"1##643USDJPY-1S--1Lm7va7G8.1t0pvd--2",
"LEVEL3_TransactTime":"20100112-04:51:12.015","Market":"CITI-QUOTE",
"Quote":"Y","QuoteID":"1##643USDJPY-1S--1Lm7va7G8.1t0pvd",
"QuoteReqID":"1","QuoteSetID":"1##643USDJPY-1S--1Lm7va7G8.1t0pvd--1Lm7va7G8.1t0pvd",
"SERVICE_NAME":"CITI-FIX","TotNoQuoteEntries":"3"})
Parameters corresponding to each tier are visible in the depth extraparams as LEVEL1_BidSpotRate, LEVEL2_BidSpotRate and so on.