Capital Markets Adapters 10.7 | Apama Capital Markets Adapters Documentation 10.7 | EBS Spot Ai FIX Adapter | Sample Messages and events | FIX based Messages | Market Data Snapshot – Price Depth view
 
Market Data Snapshot – Price Depth view
FIX message

35=W^262=123^1021=2^55=EUR/SD^461=RCSXXX^63=0^268=11^269=0^271
=2^270=1.37732^269=0^271=1^270=1.37731^269=0^271=3^270=1.37729^269
=0^271=1^270=1.37728^269=0^271=1^270=1.37727^269=0^271
=1^270=1.37726^269=0^271=2^270=1.37725^269=0^271=2^270=1.37724^269
=0^271=3^270=1.37723^269=0^271=1^270=1.37719^269=0^271=1^270=1.37718^
Tag name
Tag number
Value
Description
Header
35
W
Snapshot Full Refresh
MDReqID
262
123
My Request ID
MDBookType
1021
2
PriceDepth
Symbol
55
EUR/USD
Currency Pair
CFICode
461
RCSXXX
FX Spot
SettlType
63
0
Regular Spot Settlement
NoMDEntries
268
11
Number of repeating entries
MDEntryType
269
0
A Buy Side Snapshot
MDEntrySize
271
2
Quantity
MDEntryPx
270
1.37732
Price -Dealable Best
MDEntryType
269
0
A Buy Side Snapshot
MDEntrySize
271
1
Quantity
MDEntryPx
270
1.37731
Price
MDEntryType
269
0
A Buy Side Snapshot
MDEntrySize
271
1
Quantity
MDEntryPx
270
1.37729
Price
MDEntryType
269
0
A Buy Side Snapshot
MDEntrySize
271
1
Quantity
MDEntryPx
270
1.37728
Price
MDEntryType
269
0
A Buy Side Snapshot
MDEntrySize
271
1
Quantity
MDEntryPx
270
1.37727
Price
MDEntryType
269
0
A Buy Side Snapshot
MDEntrySize
271
1
Quantity
MDEntryPx
270
1.37726
Price
MDEntryType
269
0
A Buy Side Snapshot
MDEntrySize
271
2
Quantity
MDEntryPx
270
1.37725
Price
MDEntryType
269
0
A Buy Side Snapshot
MDEntrySize
271
2
Quantity
MDEntryPx
270
1.37724
Price
MDEntryType
269
0
A Buy Side Snapshot
MDEntrySize
271
3
Quantity
MDEntryPx
270
1.37723
Price
MDEntryType
269
0
A Buy Side Snapshot
MDEntrySize
271
1
Quantity
MDEntryPx
270
1.37719
Price
MDEntryType
269
0
A Buy Side Snapshot
MDEntrySize
271
1
Quantity
MDEntryPx
270
1.37718
Price
Price Depth view Constructed from FIX message
Price Depth View - BID
Price
Size
1,37732
2
1,37731
1
1,37729
3
1,37728
1
1,37727
1
1,37726
1
1,37725
2
1,37724
2
1,37723
3
1,37719
1
1,37718
1

com.apama.marketdata.Depth(“EUR/USD “,[1.37732,1.37731,1.37729,1.37728,
1.37727,1.37726,1.37725,1.37724,1.37723,1.37719,1.37718],[],[-1,-1,-1,-1,-1],
[ 2,1,3,1,1,1,2,2,3,1,1],[],
{“ 461=RCSXXX^63=0,”Market”:”Transport”,”SERVICE_NAME”:”EBS-FIX”})