Capital Markets Adapters 10.7 | Apama Capital Markets Adapters Documentation 10.7 | FXall TCPI Server Adapter | Working of the subscription provider | Format of SubscribeDepth
 
Format of SubscribeDepth
Name
Description
serviceId
FXALL_TCPI
marketId
transportName
MDReqID
QuoteRequestId
symbol
Symbol
Extra parameter information of SubscribeDepth:
Name
Description
QuoteType
SPOT/SWAP/FORWARD
RequestKey
FxallID on which the orders will be placed.
customerId
client
OfferToDealType
NumCompetitors
Each leg has following values that will be added in the extra parameters of the SubscribeDepth with prefix Leg_1 and Leg_2 for swap and only leg_1 for SPOT and FORWARD:
Name
Description
Currency
Base currency of the leg.
Quantity
Quantity of the instrument quote.
Symbol
Symbol against which the quote is requested.
TenorValue
Tenor of the Leg
ValueDate
Value date of the leg
Each leg also has allocation's which are in the format:
Name
Description
Leg_n_Allocation_m
account name
Leg_n_AllocationQty_m
Quantity allocated for the account
where, n is the leg number and m is allocation number. Refer to sample events.