Capital Markets Adapters 10.7 | Apama Capital Markets Adapters Documentation 10.7 | Lava FX FIX Adapter | Sample events
 
Sample events
Subscription:
com.apama.marketdata.SubscribeDepth
("FIX", "LAVA_MARKET_DATA", "Symbol1",{})
Placing Order:
com.apama.oms.NewOrder
("order1", "GOOG", 399, "BUY", "LIMIT", 500, "FIX",
"", "", "LAVA_TRADING", "", "", {})
ICEBERG Order with hidden quantity. Tag 111(MaxFloor) indicates quantity to be shown. The Quantity field of NewOrder holds the total quantity including the hidden amount.
com.apama.oms.NewOrder
("order1", "EUR/USD",1.27378,"BUY","FOREX ICEBERG",
500000,"FIX","","", "LAVA_TRADING", "", "",
{"15":"EUR","59":"0","111":"200000"})
Security Definition Request:
com.apama.fix.InstrumentDataRequest
("LAVA_MARKET_DATA","1", "EUR/USD", {"64":"SPOT"},[])
Security List Request:
By using "SecurityList.CreateSecurityList = true" parameter parameter,
it requests for the SecurityList and cache all the securities and their
corresponding data for each security available in exchange.
com.apama.fix.SessionConfiguration("LAVA_MARKET_DATA",
{"FixChannel":"LAVA_FIX", "SubscriptionManager.Aggregate":"true",
"SecurityList.CreateSecurityList":"true"})