•  About this Documentation
  • Online Information and Support
  • Data Protection
•  Release Notes
  • What's New in Capital Markets Foundation 10.7
  • What's New in Capital Markets Foundation 10.5
  • What's New in Capital Markets Foundation 10.3.1
  • What's New in Capital Markets Foundation 10.3.0
  • What's New in Capital Markets Foundation 10.2
  •  What's New in Capital Markets Foundation 10.1
    • Miscellaneous enhancements and changes in 10.1
    • Removed and deprecated features in 10.1
  •  What's New in Capital Markets Foundation 10.0
    • Miscellaneous enhancements and changes in 10.0
    • Deprecated features in 10.0
  •  What's New in Capital Markets Foundation 9.12
    • Miscellaneous enhancements and changes in 9.12
  •  What's New in Capital Markets Foundation 9.10
    • Miscellaneous enhancements and changes in 9.10
  •  What's New in Capital Markets Foundation 9.9
    • Installation changes in 9.9
  •  What's New in Capital Markets Foundation 5.3
    • Performance improvements due to extra parameter handling changes
    • MATLAB plug-in moved
    • Migrating to CMF 5.3
    • Miscellaneous enhancements and changes
  •  What's New in Capital Markets Foundation 5.2
    • ATA now installed in APAMA_WORK directory
    • CMF installation script now sets up Apama Studio environment
    • CMF now uses channels internally
    • CMF can now use Universal Messaging
    • MDA protocol and library improvements
    • New helper events for creating DataViews
    • Features removed
  •  What's New in Capital Markets Foundation 5.1.1
    • CMF 5.1.1 requires Apama 5.1.1
    • New risk firewall features
    • New position service framework features
    • New CMF position service code samples
    • New currency converter service
    • Deprecated bundle
  •  What's New in Capital Markets Foundation 5.1
    • New risk firewall architecture
    • New utility interfaces
    • New session management interfaces
    • New market data subscribers
    • Machine readable news datastream added
    • Deprecated features
    • Removed features
•  Capital Markets Foundation
  •  Introduction to CMF
    • Introduction to CMF components
    • Using CMF components
  •  Session Management
    • Understanding sessions
    •  Connecting to sessions
      • Sample code for using factory to connect
      • Sample code for using handler to connect
    •  Setting session callbacks
      • Sample code for specifying callback when using handler to connect
      • Sample code for adding session connection callbacks
    • Setting session parameters
    • Overriding default error handling for sessions
    • Disconnecting from sessions
  •  Market Data Management
    • Overview of using MDA
    • Basic example of working with market data
    •  Market data subscribers
      • Understanding subscribers
      •  Subscribing to market data
        •  Subscription examples
          • Sample code for using factory to subscribe
          • Sample code for using subscriber object to subscribe
          • Sample code for using multiple contexts to receive market data
          • Sample code for subscribing to multiple symbols
          • Sample code using same session to subscribe to multiple data types
        • Subscribing to news
      •  Setting subscription callbacks
        • Specifying update callbacks when you subscribe
        • Adding callbacks to subscriber objects
        • Sample code for specifying callback when using factory to subscribe
        • Sample code for specifying callback when using handler to subscribe
        • Sample code for adding update callbacks to subscriptions
        • Sample code for adding update callback between subscriptions
        • Sample code for setting subscription callback
        • Sample code for subscription update callback invoked in a connection callback
      • Setting subscription parameters
      • Accessing extra parameters
      • Overriding default error handling for subscriptions
      • Unsubscribing from market data
    •  Synthetic datasources
      • Market data aggregator
      •  Forward to Spot Convertor
        • Forward to Spot Convertor parameters
        • Calculations
        • Creating a market data manager
        • Set up data listeners
        • Defining the connection parameters
        • Connecting to a datastream
        • Disconnecting from a datastream
      •  Price spreader/skewer
        • Spread/skew configuration
        • Calculating spread and skew prices
        • Price spreader example
        • Defining the connection parameters
        • Connecting to a spreader
        • Disconnecting from a spreader
      •  Foreign Exchange cross rate service
        • Cross rate service configuration
        • Cross rate calculations
        • Creating an instance of the cross rate service
        • Connecting to the cross rate service
    •  Using MDA with legacy market data components
      • Creating a Market Data Bridge
      • Session configuration
      • Market Data Bridge extension interface
      • The legacy application bridge
    •  Using low-level MDA interfaces
      •  Introduction to use of low-level MDA interfaces
        • Self-describing datasources
        • Processing data close to the source
      • Starting a session
      • Creating a market data manager
      • Connecting to a datastream
      • Connecting to a quotebook datastream
      • Specifying control parameters
      • Standard control parameters
      • Accessing datastream information
      • Accessing quotebook datastream information
      • Disconnecting from a datastream
      • Stopping a session
      • Precautions when spawning to contexts
  •  Order Management
    • Order state containers
    • Exchange simulation platform
    •  Risk firewall
      •  Understanding risk firewalls
        • Risk firewall components
        • Slice filters for risk firewall rules
        • Overview of steps for using a risk firewall
        • Basic example of using a risk firewall
      •  Creating risk firewalls
        • Sample code for creating risk firewall
        • Sample code for creating risk firewall and specifying a callback
        • Deleting risk firewalls
      •  Connecting to risk firewalls
        • Sample code for connecting to risk firewall
        • Sample code for connecting to risk firewall and specifying callback
        • Disconnecting from risk firewall
      •  Configuring risk firewall factories
        • Setting risk firewall factory parameters
        • Overriding default error handling for risk firewall factories
      •  Configuring risk firewall instances
        • Setting risk firewall query response callbacks
        • Setting risk firewall lock callbacks
        • Configuring risk firewall behavior for rejected orders
        • Setting risk firewall parameters
        • Default settings for risk firewall configuration parameters
        • Descriptions of risk firewall configuration parameters
        • Overriding default error handling for risk firewalls
        • Descriptions of DataViews exposed by risk firewalls
      •  Setting up risk firewall evaluation rules
        • Registering rule classes with a risk firewall
        •  Descriptions of default rule classes
          • About the ClientCreditLimitRiskFirewallRule
          • About the OrderOperationRatioRiskFirewallRule
          • About the OrderPriceLimitRiskFirewallRule
          • About the OrderQuantityLimitRiskFirewallRule
          • About the OrderThrottleLimitRiskFirewallRule
          • About the OrderToTradeRatioLimitRiskFirewallRule
          • About the OrderValueLimitRiskFirewallRule
          • About the PositionLimitRiskFirewallRule
          • About the ReservationEnforcerRiskFirewallRule
        • Adding rule instances to rule classes
        • Examples of slice filters for rule class instances
        • Sample code for registering rule class and adding rule class instances
        • Sample code for registering rule class and specifying callback
        • Setting rule class priority
        • Obtaining information about registered rule classes and rule instances
        • Modifying rule instances
        • Removing rule instances
      • Persisting rule class instances
      • Unlocking and locking risk firewalls
      •  Sending orders into a risk firewall
        • Sample code for using OrderSender
        • Setting order update callbacks
        • Modifying orders
        • Cancelling orders
        • Measuring order handling performance in the risk firewall
      •  Receiving approved orders from a risk firewall
        • Setting accepted-order callbacks
        • Setting accepted-amended-order callbacks
        • Setting accepted-cancelled-order callbacks
      • Handling orders rejected by a risk firewall
      • Processing order updates
      • Considerations when implementing multiple firewalls
      • Sample code for creating risk firewalls in multiple monitors
      •  Implementing custom risk firewall rule classes
        • Introduction to custom rule class implementation
        • General steps for implementing custom rule class
        • Sample code for implementing custom rule class
        • How a risk firewall queries rule classes
      • Configuring a risk firewall to support the legacy order event interface firewall
    •  Smart Order Router
      • Creating a strategy instance
      • Creating orders for the strategy
      • Overriding the processing of child orders
      • Amending or cancelling the parent order
      • Stopping the strategy
    • Order bridging services
    •  Trade reporting services
      • Trade gateway
      • Trade extractor service
  •  Analytics
    •  Using the position service framework
      • Position service framework architecture
      • Overview of using the position service framework
      • Defining slices that identify positions to be tracked
      • Working with Position events
      •  Creating and using position service interfaces
        •  Managing subscriptions
          • Obtaining subscription information
        •  Managing position trackers
          • Updating positions being tracked
        • Managing the position service framework
      •  Using default position trackers
        • Configuring default tracker subscriptions
        • Creating and subscribing to the open position tracker
        • Creating and subscribing to the pending position tracker
        • Creating and subscribing to the reserved position tracker
        • Creating and subscribing to the realized profit and loss tracker
        • Implementing independent default position trackers
      •  Implementing custom position trackers
        • Steps for implementing a custom position tracker
        • Actions custom trackers must implement
        • Registering custom position trackers
        • Actions custom trackers use to manage positions
        • Sample code for implementing a custom position tracker
      • Position service framework and persistence
    •  Creating and configuring a currency converter
      • Overview of using a currency converter
      • Creating a currency calculation extension
      • Creating a currency converter
      • Connecting to a currency converter
      •  Default settings for currency converter parameters
        • Descriptions of currency converter parameters
        • About cross currencies
      •  Configuring a currency converter factory
        • Setting currency converter factory parameters
        • Overriding default error handling for currency converter factories
      •  Configuring currency converter instances
        • Setting currency converter instance parameters
        • Adding update callbacks to currency converters
        • Overriding default error handling for currency converters
        • Setting symbol values in the currency converter cache
      • Getting values from the currency converter
  •  Utilities
    •  Service Framework
      • ServiceInterface examples
    •  Configuration Service
      • Configuration service initialization
      • Creating a configuration store
      • Adding rows to a configuration table
      • Retrieving rows from a configuration table
    • General Util bundle
    • Status publisher
    • Transaction components
    • User session services
    • Adapter bridging bundle
    • Adapter status bridge service
    • DataView manager
    • Helper events for creating DataViews
  •  Samples
    • Installing and running samples
    •  Adapter Support Bundle samples
      • Basic market data sample
      • Order Manager sample
      • Multi-Leg Order Manager sample
      • Configuration Service
    •  General CMF samples
      • Advanced market data sample
      • Market Monitor
      • Market Simulation
      • Order Blotter
      • OrderState Container
      • Simple OMS
      • SOR sample
      • Trading Algorithms
  •  Legacy Finance Interfaces
    • Understanding event protocols
    •  The actors in com.apama.oms
      • The events in com.apama.oms
      • Temporal rules
      • Authority rules
      • Cardinality rules
      • Value constraint rules
      • Connection failure handling in order receivers
      • Test cases for order receivers
    •  Market data package overview
      • Market data actors
      • Market data events
      • Market data publisher error handling
      • Adapter status
      • Authority rules
      • Cardinality rules
      • Temporal rules
      • Value constraint rules
      • Test cases for market data publishers
  •  Legacy Market Data Management
    • Market data gateway service
    • Market data bridging service
    • Market data publisher components
    • Depth and tick DataViews
• API Reference for EPL (ApamaDoc)
• API Reference for C++ (Doxygen)
• Copyright

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