Parameter | Type | Default value | Mandatory | Description |
legSymbols | sequence <string> | None | Yes | Specifies the set of underlying legs to use for calculating the synthetic cross rate. Only two legs are supported for the calculation. |
legSessions | sequence <integer> | None | Yes | Specifies the set of sessions for the underlying legs to use for calculating the synthetic cross rate. This must exactly match the legSymbols sequence, even if the SessionIds are the same for all legs. Only two legs are supported for the calculations. |
maxQuantityLimit | integer | None | No | Specifies the maximum quantity to publish on both sides of the calculated synthetic cross rate. Note that this published quantity will include all available quantity at a particular price level of the calculated synthetic cross rate, rather than truncating it to the specified limit. The specified limit is inclusive of the quantity to publish. |
maxLevelsLimit | integer | None | No | Specifies the maximum number of levels to publish on both sides of the calculated synthetic cross rate. The specified limit is inclusive of the number of levels to publish. |
LegParams_x | string | None | No | Specifies a stringified com.apama.session. CtrlParams object for the underlying leg connection, where x is a zero-based index into the sequence of legs to use for the synthetic cross rate calculation. |
enableTimestamps | boolean | false | No | Specifies that timestamps will be recorded on receipt of the underlying leg data and at the point of publication, and will be added to the __timestamps parameter of the event being published. This is useful for performance testing, but it does add a small overhead caused by the extra calls to getMicroTime() in the time manager plug-in. |