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Document ID: PAF-CMF-107-20201015 Table of Contents About this Guide........................................................................................................................................5 Online Information and Support.....................................................................................................6 Data Protection...................................................................................................................................7 1 Introduction to CMF...............................................................................................................................9 Introduction to CMF components..................................................................................................10 Using CMF components..................................................................................................................10 2 Session Management............................................................................................................................11 Understanding sessions...................................................................................................................12 Connecting to sessions.....................................................................................................................13 Setting session callbacks..................................................................................................................14 Setting session parameters..............................................................................................................16 Overriding default error handling for sessions...........................................................................17 Disconnecting from sessions...........................................................................................................18 3 Market Data Management...................................................................................................................19 Overview of using MDA.................................................................................................................20 Basic example of working with market data................................................................................20 Market data subscribers..................................................................................................................21 Synthetic datasources.......................................................................................................................42 Using MDA with legacy market data components.....................................................................68 Using low-level MDA interfaces....................................................................................................73 4 Order Management...............................................................................................................................85 Order state containers......................................................................................................................86 Exchange simulation platform.......................................................................................................89 Risk firewall.......................................................................................................................................90 Smart Order Router........................................................................................................................175 Order bridging services.................................................................................................................178 Trade reporting services................................................................................................................179 5 Analytics...............................................................................................................................................181 Using the position service framework.........................................................................................182 Creating and configuring a currency converter.........................................................................216 6 Utilities..................................................................................................................................................233 Service Framework.........................................................................................................................234 Configuration Service....................................................................................................................237 General Util bundle........................................................................................................................241 Status publisher..............................................................................................................................241 Transaction components................................................................................................................241 Apama Capital Markets Foundation 10.7 iii Table of Contents User session services......................................................................................................................241 Adapter bridging bundle..............................................................................................................241 Adapter status bridge service.......................................................................................................243 DataView manager.........................................................................................................................243 Helper events for creating DataViews.........................................................................................245 A Samples................................................................................................................................................249 Installing and running samples....................................................................................................250 Adapter Support Bundle samples................................................................................................251 General CMF samples....................................................................................................................269 B Legacy Finance Interfaces.................................................................................................................275 Understanding event protocols....................................................................................................276 The actors in com.apama.oms......................................................................................................277 Market data package overview....................................................................................................288 C Legacy Market Data Management..................................................................................................297 Market data gateway service........................................................................................................298 Market data bridging service........................................................................................................299 Market data publisher components.............................................................................................300 Depth and tick DataViews............................................................................................................301 iv Apama Capital Markets Foundation 10.7 About this Guide ■ Online Information and Support ...................................................................................... 6 ■ Data