About The Samples

This sample demonstrates using the EBS Trading Components handlers to connect to and perform operations at that venue.

Setup

The EBSMarketData.cfg and EBSExecution.cfg files must be edited to include the correct credentials and logging information required to connect to the venue.

Please contact your venue support for them to give you these credentials and network connection information. Some information you will likely need:

  1. SenderCompID

  2. TargetCompID

  3. SocketConnectHost

  4. SocketConnectPort

  5. Username

  6. Password

The EBSInitialSubscriptions.txt file is used to determine the initial market data requests to be sent to the venue. Review this file to see what requests will be made when running the samples.

Running The Market Data Sample in StreamBase Studio

  1. In the Package Explorer, double-click to open the MarketData.sbapp. Make sure the application is the currently active tab in the EventFlow Editor.

  2. Click the image Run button. This opens the SB Test/Debug perspective and starts the application.

  3. In the Application Output view, observe tuples emitted on the VenueStatus stream which gives details about the connection.

  4. In the Application Output view, observe tuples emitted on the TopOfBook and DepthOfBook output streams which is the market data being received.

  5. Select the tuple emitted from the DepthOfBook stream, then use the triangles next to the data fields displayed to analyse and understand their structure.

  6. A market data command SUB_CMD_UNSUBSCRIBE will automatically be sent to the venue after ${UnsubscribeAfterXQuotes} TopOfBook quotes are received which is defaulted to 10.

  7. Press F9 or click the image Stop Running Application button.

Running The Order Samples in StreamBase Studio

  1. In the Package Explorer, double-click to open the Order.sbapp. Make sure the application is the currently active tab in the EventFlow Editor.

  2. Click the image Run button. This opens the SB Test/Debug perspective and starts the application.

  3. In the Application Output view, observe tuples emitted on the VenueStatus stream which gives details about the connection.

  4. In the Application Output view, observe tuples emitted on the TopOfBook which after the first tuple will trigger an order to be placed.

  5. In the Application Output view, observe tuples emitted on the SentOrders stream which gives details about the order being sent to the venue.

  6. Select the tuple emitted from the ExecutionReport stream, then use the triangles next to the data fields displayed to analyse and understand their structure.

  7. Press F9 or click the image Stop Running Application button.