About The Samples
This sample demonstrates using the CitiFX Options Trading Components handlers to connect to and perform operations at that venue.
Setup
The CitiFXOptionsMarketData.cfg
file 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:
-
SenderCompID
-
TargetCompID
-
OnBehalfOfCompID
-
SenderSubID
-
Account
-
Password
-
SocketConnectHost
-
SocketConnectPort
The CitiFXOptionsInitialSubscriptions.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
-
In the Package Explorer, double-click to open the
MarketData.sbapp
. Make sure the application is the currently active tab in the EventFlow Editor. -
Click the
Run button. This opens the SB Test/Debug perspective and starts the application.
-
In the Application Output view, observe tuples emitted on the
VenueStatus
stream which gives details about the connection. -
In the Application Output view, observe tuples emitted on the
TopOfBook
andDepthOfBook
output streams which is the market data being received. -
Select the tuple emitted from the
DepthOfBook
stream, then use the triangles next to the data fields displayed to analyse and understand their structure. This venue contains extra information for options data in theBids
andAsks
sub fields calledOptionsExtendedData
. -
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. -
Press F9 or click the
Stop Running Application button.