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:
-
SenderCompID
-
TargetCompID
-
SocketConnectHost
-
SocketConnectPort
-
Username
-
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
-
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. -
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.
Running The Order Samples in StreamBase Studio
-
In the Package Explorer, double-click to open the
Order.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
which after the first tuple will trigger an order to be placed. -
In the Application Output view, observe tuples emitted on the
SentOrders
stream which gives details about the order being sent to the venue. -
Select the tuple emitted from the
ExecutionReport
stream, then use the triangles next to the data fields displayed to analyse and understand their structure. -
Press F9 or click the
Stop Running Application button.