Contents
This sample demonstrates using the FXSpotStream Trading Components handlers to connect to and perform operations at that venue.
The FXSpotStreamInitialSubscriptions.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.
This sample comes with a very basic FIX emulator for the venue. The emulator will simulate market data and execution with random prices. The market data and execution prices are linked so when performing orders you will see prices which are reflected by the quotes.
-
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.
-
In the Package Explorer, double-click to open the
PerformOrder.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
andExecVenueStatus
streams which gives details about the connection. -
In the Application Output view, observe tuples emitted on the
SentOrders
stream which will show the orders 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.
In StreamBase Studio, import this sample with the following steps:
-
From the top menu, select
→ . -
Select
FXSpotStream sample
from the Trading Components category. -
Click OK.
StreamBase Studio creates a single project containing the sample files.
When you load the sample into StreamBase Studio, Studio copies the sample project's files to your Studio workspace, which is normally part of your home directory, with full access rights.
Important
Load this sample in StreamBase Studio, and thereafter use the Studio workspace copy of the sample to run and test it, even when running from the command prompt.
Using the workspace copy of the sample avoids the permission problems that can occur when trying to work with the initially installed location of the sample. The default workspace location for this sample is:
studio-workspace
/sample_Frameworks_TradingComponents_fxspotstream
See Default Installation
Directories for the location of studio-workspace
on your system.
In the default TIBCO StreamBase installation, this sample's files are initially installed in:
streambase-install-dir
/sample/Frameworks/TradingComponents/fxspotstream
See Default Installation
Directories for the location of streambase-install-dir
on your system. This location
may require administrator privileges for write access, depending on your platform.