How could a consumer recognize, if a source is a ATS?

Reinhold.Blank
Reinhold.Blank Explorer
in EMA

Hi,

I'am developing a high level API based on EMA C++ Consumer, to substitute SSL-COM in our .NET based Inhouse-Applications.

In this case , I'm looking for a general solution to recognize on consumer side, if a enumerated source from source directory is a ATS or just a cash-based source in a ADH, because the post messsages distinguishes therefore.

Suggestions are wellcome

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Best Answer

  • Jirapongse
    Jirapongse ✭✭✭✭✭
    Answer ✓

    ATS support yield curve domain so the capabilities list in its source directory will contain yield curve domain (22) and the value of vendor is DTS.

    Name: Vendor DataType: Ascii Value: DTS
    Name: IsSource DataType: UInt Value: 1
    Name: Capabilities DataType: OmmArray Value:
    DataType: UInt Value: 5
    DataType: UInt Value: 6
    DataType: UInt Value: 10
    DataType: UInt Value: 22

    The cache-based ADH service should not have this.

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