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

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Question by Reinhold.Blank · May 18, 2018 at 05:23 AM · ema ADH ATS post ema ats

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

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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Answer 1 · 2018-05-18T06:26:34Z

REFINITIV

Best Answer

Answer by jirapongse.phuriphanvichai · May 18, 2018 at 06:26 AM

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

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