Use the working examples provided with the adapter to learn how to subscribe to real-time market data and publish data to the Event Stream Processor.
The scripts provided with the examples do not require a network connection.
Example: Using File Connectors
Use file connectors to read Quote messages from a file, and publish them to the Event Stream Processor. If the value of the OfferPx field is less than 30.0, write a NewOrderSingle message to another file.
Example: Using Client Socket Connectors
Use client socket connectors to read Quote messages from a server socket, and publish them to the Event Stream Processor. If the value of the OfferPx field is less than 30.0, the adapter writes a NewOrderSingle message to another server socket.
Example: Using Server Socket Connectors
Use server socket connectors to read Quote messages from two client sockets, and publish them to the Event Stream Processor. If the value of the OfferPx field is less than 30.0, the FIX adapter writes a NewOrderSingle message to the a third client socket.
Example: Using All In One
Engage in a two-way FIX session with counterparty A, and in a one-way FIX session with counterparty B. If the value of the OfferPx field is less than 30.0, the FIX adapter sends a NewOrderSingle message back to counterparty A and copies it to a file.