Input Adapter Configuration

Configure an input adapter to push data from the Reuters Market Data Service (RMDS) to Event Stream Processor.

Before configuring an input adapter, decide what data you need and how you want to set up your system.

• Data Decisions
  Decide how the incoming Reuters data fits into the project.
• Administrative Decisions
  You have several administrative decisions to make in regards to the project.
• Input Adapter Map File
  The map file configures the interface between the Reuters OMM adapter and Event Stream Processor. It specifies which source streams receive data from RMDS via the adapter, and it maps specific RMDS Field Identifiers (FIDs) to specific columns in that source stream.
• Data Structures
  Data structures have three important structural aspects: data columns, datatypes, and key values.
• Incoming RMDS Data
  When the adapter subscribes to RMDS for a certain RIC, RMDS first sends an initial image containing all available market data for that RIC. After that, RMDS sends an update only when any values for a subscribed RIC change.
• Market Data Field Mapping
  Map each column in the target Event Stream Processor stream to a Reuters FID or a "pseudofield."
• Reuters Instrument Code Mapping
  The identifier of each incoming RMDS update is the Reuters Instrument Code (RIC).
• Matching the Stream's Key
  The adapter map file must configure the adapter so that every update sent to the Event Stream Processor stream includes a field or combination of fields that conform to the unique key defined for that stream. To make this more flexible, the adapter configuration mechanism supports "pseudofields."
• Getting Stream Information from the Project
  Gather the necessary information about the Reuters stream.
• Creating the Input Map File
  Use the procedure in the sample adapter map files provided in the examples subdirectory to create your own adapter map file.
• Running the Input Adapter
  Run the Reuters OMM input adapter once you have configured it.
• Testing the Adapter
  If the adapter is not working as expected, you can perform a quick sanity check by executing the esp_rmdsomm command and verifying whether the adapter is sending Reuters market data to Event Stream Processor.
• Multiple RICs
  When configuring an input adapter, specify multiple RICs if you are interested in more than one symbol.
• Performance Tuning
  There are several attributes you can use to fine-tune performance in an input adapter.