public class MamdaMultiPartTicker
extends java.lang.Object
Example program illustrating the use of MAMDA with multi participant group
subscriptions.
In this example, we create one ComboTicker for *each* of the
individual participants and consolidated member of the
MamdaMultiParticipantManager (i.e., one each for the BBO and each
participant). (The same instance could be used for all. However, a separate
MamdaMsglistener instance must be used for each.)
If the developer only wanted a subset of these members, then those
could be selected in his/her implementation of
MamdaMultiParticipantManager. Similarly, the developer may not
want to create listeners for both trades and quotes for each
participant.
Note: if trades are reported, they will be reported twice: once
for the participant and once for the consolidated. Depending upon
exchange and oversight rules, there may be differences between
the trade reports for a participant versus the same report for
the consolidated. For example, by certain rules, a trade may
qualify to update the official last price for an exchange but not
the consolidated last price. The aggregate volume traded will, of
course, be different for each participant and the consolidated.