Front Arena Glossary

Front Arena Your Intelligent Engine

Front Arena Glossary PRIME 2019.4

Refer to the Front Arena Knowledgebase for a complete list of valid releases.

FCA1249-21

January 2020

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Front Arena Glossary (FCA1249-21)

ACM – AEF 3 of 22

ACM

ARENA Class Model

The ACM provides the conceptual framework for PRIME clients. It’s published classes and

methods are available to ARENA Dataflow Language (ADFL), Python (through the ACM

module), and COM programmers. A subset of the ACM maps to a number of ARENA Data

Model (ADM) tables and columns.

Refer to Developer Guide: AEF Python (FCA2831)

ADFL

ARENA Data Flow Language

The ADFL creates calculated values and works in close association with the ARENA Class

Model (ACM).

Refer to Developer Guide: ARENA Data Flow Language (FCA1559)

ADM

ARENA Data Model

The ADM is a representation of tables, fields, and relationships in the ADM Database. It is

referenced by the PRIME client. It is also a component that provides the SQL scripts that define

(1).

Refer to Reference: ADM (FCA4384)

ADM Database

The ADM Database is the main database in Front Arena. It is used by PRIME, which interacts

with the database through the ARENA Data Server (ADS).

ADS

ARENA Data Server

The ADS provides database services for the PRIME client. It connects to the ADM Database.

Refer to

Installation: ADS Windows (FCA1328)

Installation: ADS Linux (FCA1265)

Installation: Multiple ADS Solutions (FCA3483)

System Administration: ADS Windows (FCA1327)

System Administration: ADS Linux (FCA1264)

User Guide: ADS Audit Tool (FCA1012)

AEF

ARENA Extension Framework

AEF is an umbrella term used to describe all means of extending Front Arena. AEF is tightly

linked to, for example, ACM, ADFL, and AEL.

There are many documents related to AEF. For an overview refer to Overview: ARENA

Extension Framework (FCA2736).


AEL – AFG-AMB-PrePacks 4 of 22

AEL

ARENA Extension Language

AEL provides a flexible, easy-to-use programming interface that enables you to extend and

modify the functionality of Front Arena to suit your individual needs. AEL is based on Python.

AEL also provides an interface between Python and the ARENA Class Model (ACM), giving you

access to several hundred methods and functions. AEL is included under the AEF umbrella.

Refer to

Developer Guide: AMBA Integration (FCA1483)

System Administration: AMBA (FCA1133)

User Guide: ARENA Extract (FCA1011)

AFG

ARENA Financial Information Exchange Gateway

The AFG is a generic component that allows quick deployment of any TNP client functionality

over FIX. It is similar to the TNP-SDK through FIX. The AFG does not implement any business

functionality; rather, it is a core component that will load functional packages where the

implementation lies during runtime.

Refer to System Administration: ARENA Fix Gateway (FCA4157)

AFG-PrePacks

ARENA Financial Information Exchange Gateway-PrePacks

A PrePack is a set of ready-made customization files that can easily be applied to an AFG.

These files provide support for integration towards a specific broker or network.

AFG_AMB

ARENA FIX Gateway to Arena Message Broker

The ARENA Fix Gateway to Arena Message Broker (AFG_AMB) is a generalisation on FIX

connectivity to the ADS through the AMB server component.

Refer to System Administration: ARENA FIX Gateway AMB (FCA4740)

AFG-AMB-PrePacks

ARENA Financial Information Exchange Gateway-AMB-PrePacks

AFG-AMB-PrePacks is a suite of supported PrePacks for FIX inbound trades/fills.

Refer to

Installation: 360T Prepack (FCA4927)

Installation: Bloomberg FXGO Prepack (FCA4837)

Installation: EBS Prepack (FCA4928)

Installation: Bloomberg TradeBook Prepack (FCA4835)

Installation: Bloomberg VCON FIT Prepack (FCA4836)

Installation: Bloomberg-CNF Prepack (4933)

Installation: Tradair Prepack (FCA4918)

Installation: Integral Prepack (FCA4935)

Installation: Autobahn Prepack (4934)

Installation: RealTick Prepack (4930)

Installation: Trading-Screen Prepack (4932)

Installation: FXall Prepack (FCA4929)


AFpMLi (FpML) – AMAS 5 of 22

AFpMLi (FpML)

Arena Financial products Markup Language interface

AFpMLi is used to import deals into Front Arena from FpML files and to export Front Arena

deals to FpML messages. AFpMLi serves regulatory reporting, internal reporting, and cross

system deal messaging needs.

AIF

ARENA Integration Framework

AIF is an umbrella term used to describe all means of integrating Front Arena.

Refer to Overview: FIX toolkit (FCA2797)

AIF for FIX

ARENA Integration Framework for Financial Information Exchange

AIF for FIX is a collective term for describing the ARENA Market Access Server (AMAS) FIX

Toolkit and the ARENA Trading Gateway (ATG) FIX Toolkit including training, certification,

simulators, and documentation.


AIMS

ARENA Internal Market Server

The AIMS has the double function of being an order repository/container and internal

market/exchange.

Refer to System Administration: AIMS (FCA1238)

AMAS

ARENA Market Access Server

In Front Arena, access to electronic exchanges is accomplished with an ARENA Market Access

Server (AMAS). An AMAS provides database services for the OMNI and PRIME clients. One

AMAS component is installed for every electronic exchange. AMAS offers a common interface

for access to all electronic exchanges. This allows client applications to stay unchanged when

access to additional exchanges is added to an installation. AMAS has the capability to send

orders and quotes and receive trades, market prices, instrument definitions, and so on to and

from an exchange. An AMAS consists of a market server (MSRV) and a market interface

(MIEurex, MIXetra, and so on).

Refer to

System Administration: AMAS-Xetra (1099)

System Administration: AMAS-OMXD (1804)

System Administration: AMAS-Contribution (3922)

System Administration: AMAS-Chi-X (4137)

System Administration: AMAS-SWXess (4158)

System Administration: AMAS-INET Nordic (4343)

System Administration: AMAS-Oslo Derivatives (4412)


AMAS-APABATS – AMAS-APATRAX 6 of 22

System Administration: AMAS-Global Trading (4544)

System Administration: AMAS-Turquoise Millennium (4554)

System Administration: AMAS-Genium (4558)

System Administration: AMAS-JSE Millennium (4646)

System Administration: AMAS-Oslo Cash Millennium (4653)

System Administration: AMAS-QuantHouse (4724)

System Administration: AMAS-Eurex T7 (4754)

System Administration: AMAS-SGN (4773)

System Administration: AMAS-ERIN (4822)

System Administration: AMAS-BIST (4843)

System Administration: AMAS-RFQ CATS (4866)

System Administration: AMAS-Xetra T7 (4900)

System Administration: AMAS-IDEM AND AMAS-Oslo Derivatives (4961)

System Administration: AMAS-APANEX (4962)

System Administration: AMAS-ADX (4969)

System Administration: AMAS-BIT (4994)

System Administration: AMAS-BloombergMAP (4981)

System Administration: AMAS-CEUX (4989)

AMAS-APABATS

AMAS-APABATS is the trade reporting solution to BATS for MiFID II compliance. AMAS-

APABATS allows post-trade and re-trade reporting functionality from AIMS. BATS Global

Markets (a CBOE company) offer Post-Trade Reporting through TRF (Trade Reporting Facility)

and Quote publish service through SIS (Systematic Internalizer Service). AMAS-APABATS

connects to both these environments.

Refer to System Administration: AMAS-APABATS (FCA4942)

AMAS-APADB

The AMAS-APADB is used to connect Deutsche Boerse (DB) APA service for Pre- and Post-

trade MiFID II reporting.

Refer to System Administration: AMAS-APADB (FCA4920)

AMAS-APATE

The AMAS-APATE is used to connect TradeEcho (TE) APA service for Pre-trade and SRR

service for Post-trade MiFID II reporting.

Refer to System Administration: AMAS-APATE (FCA4940)

AMAS-APATRAX

The AMAS-APATRAX is used to connect TRAX APA service for Post-trade MiFID II reporting.

Refer to System Administration: AMAS-APATRAX (FCA4941)


AMAS-FIX Toolkit – AMB 7 of 22

AMAS-FIX Toolkit

ARENA Market Access Server-Financial Information Exchange Toolkit

This is a FIX-based AMAS that can be customised to the standard FIX message specifications,

as well as documentation for FIX technologists intending to integrate Front Arena with another

system using the FIX protocol.

Refer to

Reference: AMAS-FIX Protocol Description (FCA3106)

System Administration: AMAS-FIX for AMAS-FIX Toolkit2 (FCA4470)

Migration: AMAS-FIX Toolkit to AMAS-FIX Toolkit2 (FCA4533)

AMAS-FIX Toolkit2-PrePacks

ARENA Market Access Server-FIX Toolkit 2-PrePacks

A PrePack is a set of ready-made customization files that can easily be applied to an AMAS-FIX

Toolkit. These files provide support for integration towards a specific broker or network. Many of

the PrePacks make use of FIX ATDL to enable the user to enter instructions on how to execute

orders according to an algorithm specified by the broker.

Refer to

Installation: Bloomberg MAP Prepack (FCA4917)

Installation: Bloomberg ORP Prepack (FCA4901)

Installation: Bloomberg TSOX Prepack (FCA4876)

Installation: FlexTrade Prepack (FCA4878)

Installation: FXall Prepack (FCA4877)

AMAS-RFQ

AMAS-RFQ CATS, AMAS-RFQ TW, AMAS-RFQ MA, AMAS-RFQ BBG, and AMAS-RFQ FB

are used to connect Front Arena to Cats, TradeWeb (TW), MarketAxess (MA), Bloomberg Fixed

Income Trading (BBG), and Fixbook (FB), respectively. These components contribute prices

and can answer requests for quotes.

For AMAS-RFQ CATS the contribution to Cats can be done to Cats-Is or to the Euwax DQI

interface, or both. Trade negotiation is done over the FIX interface.

For AMAS-RFQ BBG the contribution of prices can either be done over AEP (Bloomberg

Appliance), or the FIX MPF interface. Trade negotiation is done via AEP.

For AMAS-RFQ TW and AMAS-RFQ MA, both the contribution and trade negotiation are done

over the FIX interface.

Refer to

System Administration: AMAS-RFQ CATS (FCA4866)

System Administration: AMAS-RFQ MA (FCA4903)

System Administration: AMAS-RFQ (FCA4723)

AMB

ARENA Message Broker

AMB is Front Arena's middleware for application-to-application messaging. AMB is a message

broker that allows decoupling of senders and receivers in the Front Arena system. It is used by

the Front Arena components to relay information between one another according to the

established work flows. Customers can connect to the message broker as well and process

information or generate new messages. See also section about the TAB component.


AMB SDK – AMQBridge 8 of 22

Refer to

Installation: AMB Linux (FCA1287)

Installation: AMB Windows (FCA1387)

Overview: AMB (FCA1130)

System Administration: AMB Windows (FCA1388)

System Administration: AMB Linux (FCA1131)

AMB SDK

ARENA Message Broker Software Development Kit

The AMB SDK includes files and libraries to build an interface (adapter) to AMB.

Refer to Developer Guide: AMB SDK (FCA1132)

AMBA

ARENA Message Broker Adapter

The AMBA is the main adapter within Front Arena. It connects the ARENA Message Broker

(AMB) with the ARENA Data Server (ADS). See also section about the TAB component.

Refer to

Developer Guide: AMBA Integration (FCA1483)

Installation: AMBA Windows (FCA1502)

Installation: AMBA Linux (FCA1289)

System Administration: AMBA (FCA1132)

AMBAbridge

ARENA Message Broker Adapter Bridge

The AMBAbridge is a component that allows integration of Front Arena 2.X systems and Front

Arena 4.X systems. Front Arena users sometimes need to combine one ARENA Data Server

(ADS) with another that is partly (but not fully) synchronized. Using the AMBAbridge for this can

reduce costs, speed processes, and eliminate opportunities for errors due to the manual

handling of data.

AMPH

ARENA Market Price Handler

The AMPH handles market prices from the exchanges through the ARENA Market Access

Server (AMAS) into the ARENA Data Server (ADS).

Refer to

Installation: AMPH (FCA1376)

System Administration: AMPH (FCA1375)

AMQBridge

ARENA Message Queue Bridge

AMQBridge is a two-way bridge that provides real-time and guaranteed message delivery

between Front Arena and the IBM WebSphere MQ Series message bus. AMQBridge is used to

transport messages from MQ to the AMB and vice versa, thus avoiding dependencies on

components and tools other than on those used for messaging itself.


AMS – AMS Settlement Service 9 of 22

AMS

ARENA Market Server

AMS is a generic name for ARENA Internal Market Server (AIMS), ARENA Market Access

Server (AMAS), ARENA Market Server Archive (AMSA), and ARENA Market Server

Concentrator (AMSC) components.

Refer to

Installation: AMS Setup and Configuration (FCA1725)

Overview: Introducing AMS Components (FCA1318)

System Administration: AMS Configuration Reference (FCA1192)

System Administration: AMS Maintenance (FCA1189)

System Administration: AMS Maintenance Tools (FCA1319)

System Administration: AMS Permissions (FCA1190)

AMS Account Service

ARENA Market Server Account Service

AMS Account Service is a plug-in to the ARENA Market Server (AMS) that imports portfolios or

parties as Transaction Network Protocol (TNP) accounts to the AMS. With AMS Account

Service, it is also possible to import TNP accounts from an XML file.

Refer to

User Guide: TNP Account Service (FCA4174)

System Administration: TNP Account Service (FCA4175)

AMS Charge Service

ARENA Market Server Charge Service

AMS Charge Service is a plug-in to the ARENA Market Server (AMS) that caches charges set

up in the ARENA Data Server (ADS) and applies them to AMS sales orders.

Refer to

User Guide: TNP Charge Service (FCA4095)

System Administration: TNP Charge Service (FCA4101)

AMS Extract

ARENA Market Server Extract

AMS Extract is a command line tool for extracting database information to an XML format.

Refer to User Guide: AMS Extract Tool (FCA3947)

AMS Management

ARENA Market Server Management

AMS Management is a tool to monitor, start, and stop AMS services. AMS Management also

has several plug-ins for configuring various part of the ARENA Market Server (AMS), for

example, Account Manager, Order Book Manager, and Rule Editor.

Refer to User Guide: AMS Management (FCA4520)

AMS Settlement Service

ARENA Market Server Settlement Service


AMSA – APH 10 of 22

AMS Settlement Service is a plug-in to the ARENA Market Server (AMS) that calculates the

settlement date for deals based on calendar data in the ARENA Data Server (ADS).

Refer to System Administration: Settlement Date Service (FCA4378)

AMSA

ARENA Market Server Archive

The AMSA is a database for long term (several years) archiving of orders and deals within Front

Arena (ARENA Internal Market Server or ARENA Market Access Server), archiving functionality

for an internal market or an external market respectively.

Note: AMSA 6.7.1 is the last release of AMSA. The AMSA component is replaced by the

RAMSA component.

AMSC

ARENA Market Server Concentrator

An AMSC relieves an ARENA Internal Market Server (AIMS) or ARENA Market Access Server

(AMAS) from sending updates to many clients. An update is sent once to the concentrator,

which in turn distributes it to the clients. Requests from the clients are forwarded to the AIMS or

AMAS by the concentrator. One concentrator process is needed for every market server that

needs to be concentrated.

Refer to System Administration: AMSC (FCA1317)

AMSDMT

ARENA Market Server Data Management Tool

AMSDMT is a GUI tool for exporting data from and importing data to an ARENA Market Server

(AMS) database.

AMWI-DealTaker

Arena MarkitWire Deal Taker

AMWI-DealTaker is Front Arena’s integration to MarkitWire. It fetches OTC deals initiated using

MarkitWire to Front Arena for position keeping, deal valuations, and regulatory reporting.

APG

ARENA Post Trade Gateway

The APG is a generic component that allows for post trade management.

One business flow connection is implemented to the Omgeo Central Trade Manager (Omgeo

CTM) Message Translation Interface (MIT) for sell side clients (Brokers/Dealers).

Refer to

System Administration: APG (FCA4808)

APH

ARENA Price feed Handler

The APH is a client to the ARENA Data Server (ADS). It provides the ADM Database with

streamed price information data from data feeds connected to an information distribution


APS – ARENA Extract 11 of 22

platform. The APH only supports record-based data. Prices can be acquired from a market

connection, Thomson Reuters connection, Bloomberg connection, MarketMap connection. Each

type of connection requires a different type of APH. Multiple APHs can be active at the same

time. Entitlement of the data is mandatory for feeds from Bloomberg and MarketMap, and

optional from Thomson Reuters.

Refer to

Installation: APH (FCA1385)

Installation: APH (2.x) (FCA4803)

System Administration: APH (2.x) (FCA4800)

System Administration: APH (FCA1386)

System Administration: Entitlement (FCA4156)

System Administration: EntitlementHub (FCA4852)

APS

ARENA PACE Server

An APS distributes Distributed Calculation tasks to workers for calculation or to other APSs for

further distribution. PACE (Parallel Asynchronous Capacity Engine) is the Front Arena

technology driving the whole Distributed Calculation solution.

For APS administration, refer to System Administration: APS (FCA4677).

For Distributed Calculation, refer to System Administration: Distributed Processing using PACE

(FCA4619).

APSE

APS Engines

Contains the ACM based engines that APS starts to do the server-side processing for

distributed Portfolio Sheets, information manager, and so on.

Refer to

System Administration: Distributed Processing using PACE (FCA4619)

System Administration: APS (FCA4677)

AQS

ARENA Quote Server

The AQS is a plug-in to the ARENA Market Access Server (AMAS) for high-speed quoting with

fast response to underlying price events.

Refer to System Administration: ARENA Quote Server (FCA4177)

ARENA Client

ARENA Client is a generic name for the Front Arena application components: PRIME, OMNI,

and SOFTBROKER. If referring to hardware rather than software, the phrase "client machine" is

often used.

ARENA Extract

The ARENA Extract is a separate executable run from the operating system’s command line

and is used to run ARENA Structured Query Language (ASQL) queries and generate reports.

ARENA Extract takes an ASQL query as its input on its own or an ASQL query and a form. The


ARENA WEB – ATG-FIX Toolkit 12 of 22

query might be from an operating system file or be stored in the database under a particular

name. The form improves the quality of the formatting in the report.

Refer to User Guide: ARENA Extract (FCA1011)

ARENA WEB

ARENA WEB is FIS’ Front Arena technology for accessing real-time position and risk

information on desktop web browsers and mobile devices. By opening applications within a web

browser, Front Arena users can view information such as portfolio P/L without having to start a

full Front Arena desktop application. ARENA WEB requires no web development, since it is

configured using standard Front Arena applications and extended through AEF.

Refer to Installation: ARENA WEB (FCA4875)

FAWSBridge

Front Arena Web Services Bridge

ARENA Web Services is an integration bridge for Web Services interfaces in and out of Front

Arena. The web services data is passed directly to/from the AMB in a pub/sub fashion, where

data mapping and translations can be performed in either the AMBA or on a standalone ATS,

with the ability to perform ADS-based lookups.

The data definition of information passed, an XSD, can be based on the foreign data model or

the ADM. There are no default XSDs provided. Monitoring and logging is built-in, as well as

some extension points for control and modification.

Refer to User Guide: ARENA Web Services (4936).

ASQL

ARENA Structured Query Language

ASQL is Front Arena's query language for interrogating the ADM Database.

ATAD

ARENA Trading Agent Description

ATAD is a storage format for trading agent templates.

ATCI

ARENA Trade Capture Interface

The ATCI represents a family of integrations that provide a subset of what an ARENA Market

Access Server (AMAS) can do. The ATCI receives trades and clears related transactions from

external exchanges into the ARENA Message Broker (AMB) (flow through the ARENA Message

Broker Adapter to the ARENA Data Server). The actual trading is performed with an external

trading application.

Refer to

System Administration: ATCI-RD (FCA1452)

System Administration: ATCI-EBS (FCA1454)

ATG-FIX Toolkit

ARENA Trading Gateway Financial Information Exchange Toolkit


ATS – AutoTradeReport 13 of 22

This is a standardised ARENA Trading Gateway (ATG) that enables buy-side sell-side

integration, supports the standard FIX protocol, and is customisable to standard FIX message

specifications. It includes documentation for FIX technologists intending to integrate Front Arena

with another system using the FIX protocol and enable STP on the buy-side. Orders can be

received over FIX to the Front Arena platform, with trades being reported back to the sender.

Note: ATG-FIX Toolkit will be replaced by AFG-FIX Toolkit.


ATS

ARENA Task Server

The ATS is a server process for running ARENA Extension Language (AEL) and ARENA Class

Model (ACM) Python scripts. It can also act as a scheduler. The task server can be used for

reacting to real time changes in financial information, executing tasks following a schedule, and

interfacing with proprietary code or legacy systems.

Refer to System Administration: ATS (FCA2799)

Automatch

Automatch is an optional client to the ARENA Internal Market Server (AIMS). It allows for

automatic (any combination of) matching, moving, opening, and deleting of orders, according to

configured rules.

Refer to System Administration: Automatch (FCA1242)

AutoShape

AutoShape is a standalone component that handles sales order functionality with requests over

TNP to the ARENA Internal Market Server (AIMS). AutoShape automatically handles configured

tasks when connected to the AIMS.

Refer to User Guide: AutoShape (FCA4431)

AutoSTC

Automatic Sent To Customers

AutoSTC is an optional client to the ARENA Internal Market Server (AIMS). It automatically

generates trades sent to customer (STC) messages on the AIMS when a sales order is filled.

Refer to System Administration: AutoSTC (FCA3201)

AutoTradeAdvert

AutoTradeAdvert is an option client to the ARENA Internal Market Server (AIMS). It

automatically publishes aggregated information about trades that the bank has made.

Refer to System Administration: AutoTradeAdvert (FCA3804)

AutoTradeReport

AutoTradeReport is an optional client to the ARENA Internal Market Server (AIMS). It

automatically reports trades done on AIMS to any exchange.

Refer to System Administration: AutoTradeReport (FCA4556)


AWT – Conservatory 14 of 22

AWT

ARENA Web Template

AWT is a web-based solution for on-line equity trading, for both retail and institutional

customers. This template allows easy integration and adaptation.

BDP

Business Data Processing

BDP refers to maintenance and automation of that maintenance where possible of the ADM

Database from a business perspective. This includes adjustments for year-end closings of the

books, storage of mark-to-market prices, adjustments to reflect corporate actions, and position

maintenance when instruments expire.

Refer to Overview: Business Data Processing (FCA2324)

BloombergFpML

Bloomberg Financial products Markup Language

The BloombergFpML is a plug-in library for the AMBA to allow parsing of Bloomberg FIX

messages where the main part of the logic is embedded in an FpML message (FpML=Financial

products Markup Language). It is offered as a separate add-on component.

The Bloomberg FIT interface is an interface to export trades from Bloomberg internal trading

systems like VCON, TSOX and similar. It is available as a FIX interface. Front Arena offers an

AFG-AMB plug-in for the Bloomberg FIT interface to capture vanilla trades. For more advanced

instruments and trades, like IRSs and CDSs, the FIX interface does not suffice, and the solution

from Bloomberg is to embed the additional information in a FIX-encapsulated FpML message.

The solution from Front Arena is to parse the FIX part of the message with the AFG-AMB pre-

pack, and the FpML part of the message with a BloombergFpML library, called from the AMBA.

If the same information is rendered in both the FIX and the FpML part of the message, the FIX

part has precedence.

Refer to System Administration: ARENA FIX Gateway to ARENA Message Broker (AFG_AMB)

(FCA4740)

Business Extension Area

A packaging of extension points along with documentation, training, certification, and support

tied to a commercial licensing enabling a customer to extend Front Arena in a certain area. FIS

Front Arena creates the business extension areas; the set of areas reflects the business

demand from the market.

ClearingFireDrill

ClearingFireDrill is used to meet the Clearing Houses’ (for example, LCH.Clearnet, EuroClear)

semi-yearly Fire Drill events of simulating the defaulting of a clearing member and the

subsequent over-taking of those positions within 2 or 5 days by the other members. The

ClearingFireDrill tool imports all files with FpML-described trades into Front Arena for proper

valuations.

Conservatory

The Conservatory component stores regulatory information from various external sources. It has

built-in support for downloading and storing regulatory data from ESMA. ESMA plans to provide


DataLoader – Extension 15 of 22

regulatory data for approximately 20 million instruments throughout the year. Additionally, users

can get data from different sources and can store them in the Conservatory database.

The Conservatory can be configured to complement the ADS with regulatory data at regular

intervals or on need basis. The Conservatory component provides APIs that can fetch and

utilize regulatory data.

Refer to User Guide: Conservatory (FCA4923)

DataLoader

Reference data like instrument definitions, prices, ratings, dividends, corporate actions, yield

curves, volatilities, and similar are available from data providers like Bloomberg, MarketMap,

and Reuters. The DataLoader is the means to download this data into Front Arena through the

different APIs offered, one DataLoader version per provider. Usually a separate license is

needed for the provider’s API and usage, being Bloomberg DataLicense, Reuters DataScope

Select, and MarketMap Select Feed, respectively.

The extent and quality of data offered is different between the different providers and available

asset classes. The complete list of offered and parsed data is found in the DataLoader User

Guide.

Refer to User Guide: Data Loader (FCA4503)

Entitlement

The Entitlement library enables Front Arena to use an external data provider’s permission model

for market data usage. Front Arena supports Reuters DACS, Bloomberg ERMS, MarketMap

SMART through dedicated Entitlement libraries, or any commercial Entitlement system through

the OpenEntitlement component.

Refer to System Administration: Entitlement (FCA4156)

EntitlementHub

The EntitlementHub enables Front Arena to use different entitlement libraries to connect to

external data provider, such as Reuters, Bloomberg, and MarketMap permitting the model for

market data.

Refer to System Administration: EntitlementHub (FCA4852)

ERIN

Eurex Repo INtegration

Integration to the EUREX Repo Interface. Used for trade capture into the ADS.

Refer to System Administration: AMAS-ERIN (FCA4822)

Extension

An extension is a specific contribution of customised functionality to an extension point. Each

extension must conform to the specification of the extension point that it is extending. A Front

Arena customer or a third-party implementation partner creates the extension governed by

commercial licensing.

Refer to

Overview: ARENA Extension Framework (FCA2736)


Extension Area – FDB 16 of 22

Extension Area

Extension areas are well-defined places within Front Arena engineered so that customised

functionality can be added. Extension areas provide a packaged architecture/framework for

customising Front Arena. FIS Front Arena creates the extension areas; the set of extensions

reflects the business demand from the market.

Refer to


Extension Technique

The technique used when developing an extension is governed by the extension area being

extended (defined by FIS Front Arena). Examples of extension techniques used within the

ARENA Extension Framework are: Python programming language, ARENA Data Flow

Language (ADFL), and ARENA Structured Query Language (ASQL).

Refer to


FAME

Front Arena Mapper Engine

FAME is a programming architecture for systems integration. It is based on the programming

language C++. The general idea of the FAME architecture is to be able to easily connect two

systems with each other and transfer messages between these systems.

FAOT

Front Arena Online Trading

This is a Java-based trading platform that connects to the ARENA Market Access Server

(AMAS). It supports the use of a rich Java-based client and a web trading platform.

Refer to

Installation: Front Arena Online Trading (FCA4240)

Overview: Front Arena Online Trading (FCA4242)

Reference: Online Trading Order Validation (FCA4238)

System Administration: Front Arena Online Trading Data Management (FCA4239)

System Administration: Front Arena Online Trading User, Group and Account Properties

(FCA3997)

User Guide: Online Trading (FCA4243)

FAOT Tradegateway

FAOT Tradegateway is a bridge between FAOT and AMS. It translates FAOT-specific domain

objects to the corresponding AMS domain objects (and conversely), as specified in the TNP

API.

Refer to System Administration: Front Arena Online Trading Trade and Pricegateway

(FCA4793)

FDB

Front Database

FDB is used as in-memory or a light weight file-based cache for order books, orders, market

prices, and so on, in the ARENA Market Server (AMS) components.


Front Arena – PEL 17 of 22

Front Arena

Front Arena is the name of FIS Front Arena's product range.

Refer to Overview: Front Arena (FCA3598)

MarkitCorporateActions

Markit provides comprehensive and standardized corporate actions data including event level

data, dates, options, payouts, terms and conditions, and restrictions for securities.

MarkitCorporateActions is used to upload this corporate actions data within Front Arena.

Refer to Overview: User Guide: MarkitCorporateActions (FCA4972)

OMNI

OMNI is an application component of Front Arena for brokers to support electronic equity

trading (cash and derivatives). OMNI handles both institutional and retail business

Refer to

Installation: OMNI (FCA1313)

OMNI Help (FCA2404)

Release Information: OMNI (FCA4053)

User Guide: OMNI Excel Import (FCA3961)

User Guide: Trade Allocation in the Basket Upload Tool (FCA3466)

OpenAPH

Open ARENA Price feed Handler

The OpenAPH is an API to the ADS to allow for streamed price data to be inserted into the ADM

Database and to be republished to other ADS clients, like PRIME. The OpenAPH is a

supplement to the regular APHs for Thomson Reuters, Bloomberg, and MarketMap and can be

deployed in multiple instances. The link between instrument and API is the price link definition,

and to control the usage and licensing, the OpenAPH can be connected to use the standard

Entitlement-Reuters, Entitlement-MarketMap, or Entitlement-BBG, or other commercial

Entitlement systems through the OpenEntitlement API.

Refer to:

Installation: APH-Reuters (FCA4803)

System Administration: APH-Reuters (FCA4800)

System Administration: Entitlement (FCA4156)

Order Spray

Order Spray is a tool for sending a large number of orders to an ARENA Market Server (AMS).

It is also used for performance testing.

Packager

The Packager is a tool to extract data objects in bulk – ADM or ACM based – from one ADS,

temporarily store them on disk, and then import them into a secondary ADS.

Refer to User Guide: Packager (FCA4964)

PEL

Payoff Expression Language


PRIME – SOFTBROKER 18 of 22

PEL is a simple expression language used within the User-Defined Monte Carlo framework to

define the value of a contract given a simulated outcome for the value of the underlying

instruments.

PRIME

PRIME is an application component of Front Arena. It provides a complete cross asset tool for

proprietary traders to effectively carry out their business.

Refer to

PRIME Help (FCA1260)

Release Information: PRIME (FCA4364)

System Administration: PRIME (FCA1086)

RAMSA

RAMSA is an AMS component that is itself a client of another AMS component (either an AIMS

or AMAS component). RAMSA connects to an AMAS or AIMS and listens to multicasts (MCs)

that handle the history of orders, deals, order books, and so on. All multicasts are stored in an

own history database.

Refer to System Administration: RAMSA (FCA4534)

Remote Sheet Service

Remote Sheet Service runs large sheets (such as desk risk overview) on remote servers

instead of locally on the PRIME client.

Refer to Installation: Remote Sheet Service (FCA3900)

Server Guard

Server Guard (ServerGuard.exe) is an executable file that guards all Front Arena server

components and restarts them if they terminate unexpectedly.

Server Setup

Server Setup is the framework used to install and upgrade all Front Arena server-side

components. The Server Setup comes in specialised versions for each component, for example

AMSSetup.exe, ADSSetup.exe, and SMARTSetup.exe.

Refer to Installation: AMS Setup and Configuration (FCA1725)

SMART

SMART allows for order routing on multiple markets.

Refer to User Guide: Smart (FCA4108)

SOFTBROKER

SOFTBROKER is a Java-based trading platform that connects to the ARENA Market Access

Server (AMAS). It supports the use of a rich Java-based client and a web trading platform.

Refer to

Installation: ASBS (FCA4240)

Overview: ASBS (FCA4242)

Reference: ASBS Order Validation (FCA4238)

System Administration: ASBS Data Management (FCA4239)


Sub Ledger – Swift Messaging support in Front Arena 19 of 22

System Administration: ASBS User Properties (FCA3997)

User Guide: ASBS (FCA4243)

Sub Ledger

Sub Ledger interfaces Front Arena to a general ledger, creating postings for all trading

transactions based on rules defined in the Sub Ledger. These postings can be further

processed with the bank's general ledger system.

Refer to

Installation: Sub Ledger (FCA2477)

Reference: Sub Ledger Data Model (FCA4327)

Sub Ledger Help (FCA3150)

System Administration: Sub Ledger Cash Flows (FCA4197)

User Guide: Sub Ledger (FCA4067)

Swift Messaging support in Front Arena

SWIFT Messaging is the standard protocol for post trade confirmations and settlements, and for

other information about, for example, rate agreements, corporate actions, transaction lists, and

inventories. The SwiftReader (for receiving messages) and SwiftWriter (for sending messages)

components are integrated in the SWIFT Messaging Solutions, which were introduced in Front

Arena 2018.2. For Front Arena versions earlier than 2018.2, the AdaptivDocs-based solutions

are supported (support to be terminated as of 1 July 2022, refer to Bulletin #11122 on Front

Arena Knowledgebase).

SWIFT Messaging Solutions

The SWIFT Messaging Solution packages contain the outbound flow handler, inbound flow

handler, state charts, callbacks, message interpretation, storage, extension points, and

mapping. The SWIFT Messaging Solutions packages support the ISO15022 SWIFT MT

framework with the possibility to support the new ISO2022 SWIFT MX messaging standard.

The SWIFT Messaging Solutions are packaged to solve explicit business needs with workflows.

• Cash settlements

• Cash settlement confirmations

• FX MM trade confirmations

• Security settlement confirmations

• Interest rate derivatives confirmations

• Corporate actions

• Commodities (focus precious metals)

Refer to

User Guide: SWIFT Message Processing (FCA4946)

System Administration: SWIFT Messaging Solutions (FCA4947)

Sub Ledger Help (FCA3150)

Reference: Front Arena SWIFT Support (FCA4437)

Front Arena and SWIFT on Front Arena Knowledgebase

SwiftReader

The SwiftReader is the process in the SWIFT Messaging Solutions which reads incoming Swift

messages from the AMB, stores the message as an ExternalObject, analyses the type of

message and connects the appropriate Business Process. The Business Process is then driven

forward through converting the incoming Swift message to a Swift Python class, mapping the

Swift values to corresponding ACM values, and then, depending on message type and business

https://kbase.frontarena.com/templates/bulletin.asp?id=11122

https://kbase.frontarena.com/SWIFT


TAB – TGW 20 of 22

process, triggered onward through pairing with outgoing messages, matching with outgoing

messages, generating new ACM objects like Corporate Actions, triggering market events like

instrument maturities, and so on. As a result of the processing, new records are created and the

processing results drive the statuses of Settlements, Confirmations, Trades, CorporateAction

handling, and similar workflows. The SwiftReader can read both ISO15022 “MT” and ISO20022

“MX” messages, also in parallel in an installation catering to counterparties of different

jurisdictions.

The conduit of messages to the SwiftReader, and from the SwiftWriter, is always the AMB to

which bridges like AMQBridge, AWSBridge, BizTalkBridge, ActiveMQBridge and similar can

import/export messages from commercial messaging systems. Messages on files can be

transferred with the built-in FFTPLib to reach/retrieve message files on directories or over FTP

or SFTP.

Refer to

Fact Sheet: Front Arena - SWIFT Messaging (FCA4958)

User Guide: Swift Messaging (FCA4322)

SwiftWriter

The SwiftWriter is used for generating Swift messages for confirmations, settlements, and

related workflow interactions, mapping the ACM attributes with customer extension points and

validating the resulting Swift messages, before sending them through the AMB to a SWIFT

Network gateway – possibly through a Bridge for MQSeries or a similar bank-internal

messaging system – all the while tracking the workflow in a Business Process, displayed in the

Operations Manager.

Refer to User Guide: SwiftWriter (FCA4872)

TAB

Transaction Network Protocol ARENA Data Model Bridge

The integration between AMS (TNP) and ADS (ADM) for Instruments and Trades can be done

by using TAB or by using the XMBA, AMB, and AMBA components.

With TAB, the path AMAS/AIMS(AMS)>XMBA>AMB>AMBA>ADS is replaced with just one

component where all mapping is done in one place, using Python, with access to the TNP

message, the Exchange message, the AMB message, and with ACM.

TAB can process Instrument, Trade, other Position related messages, and many other

messages, from multiple AMASs, in the same instance. It can be deployed as standalone or as

a module within the AMAS or AIMS. TAB can be configured to transfer data from TNP to ADM

but also in the other direction using ADM data to enrich the TNP data objects.

Refer to System Administration: TAB (FCA4853)

TAPS (TNP to ADS Price Service)

TNP to ADS Price Service (TAPS) takes prices from an AMAS and forwards it directly to an

ADS. It runs as a dll within the AMAS process. TAPS is a replacement for AMPH (6.x).

Refer to

Installation: TNP to ADS Price Service (TAPS) (FCA4922)

System Administration: TNP to ADS Price Service (TAPS) (FCA4854)

TGW

Trading Gateway


TNP – UP 21 of 22

Trading Gateways are host interfaces supplied by Front Arena in a Front Arena installation.

Host interfaces provide integration between AMS components and external systems, for

example, a host trading system, order routing system, or back office system. These are older

methods of integration used, for example, where the AMB is not available.

TNP

Transaction Network Protocol

TNP is a protocol used to integrate Front Arena clients, system components, or external

systems with an ARENA Market Server (AMS).

Refer to TNP Software Development Kit (FCA1110)

TNP-SDK

Transaction Network Protocol Software Development Kit

Refer to TNP Software Development Kit (FCA1110)

TNPFind

Transaction Network Protocol Find

TNPFind is a command line tool for searching Windows event logs. It can be used to find

information in the event log but is mainly used with the ARENA Market Server (AMS), ARENA

Fix Gateway (AFG), SMART, Automatch, and so on.

Refer to System Administration: AMS Maintenance Tools (FCA1319)

TRADS (Trade Report from ADS)

TRADS handles post trade APA reporting from ADS to a specific AMAS-APA connected to an

APA service.

Refer to System Administration: TRADS (FCA4921)

Transporter

The Transporter package allows the exporting, importing, and deleting of ADS objects from a

GUI within PRIME. This is typically used to transport objects between two ADSes, for example

for developed solutions from the DEV system to PROD.

Refer to User Guide: Transporter (FCA4530)

UP

User Permissions

UP is a user permissions library in the ARENA Market Server (AMS) that is used to apply user

profiles that are set-up from PRIME's Administration Console.

Refer to System Administration: AMS Permissions (FCA1190)

Contact the Front Arena documentation team at: [email protected]

mailto:[email protected]

Documents

Front Arena Glossary