Filtering Subscriptions by Content

One thing that differentiates AMPS from classic messaging systems is its ability to route messages based on message content. Instead of a publisher declaring metadata describing the message for downstream consumers, the publisher can simply publish the message content to AMPS and let AMPS examine the native message content to determine how best to deliver the message.

The ability to use content filters greatly reduces the problem of oversubscription that occurs when topics are the only facility for subscribing to message content. The topic space can be kept simple by using content filters to deliver only the desired messages. The topic space can reflect broad categories of messages and does not have to be polluted with metadata that is usually found in the content of the message. In addition, many of the advanced features of AMPS such as out-of-focus messaging, aggregation, views, and SOW topics rely on the ability to filter content.

Content-based messaging is somewhat analogous to database queries that include a WHERE clause. Topics can be considered tables into which rows are inserted (or updated). A subscription is similar to issuing a SELECT from the topic table with a WHERE clause to limit the rows which are returned. Topic-based messaging is analogous to a SELECT on a table with no limiting WHERE clause.

AMPS uses a combination of XPath-based identifiers and SQL-92 operators for content filtering. Some examples are shown below:

Example Filter for a JSON Message:

(/Order/Instrument/Symbol == 'IBM') AND
(/Order/Px >= 90.00 AND /Order/Px < 91.00)

Example Filter for an XML Message:

(/FIXML/Order/Instrmt/@Sym == 'IBM') AND
(/FIXML/Order/@Px >= 90.00 AND /FIXML/Order/@Px < 91.0)

Example Filter for a FIX Message:

/35 < 10 AND /34 == /9

For more information about how content is handled within AMPS and the syntax of AMPS filters, details are presented at AMPS Expressions and AMPS Functions.

Unlike some other messaging systems, AMPS lets you use a relatively small set of topics to categorize messages at a high level and use content filters to retrieve specific data published to those topics.

Examples of good, broad topic choices:

trades, positions, MarketData, Europe, alerts

This approach makes it easier to administer AMPS, easier for publishers to decide which topics to publish to and easier for subscribers to be sure that they've subscribed to all relevant topics.