CurrentUpdate

Retrieve data from current Book. More...

Functions
PyList	DMA::getUpdate (Context cxt)
	Return the current real-time update message. More...
PyList	DMA::getTrade (Context cxt)
	Return the current real-time Trade message. More...
string	DMA::getSecurityName (Context cxt)
	Return name of Security receiving the real-time update. More...
string	DMA::getSecurityID (Context cxt)
	Return unique ID of Security receiving the real-time update. More...
PyList	DMA::getBook (Context cxt, int depth, BookType bkTy)
	Return Book contents from current Security. More...
PyList	DMA::getOrders (Context cxt, bool buy, int level, BookType bkTy)
	Return all Orders from specified Price Level from current Security. More...

Detailed Description

Retrieve data from current Book.

Function Documentation

PyList DMA::getBook	(	Context	cxt,
		int	depth,
		BookType	bkTy
	)

Return Book contents from current Security.

Book contents returned as a 3-element Python List:

Index	Type	Description
0	BookStats	Book Statistics
1	PyList	Bid PriceLevel (s)
2	PyList	Ask PriceLevel (s)

Parameters

cxt	- Context driven into Python
depth	- (Optional) Depth to retrieve; Default = 1
bkTy	- (Optional) Type of book to retrieve; Default = bkTy_combined

Returns

Book as List - described above

PyList DMA::getOrders	(	Context	cxt,
		bool	buy,
		int	level,
		BookType	bkTy
	)

Return all Orders from specified Price Level from current Security.

Orders at a Price Level are returned as a 2-element Python List

Index	Type	Description
0	PriceLevel	Price Level
1	PyList	List of live Order (s)

Parameters

cxt	- Context driven into Python
buy	- True for Buy side; False for Sell Orders
level	- (Optional) Level to query; Default = 0
bkTy	- (Optional) Type of book to retrieve; Default = bkTy_combined

Returns

Live Orders as List described above

string DMA::getSecurityID

(

Context

cxt

)

Return unique ID of Security receiving the real-time update.

Parameters

cxt	- Context driven into Python

Returns

Unique ID of Security receiving the real-time update

string DMA::getSecurityName

(

Context

cxt

)

Return name of Security receiving the real-time update.

Parameters

cxt	- Context driven into Python

Returns

Name of Security receiving the real-time update

PyList DMA::getTrade

(

Context

cxt

)

Return the current real-time Trade message.

Book contents returned as a 3-element Python List:

Index	Type	Description
0	int	Security ID
1	bool	True if BUY; False if SELL
2	PriceLevel	Price Level impacted by the Trade

Parameters

cxt	- Context driven into Python

Returns

Trade as List - described above

PyList DMA::getUpdate

(

Context

cxt

)

Return the current real-time update message.

Book contents returned as a 3-element Python List:

Index	Type	Description
0	int	Security ID
1	PriceLevel	Price Level impacted by the Update
2	UpdAction	Update Action

Parameters

cxt	- Context driven into Python

Returns

Update as List - described above