LVC

Access to data in any Book in the Last Value Cache (LVC) More...

Functions
PyList	DMA::lvc_getBook (Context cxt, int sid, int depth, BookType bkTy)
	Return Book contents from any Security by ID. More...
PyList	DMA::lvc_getBook (Context cxt, const char *tkr, int depth, BookType bkTy)
	Return Book contents from any Security by Name. More...
PyList	DMA::lvc_getOrders (Context cxt, int sid, bool buy, int level, BookType bkTy)
	Return all Orders from specified Price Level from Security by ID. More...
PyList	DMA::lvc_getOrders (Context cxt, const char *tkr, bool buy, int level, BookType bkTy)
	Return all Orders from specified Price Level from Security by Name. More...

Detailed Description

Access to data in any Book in the Last Value Cache (LVC)

Function Documentation

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

Return Book contents from any Security by ID.

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
sid	- Security ID
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::lvc_getBook	(	Context	cxt,
		const char *	tkr,
		int	depth,
		BookType	bkTy
	)

Return Book contents from any Security by Name.

Book contents returned as a 3-element Python List:

Index	Type	Description
0	BookStats	Book Statistics
1	PyList	Bid PriceLevel List
2	PyList	Ask PriceLevel List

Parameters

cxt	- Context driven into Python
tkr	- Security Name
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::lvc_getOrders	(	Context	cxt,
		int	sid,
		bool	buy,
		int	level,
		BookType	bkTy
	)

Return all Orders from specified Price Level from Security by ID.

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
sid	- Security ID
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

PyList DMA::lvc_getOrders	(	Context	cxt,
		const char *	tkr,
		bool	buy,
		int	level,
		BookType	bkTy
	)

Return all Orders from specified Price Level from Security by Name.

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
tkr	- Security Name
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