The Gatea DMA Platform consumes depth of book data directly from the Exchange matching engine and records to tape.

A Python interpreter is embdedded in the Data Capture platform. The platform drives real-time updates and data stream (Book) life-cycle events into Python, allowing you to analyze and "what-if" the tape in Python.

All events driven are driven into Python via callbacks for Securities you register with the platform. There are 2 types of callbacks:

Callback	Description
Engine life-cycle	Load, Unload
Book life-cycle	Initialize, Quote, Trade

You must specifically register an interest list of tickers to receive real-time updates in Python. Registered tickers receive the Book life-cycle events.

All callbacks are passed a Context as the 1st argument. You use the Context when accessing any functionthat query the Last Value Cache (LVC) or the current update being driven from the data capture platform.

Key concepts:

Concept	Description
Callbacks	Real-time events are driven into Python from the platform
Registration	You explicitly register a Security for callback into Python
Context	Supplied to all callbacks, allowing you to access internal data
Unique Security ID	Supplied to all Book-callbacks