The Gatea Data Capture Platform consumes and records real-time data from either the Gatea MD-Direct or Refinitiv TREP pub/sub platforms.

The Data Capture platform has an Embedded Python Interpreter that is a Reactor which drives real-time updates and data stream (Record) life-cycle events into Python, allowing you to add value to the data stream by:

Adding new value-added fields or calculations
Adding new tickers, such as one containing all trades > $1 million
Modifying or "warping" the data stream, perhaps to test downstream apps

The Embedded Python Reactor turns the Data Capture Platforom into a full Micro Service architecture. You may rapidly code up new services and publish to MD-Direct, TREP, or even a log file, for example

MicroService	Description
Block Trade	Publish all trades > $1 million to BLOCK.TRADE
OPRA Trade Feed	Publish only OPRA trades with contract quote as appendage
Vendor Compare	Publish BASIC.CMP showing % of time Nasdaq Basic quotes match the SIP
Signal Gen	Publish SMA.BUY when short-term Simple Moving Average crosses above long-term SMA; Reverse for SMA.SELL
Chart	Publish ( Open, High, Low, Close, Volume ) every minute to feed charting package

The Embedded Python Reactor drives events into well-defined Python callback handlers in your application. There are 3 types of callbacks:

Reactor Callback	Description
Engine life-cycle	Load, Unload
Record life-cycle	Initialize, Update Received, Publish Image, etc.
Field updates	BID, ASK, TRDPRC_1

Register Interest List

The Embedded Reactor requires you to register interest in a ticker list and optionally a Field List to receive real-time updates in Python. The Reactor will only drive events to those tickers and fields that you have registered.

In this manner, you may tweak the performance to your liking for example only receiving Trades from a tape.

All Reactor-driven 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
Reactor Callbacks	Real-time events are driven by the Reactor into Python
Registration	You explicitly register a ticker and/or field for callback into Python.
Context	Supplied to all callbacks, allowing you to access internal data
Unique Record ID	Supplied to all Record- or Field-level callbacks