CTFDataDict.py File Reference

Namespaces
	pyRT.gatea.feeds.nyse.CTFDataDict
	CTF Protocol Data Dictionary including handy field and message dicts:

Functions
def	pyRT.gatea.feeds.nyse.CTFDataDict.BuildFromFieldList
	Build parsable FIX Message from list of fields. More...
def	pyRT.gatea.feeds.nyse.CTFDataDict.ErrorName
	Return Error Name. More...
def	pyRT.gatea.feeds.nyse.CTFDataDict.ExchangeName
	Return Exchange Name. More...
def	pyRT.gatea.feeds.nyse.CTFDataDict.ExchFromMnemonic
	Return Exchange Name from Mnemonic. More...
def	pyRT.gatea.feeds.nyse.CTFDataDict.FieldName
	Return Field Name. More...
def	pyRT.gatea.feeds.nyse.CTFDataDict.FieldSuffix
	Append a Suffix to the field value, if available. More...
def	pyRT.gatea.feeds.nyse.CTFDataDict.FIX2unixtime
	Convert string-ified FIX time to Unix Time. More...
def	pyRT.gatea.feeds.nyse.CTFDataDict.MessageName
	Return Message Name. More...
def	pyRT.gatea.feeds.nyse.CTFDataDict.MillisSinceMidNt
	Convert UnixTime to Millis since Midnight. More...

Variables
dictionary	pyRT.gatea.feeds.nyse.CTFDataDict._EntryTy
	MDEntryType. More...
dictionary	pyRT.gatea.feeds.nyse.CTFDataDict._Errors
	Error Codes : QuerySymbolList( 'ListErrorCodes' ) More...
dictionary	pyRT.gatea.feeds.nyse.CTFDataDict._EventType
	EventType. More...
dictionary	pyRT.gatea.feeds.nyse.CTFDataDict._Exchanges
	Exchanges : QuerySymbolList( 'ListExchanges' ) More...
dictionary	pyRT.gatea.feeds.nyse.CTFDataDict._ExchName
	Exchanges : Appendix C. More...
int	pyRT.gatea.feeds.nyse.CTFDataDict._fid_30DAY_BETA_VALUE = 999
int	pyRT.gatea.feeds.nyse.CTFDataDict._fid_ACTIVITY_DATETIME = 16
int	pyRT.gatea.feeds.nyse.CTFDataDict._fid_ASK_DEPTH_PRICE = 60
int	pyRT.gatea.feeds.nyse.CTFDataDict._fid_ASK_DEPTH_SIZE_DEC = 80
int	pyRT.gatea.feeds.nyse.CTFDataDict._fid_ASK_PERCENT_PAR = 1986
int	pyRT.gatea.feeds.nyse.CTFDataDict._fid_ASK_PRICE = 10
int	pyRT.gatea.feeds.nyse.CTFDataDict._fid_ASK_SIZE_DEC = 78
int	pyRT.gatea.feeds.nyse.CTFDataDict._fid_ASK_UPFRONT = 1987
int	pyRT.gatea.feeds.nyse.CTFDataDict._fid_BID_BASIS_POINTS = 1988
int	pyRT.gatea.feeds.nyse.CTFDataDict._fid_BID_DEPTH_PRICE = 58
int	pyRT.gatea.feeds.nyse.CTFDataDict._fid_BID_DEPTH_SIZE_DEC = 79
int	pyRT.gatea.feeds.nyse.CTFDataDict._fid_BID_DISCOUNT_MARGIN = 1989
int	pyRT.gatea.feeds.nyse.CTFDataDict._fid_BID_FIXED_AMT = 1990
int	pyRT.gatea.feeds.nyse.CTFDataDict._fid_BID_INTEREST_RATE = 1991
int	pyRT.gatea.feeds.nyse.CTFDataDict._fid_BID_PERCENT_NOTIONAL = 1992
int	pyRT.gatea.feeds.nyse.CTFDataDict._fid_BID_PERCENT_PAR = 1993
int	pyRT.gatea.feeds.nyse.CTFDataDict._fid_BID_PRICE = 12
int	pyRT.gatea.feeds.nyse.CTFDataDict._fid_BID_SIZE_DEC = 77
int	pyRT.gatea.feeds.nyse.CTFDataDict._fid_BID_UPFRONT = 1994
int	pyRT.gatea.feeds.nyse.CTFDataDict._fid_CALCULATED_LAST = 996
int	pyRT.gatea.feeds.nyse.CTFDataDict._fid_CFI_CODE = 3256
int	pyRT.gatea.feeds.nyse.CTFDataDict._fid_CHG = 361
int	pyRT.gatea.feeds.nyse.CTFDataDict._fid_CITY_CODE = 1271
int	pyRT.gatea.feeds.nyse.CTFDataDict._fid_CLEARING_CODE_ROOT = 3978
int	pyRT.gatea.feeds.nyse.CTFDataDict._fid_CLIENT_PORT = 13101
int	pyRT.gatea.feeds.nyse.CTFDataDict._fid_CONTRACT_SIZE = 3015
int	pyRT.gatea.feeds.nyse.CTFDataDict._fid_CONTRIBUTOR_ID = 248
int	pyRT.gatea.feeds.nyse.CTFDataDict._fid_CTF_TOKEN_NAME = 5010
int	pyRT.gatea.feeds.nyse.CTFDataDict._fid_CTF_TOKEN_NUM = 5035
int	pyRT.gatea.feeds.nyse.CTFDataDict._fid_CTF_TOKEN_SIZE = 5011
int	pyRT.gatea.feeds.nyse.CTFDataDict._fid_CTF_TOKEN_STORE = 5002
int	pyRT.gatea.feeds.nyse.CTFDataDict._fid_CTF_TOKEN_TYPE = 5012
int	pyRT.gatea.feeds.nyse.CTFDataDict._fid_CURRENCY_LIST = 3786
int	pyRT.gatea.feeds.nyse.CTFDataDict._fid_CURRENT_DATETIME = 437
int	pyRT.gatea.feeds.nyse.CTFDataDict._fid_CURRENT_PRICE = 14
int	pyRT.gatea.feeds.nyse.CTFDataDict._fid_END_UPDATE_FLAG = 3851
int	pyRT.gatea.feeds.nyse.CTFDataDict._fid_ENTITLEMENT_CODE = 6
int	pyRT.gatea.feeds.nyse.CTFDataDict._fid_ENUM_CONTRACT_UNITS = 3016
int	pyRT.gatea.feeds.nyse.CTFDataDict._fid_ENUM_INSTR_TYPE = 3133
int	pyRT.gatea.feeds.nyse.CTFDataDict._fid_ENUM_QUERY_STATUS = 5001
int	pyRT.gatea.feeds.nyse.CTFDataDict._fid_ENUM_SRC_ID = 4
int	pyRT.gatea.feeds.nyse.CTFDataDict._fid_EXCH_MESSAGE_TIMESTAMP = 55
int	pyRT.gatea.feeds.nyse.CTFDataDict._fid_EXCH_PRODUCT_ROOT = 3975
int	pyRT.gatea.feeds.nyse.CTFDataDict._fid_EXCH_PRODUCT_ROOT_2 = 3976
int	pyRT.gatea.feeds.nyse.CTFDataDict._fid_EXCH_PRODUCT_ROOT_3 = 3977
int	pyRT.gatea.feeds.nyse.CTFDataDict._fid_EXPIRATION_CYCLE = 3962
int	pyRT.gatea.feeds.nyse.CTFDataDict._fid_FUND_RECORD_STATUS = 3666
int	pyRT.gatea.feeds.nyse.CTFDataDict._fid_FUNDING_INTERVAL = 2065
int	pyRT.gatea.feeds.nyse.CTFDataDict._fid_FUNDING_RATE = 2064
int	pyRT.gatea.feeds.nyse.CTFDataDict._fid_HISTORICAL_MESSAGE_DATE = 1000
int	pyRT.gatea.feeds.nyse.CTFDataDict._fid_HISTORICAL_MESSAGE_TIME = 1001
int	pyRT.gatea.feeds.nyse.CTFDataDict._fid_HOST_SERVER_IP = 13001
int	pyRT.gatea.feeds.nyse.CTFDataDict._fid_INSTR_NAME2 = 3177
int	pyRT.gatea.feeds.nyse.CTFDataDict._fid_MARKET_PHASE = 1709
int	pyRT.gatea.feeds.nyse.CTFDataDict._fid_MID_SPREAD = 995
int	pyRT.gatea.feeds.nyse.CTFDataDict._fid_MIN_ORDER_SIZE_ALT = 3973
int	pyRT.gatea.feeds.nyse.CTFDataDict._fid_NET_OPEN_INT = 994
int	pyRT.gatea.feeds.nyse.CTFDataDict._fid_OFFICIAL_CLOSE_GB = 4091
int	pyRT.gatea.feeds.nyse.CTFDataDict._fid_OFFICIAL_CLOSE_GB_DATE = 4095
int	pyRT.gatea.feeds.nyse.CTFDataDict._fid_OFFICIAL_CLOSE_JP = 4089
int	pyRT.gatea.feeds.nyse.CTFDataDict._fid_OFFICIAL_CLOSE_JP_DATE = 4093
int	pyRT.gatea.feeds.nyse.CTFDataDict._fid_OFFICIAL_CLOSE_SG = 4090
int	pyRT.gatea.feeds.nyse.CTFDataDict._fid_OFFICIAL_CLOSE_SG_DATE = 4094
int	pyRT.gatea.feeds.nyse.CTFDataDict._fid_OFFICIAL_CLOSE_US = 4092
int	pyRT.gatea.feeds.nyse.CTFDataDict._fid_OFFICIAL_CLOSE_US_DATE = 4096
int	pyRT.gatea.feeds.nyse.CTFDataDict._fid_OFFICIAL_CLOSE_UTC = 1861
int	pyRT.gatea.feeds.nyse.CTFDataDict._fid_OFFICIAL_CLOSE_UTC_DATE = 1862
int	pyRT.gatea.feeds.nyse.CTFDataDict._fid_ORDER_ID = 308
int	pyRT.gatea.feeds.nyse.CTFDataDict._fid_PART_CODE = 7
int	pyRT.gatea.feeds.nyse.CTFDataDict._fid_PCT_CHG = 362
int	pyRT.gatea.feeds.nyse.CTFDataDict._fid_PERMISSION = 3
int	pyRT.gatea.feeds.nyse.CTFDataDict._fid_PGM_NAK_SEND = 13905
int	pyRT.gatea.feeds.nyse.CTFDataDict._fid_PGM_RDATA_RECV = 13902
int	pyRT.gatea.feeds.nyse.CTFDataDict._fid_PQ_PUBLICATION_EVENT_ORIGIN = 3979
int	pyRT.gatea.feeds.nyse.CTFDataDict._fid_PREV_TRADE_DATE = 451
int	pyRT.gatea.feeds.nyse.CTFDataDict._fid_PRIOR_OFFICIAL_CLOSE_GB = 4099
int	pyRT.gatea.feeds.nyse.CTFDataDict._fid_PRIOR_OFFICIAL_CLOSE_GB_DATE = 4103
int	pyRT.gatea.feeds.nyse.CTFDataDict._fid_PRIOR_OFFICIAL_CLOSE_JP = 4097
int	pyRT.gatea.feeds.nyse.CTFDataDict._fid_PRIOR_OFFICIAL_CLOSE_JP_DATE = 4101
int	pyRT.gatea.feeds.nyse.CTFDataDict._fid_PRIOR_OFFICIAL_CLOSE_SG = 4098
int	pyRT.gatea.feeds.nyse.CTFDataDict._fid_PRIOR_OFFICIAL_CLOSE_SG_DATE = 4102
int	pyRT.gatea.feeds.nyse.CTFDataDict._fid_PRIOR_OFFICIAL_CLOSE_US = 4100
int	pyRT.gatea.feeds.nyse.CTFDataDict._fid_PRIOR_OFFICIAL_CLOSE_US_DATE = 4104
int	pyRT.gatea.feeds.nyse.CTFDataDict._fid_PRIOR_OFFICIAL_CLOSE_UTC = 1863
int	pyRT.gatea.feeds.nyse.CTFDataDict._fid_PRIOR_OFFICIAL_CLOSE_UTC_DAT = 1864
int	pyRT.gatea.feeds.nyse.CTFDataDict._fid_PRODUCT_ROOT = 3974
int	pyRT.gatea.feeds.nyse.CTFDataDict._fid_QUERY_COMMAND = 5022
int	pyRT.gatea.feeds.nyse.CTFDataDict._fid_QUERY_TAG = 5026
int	pyRT.gatea.feeds.nyse.CTFDataDict._fid_QUOTE_COND_4 = 2003
int	pyRT.gatea.feeds.nyse.CTFDataDict._fid_QUOTE_DATETIME = 20
int	pyRT.gatea.feeds.nyse.CTFDataDict._fid_QUOTE_OFFICIAL_DATE = 824
int	pyRT.gatea.feeds.nyse.CTFDataDict._fid_QUOTE_OFFICIAL_TIME = 25
int	pyRT.gatea.feeds.nyse.CTFDataDict._fid_RECORD_STALE_IND = 5076
int	pyRT.gatea.feeds.nyse.CTFDataDict._fid_REGION_CODE = 1270
int	pyRT.gatea.feeds.nyse.CTFDataDict._fid_RTS_SUB_MARKET_TYPE = 3972
int	pyRT.gatea.feeds.nyse.CTFDataDict._fid_SESSION_VOL = 23
int	pyRT.gatea.feeds.nyse.CTFDataDict._fid_SRC_ID = 201
int	pyRT.gatea.feeds.nyse.CTFDataDict._fid_STAMP_DUTY_FLAG = 993
int	pyRT.gatea.feeds.nyse.CTFDataDict._fid_SYMBOL_ESIGNAL_TICKER = 3958
int	pyRT.gatea.feeds.nyse.CTFDataDict._fid_SYMBOL_EXCH_TICKER = 3172
int	pyRT.gatea.feeds.nyse.CTFDataDict._fid_SYMBOL_TICKER = 5
int	pyRT.gatea.feeds.nyse.CTFDataDict._fid_TOP_BOOK_MARKER = 439
int	pyRT.gatea.feeds.nyse.CTFDataDict._fid_TRADABLE_STATUS = 1708
int	pyRT.gatea.feeds.nyse.CTFDataDict._fid_TRADE_CITY_CODE = 2539
int	pyRT.gatea.feeds.nyse.CTFDataDict._fid_TRADE_COND_1 = 2500
int	pyRT.gatea.feeds.nyse.CTFDataDict._fid_TRADE_COND_CITY_COD = 2542
int	pyRT.gatea.feeds.nyse.CTFDataDict._fid_TRADE_COND_CONTRIBUTOR_ID = 2540
int	pyRT.gatea.feeds.nyse.CTFDataDict._fid_TRADE_COND_OFFICIAL_DATE = 543
int	pyRT.gatea.feeds.nyse.CTFDataDict._fid_TRADE_COND_OFFICIAL_TIME = 533
int	pyRT.gatea.feeds.nyse.CTFDataDict._fid_TRADE_COND_PRICE = 447
int	pyRT.gatea.feeds.nyse.CTFDataDict._fid_TRADE_COND_REGION_CODE = 2541
int	pyRT.gatea.feeds.nyse.CTFDataDict._fid_TRADE_COND_SIZE_DEC = 2543
int	pyRT.gatea.feeds.nyse.CTFDataDict._fid_TRADE_CONTRIBUTOR_ID = 2537
int	pyRT.gatea.feeds.nyse.CTFDataDict._fid_TRADE_COUNT = 442
int	pyRT.gatea.feeds.nyse.CTFDataDict._fid_TRADE_DATETIME = 18
int	pyRT.gatea.feeds.nyse.CTFDataDict._fid_TRADE_HIGH = 388
int	pyRT.gatea.feeds.nyse.CTFDataDict._fid_TRADE_LOW = 394
int	pyRT.gatea.feeds.nyse.CTFDataDict._fid_TRADE_OFFICIAL_DATE = 444
int	pyRT.gatea.feeds.nyse.CTFDataDict._fid_TRADE_OFFICIAL_TIME = 459
int	pyRT.gatea.feeds.nyse.CTFDataDict._fid_TRADE_OPEN = 400
int	pyRT.gatea.feeds.nyse.CTFDataDict._fid_TRADE_PRICE = 8
int	pyRT.gatea.feeds.nyse.CTFDataDict._fid_TRADE_REGION_CODE = 2538
int	pyRT.gatea.feeds.nyse.CTFDataDict._fid_TRADE_SIZE_DEC = 81
int	pyRT.gatea.feeds.nyse.CTFDataDict._fid_TRADE_TICK = 316
int	pyRT.gatea.feeds.nyse.CTFDataDict._fid_TRADE_TOTAL_VALUE = 460
int	pyRT.gatea.feeds.nyse.CTFDataDict._fid_TRADE_TREND = 432
int	pyRT.gatea.feeds.nyse.CTFDataDict._fid_TRADE_VOL = 22
int	pyRT.gatea.feeds.nyse.CTFDataDict._fid_TRADE_VOL_DEC = 82
int	pyRT.gatea.feeds.nyse.CTFDataDict._fid_TRDSCHEME_ELIGIBLE = 1650
int	pyRT.gatea.feeds.nyse.CTFDataDict._fid_UPDATE_ACTION = 469
int	pyRT.gatea.feeds.nyse.CTFDataDict._fid_VOLATILITY_195_EOD = 2979
int	pyRT.gatea.feeds.nyse.CTFDataDict._fid_VOLATILITY_200_EOD = 2981
int	pyRT.gatea.feeds.nyse.CTFDataDict._fid_VOLATILITY_20_EOD = 2980
int	pyRT.gatea.feeds.nyse.CTFDataDict._fid_VOLATILITY_25_EOD = 2982
int	pyRT.gatea.feeds.nyse.CTFDataDict._fid_VOLATILITY_30_EOD = 2983
int	pyRT.gatea.feeds.nyse.CTFDataDict._fid_VOLATILITY_35_EOD = 2984
int	pyRT.gatea.feeds.nyse.CTFDataDict._fid_VOLATILITY_40_EOD = 2985
int	pyRT.gatea.feeds.nyse.CTFDataDict._fid_VOLATILITY_45_EOD = 2986
int	pyRT.gatea.feeds.nyse.CTFDataDict._fid_VWAP = 474
int	pyRT.gatea.feeds.nyse.CTFDataDict._fid_VWAP_TOTAL_BUY_VOLUME = 997
int	pyRT.gatea.feeds.nyse.CTFDataDict._fid_VWAP_TOTAL_SELL_VOLUME = 998
int	pyRT.gatea.feeds.nyse.CTFDataDict._fid_WARN_MSG_FETCH = 32768
int	pyRT.gatea.feeds.nyse.CTFDataDict._fid_YEST_TRADE_CLOSE = 407
dictionary	pyRT.gatea.feeds.nyse.CTFDataDict._Fields
	Fields : QuerySymbolList( 'ListAvailableTokens' ) More...
dictionary	pyRT.gatea.feeds.nyse.CTFDataDict._LEG
	Leg. More...
dictionary	pyRT.gatea.feeds.nyse.CTFDataDict._MDRejRsn
	MDReqRejReason. More...
dictionary	pyRT.gatea.feeds.nyse.CTFDataDict._Messages
	Messages. More...
dictionary	pyRT.gatea.feeds.nyse.CTFDataDict._OrdSts
	Order Status. More...
dictionary	pyRT.gatea.feeds.nyse.CTFDataDict._OrdType
	Order Type. More...
dictionary	pyRT.gatea.feeds.nyse.CTFDataDict._Side
	Side. More...
dictionary	pyRT.gatea.feeds.nyse.CTFDataDict._TIF
	TimeInForce. More...
dictionary	pyRT.gatea.feeds.nyse.CTFDataDict._TrdSts
	TradSessStatus. More...
dictionary	pyRT.gatea.feeds.nyse.CTFDataDict._UpdAct
	MDUpdateAction. More...
tuple	pyRT.gatea.feeds.nyse.CTFDataDict.dst = time.localtime()
	dst = time.gmtime().tm_isdst More...
list	pyRT.gatea.feeds.nyse.CTFDataDict.gmt
tuple	pyRT.gatea.feeds.nyse.CTFDataDict.nf = len( frac)
float	pyRT.gatea.feeds.nyse.CTFDataDict.tm = 1.0