Depth.py File Reference

Classes
class	pyRT.gatea.feeds.memx.Depth.BrokenTrade
	Broken Trade - Section 5.10. More...
class	pyRT.gatea.feeds.memx.Depth.NonDisplayTrade
	Non-display Trade - Section 5.9. More...
class	pyRT.gatea.feeds.memx.Depth.OrderAdd
	Order Added - Section 5.5. More...
class	pyRT.gatea.feeds.memx.Depth.OrderDel
	Order Deleted - Section 5.6. More...
class	pyRT.gatea.feeds.memx.Depth.OrderExec
	Order Executed - Section 5.8. More...
class	pyRT.gatea.feeds.memx.Depth.OrderMod
	Order Reduced - Section 5.7. More...
class	pyRT.gatea.feeds.memx.Depth.TradeCorrect
	Corrected Trade - Section 5.11. More...

Namespaces
	pyRT.gatea.feeds.memx.Depth
	MEMOIR Full Book Message Cracking.

Functions
def	pyRT.gatea.feeds.memx.Depth.MsgMnemonic
	Return Message Type Mnemonic. More...
def	pyRT.gatea.feeds.memx.Depth.MsgType
	Return Descriptive Message Type. More...

Variables
int	pyRT.gatea.feeds.memx.Depth._MT_CLR_BOOK = 18
	Clear Book. More...
int	pyRT.gatea.feeds.memx.Depth._MT_ORD_ADD = 10
	Order Added. More...
int	pyRT.gatea.feeds.memx.Depth._MT_ORD_BROKE = 15
	Broken Trade. More...
int	pyRT.gatea.feeds.memx.Depth._MT_ORD_CORR = 16
	Trade Correct. More...
int	pyRT.gatea.feeds.memx.Depth._MT_ORD_DEL = 11
	Order Deleted. More...
int	pyRT.gatea.feeds.memx.Depth._MT_ORD_EXEC = 13
	Order Executed (Trade) More...
int	pyRT.gatea.feeds.memx.Depth._MT_ORD_MOD = 12
	Order Modified. More...
int	pyRT.gatea.feeds.memx.Depth._MT_ORD_TRADE = 14
	Order Executed - Non-display order. More...
	pyRT.gatea.feeds.memx.Depth._MT_REG_SHO = Memoir._MT_REG_SHO
	Reg SHO Restriction. More...
	pyRT.gatea.feeds.memx.Depth._MT_SEC_DIR = Memoir._MT_SEC_DIR
	Security Directory. More...
	pyRT.gatea.feeds.memx.Depth._MT_SEC_STS = Memoir._MT_SEC_STS
	Security Trading Status. More...
	pyRT.gatea.feeds.memx.Depth._MT_SESS_STS = Memoir._MT_SESS_STS
	Trading Session Status. More...
int	pyRT.gatea.feeds.memx.Depth._MT_SNAP_DONE = 100
	Snapshot Complete. More...