SyntheticBBO.py File Reference

Classes
class	pyRT.apps.warp.ValueAdded.SyntheticBBO.BBO
	Calculated AAPL.BBO from all market centers. More...
class	pyRT.apps.warp.ValueAdded.SyntheticBBO.Manager
	Dictionary of Records. More...
class	pyRT.apps.warp.ValueAdded.SyntheticBBO.PriceLevel
	Price Level. More...
class	pyRT.apps.warp.ValueAdded.SyntheticBBO.Record
	Regional Market Center like AAPL.OQ (AAPL/P) More...

Namespaces
	pyRT.apps.warp.ValueAdded.SyntheticBBO
	National BBO Book.

Functions
def	pyRT.apps.warp.ValueAdded.SyntheticBBO.ASK
	Called when the ASK field updates; We pass to Record.OnQuote() More...
def	pyRT.apps.warp.ValueAdded.SyntheticBBO.ASKSIZE
	Called when the ASKSIZE field updates; We pass to Record.OnQuote() More...
def	pyRT.apps.warp.ValueAdded.SyntheticBBO.BID
	Called when the BID field updates; We pass to Record.OnQuote() More...
def	pyRT.apps.warp.ValueAdded.SyntheticBBO.BIDSIZE
	Called when the BIDSIZE field updates; We pass to Record.OnQuote() More...
def	pyRT.apps.warp.ValueAdded.SyntheticBBO.OnCached
def	pyRT.apps.warp.ValueAdded.SyntheticBBO.OnCanOpen
	Called when user requsts to open ticker. More...
def	pyRT.apps.warp.ValueAdded.SyntheticBBO.OnClose
	Called when user closes ticker. More...
def	pyRT.apps.warp.ValueAdded.SyntheticBBO.OnEngineLoad
def	pyRT.apps.warp.ValueAdded.SyntheticBBO.OnEngineStart
	Called when engine is loaded and ready to pump. More...
def	pyRT.apps.warp.ValueAdded.SyntheticBBO.OnEngineUnload
	Called when engine is unloaded (server stop). More...
def	pyRT.apps.warp.ValueAdded.SyntheticBBO.OnInitialize
	Called once for every registered record. More...
def	pyRT.apps.warp.ValueAdded.SyntheticBBO.OnOpen
	Called when user opens ticker. More...
def	pyRT.apps.warp.ValueAdded.SyntheticBBO.OnPubImage
	Disable publishing of Records; OnlyBBO. More...
def	pyRT.apps.warp.ValueAdded.SyntheticBBO.OnPubUpdate
	Disable publishing of Records; OnlyBBO. More...
def	pyRT.apps.warp.ValueAdded.SyntheticBBO.OnQuote
	Called when BBO updates; We add to _db. More...
def	pyRT.apps.warp.ValueAdded.SyntheticBBO.Run
	Sleep and flush (Publish) every _tPubMs. More...

Variables
	pyRT.apps.warp.ValueAdded.SyntheticBBO.rdb = self._RDB
tuple	pyRT.apps.warp.ValueAdded.SyntheticBBO.rec = Record( self, bbo, svc, tkr, mmid, rid )
tuple	pyRT.apps.warp.ValueAdded.SyntheticBBO.rid = self.LVC()
	rid = self.LVC().FindRecord( tkr ) More...