TWAP.py File Reference

Classes
class	pyRT.apps.warp.ValueAdded.TWAP.Manager
	Dictionary of Records. More...
class	pyRT.apps.warp.ValueAdded.TWAP.Record
	Live record from the tape. More...

Namespaces
	pyRT.apps.warp.ValueAdded.TWAP
	Calc and publish to 3 value added data sets Time-Weighted BID and ASK on every Quote Update Open, High, Low, Close on every Trade Update, if configured Candle Bar as <ticker>.BAR, if configured.

Functions
def	pyRT.apps.warp.ValueAdded.TWAP.ASK
	Called when ASK field updates for a registered record. More...
def	pyRT.apps.warp.ValueAdded.TWAP.BID
	Called when BID field updates for a registered record. More...
def	pyRT.apps.warp.ValueAdded.TWAP.On10SecTimer
	Called every 10 seconds for the (1st) registered record. More...
def	pyRT.apps.warp.ValueAdded.TWAP.OnEngineLoad
def	pyRT.apps.warp.ValueAdded.TWAP.OnInitialize
	Called once for every registered record. More...
def	pyRT.apps.warp.ValueAdded.TWAP.OnPubImage
	Called when server tries to publish an Initial Image for a registered record. More...
def	pyRT.apps.warp.ValueAdded.TWAP.OnPubUpdate
	Called when server tries to publish an Update for a registered record. More...
def	pyRT.apps.warp.ValueAdded.TWAP.TRDPRC_1
	Called when TRDPRC_1 field updates for a registered record. More...
def	pyRT.apps.warp.ValueAdded.TWAP.TRDVOL_1
	Called when TRDVOL_1 field updates for a registered record. More...