TopOfBook.py File Reference

Classes
class	pyRT.gatea.feeds.memx.TopOfBook.BestAsk
	Best Ask - Section 5.7. More...
class	pyRT.gatea.feeds.memx.TopOfBook.BestAskShort
	Best Ask (Short Form) - Section 5.9. More...
class	pyRT.gatea.feeds.memx.TopOfBook.BestBid
	Best Bid - Section 5.6. More...
class	pyRT.gatea.feeds.memx.TopOfBook.BestBidOffer
	Best Bid Offer - Section 5.5. More...
class	pyRT.gatea.feeds.memx.TopOfBook.BestBidShort
	Best Bid (Short Form) - Section 5.8. More...

Namespaces
	pyRT.gatea.feeds.memx.TopOfBook
	MEMOIR Top of Book Message Cracking.

Functions
def	pyRT.gatea.feeds.memx.TopOfBook.MsgType
	Return Descriptive Message Type. More...

Variables
int	pyRT.gatea.feeds.memx.TopOfBook._MT_ASK = 12
	Best Offer. More...
int	pyRT.gatea.feeds.memx.TopOfBook._MT_ASK_SHORT = 14
	Best Offer Short. More...
int	pyRT.gatea.feeds.memx.TopOfBook._MT_BID = 11
	Best Bid. More...
int	pyRT.gatea.feeds.memx.TopOfBook._MT_BID_ASK = 10
	Best Bid Offer. More...
int	pyRT.gatea.feeds.memx.TopOfBook._MT_BID_SHORT = 13
	Best Bid Short. More...
int	pyRT.gatea.feeds.memx.TopOfBook._MT_CLR_BOOK = 15
	Clear Book. More...
	pyRT.gatea.feeds.memx.TopOfBook._MT_REG_SHO = Memoir._MT_REG_SHO
	Reg SHO Restriction. More...
	pyRT.gatea.feeds.memx.TopOfBook._MT_SEC_DIR = Memoir._MT_SEC_DIR
	Security Directory. More...
	pyRT.gatea.feeds.memx.TopOfBook._MT_SEC_STS = Memoir._MT_SEC_STS
	Security Trading Status. More...
	pyRT.gatea.feeds.memx.TopOfBook._MT_SESS_STS = Memoir._MT_SESS_STS
	Trading Session Status. More...
int	pyRT.gatea.feeds.memx.TopOfBook._MT_SNAP_DONE = 16
	Snapshot Complete. More...