Container for cracked native (raw) Trade. More...

Inheritance diagram for pyRT.native.dmaModule.Trade:

Public Member Functions
def	__init__
	Constructor. More...

Public Member Functions inherited from pyRT.native.dmaModule.PriceLevel
def	__init__
	Constructor. More...

def	Crack
	Crack and store the native 5-element tuple. More...

def	Dump
	Dump price level for debugging. More...

def	DumpHdr
	Dump header for debugging. More...

def	pNumOrd
	Returns string-ified NumOrd, taking into account _NOORD from CME. More...

Public Member Functions inherited from pyRT.native.dmaModule.PricePos
def	__init__
	Constructor. More...

def	Add
	Adds the PricePos to self. More...

def	Sub
	Subtracts the PricePos to self. More...

def	Update
	Assignment operator. More...

Detailed Description

Container for cracked native (raw) Trade.

Native Trade is 3-element tuple:

Element	Description
sid	Security ID
bBuy	True if aggressor is BUY; False if SELL
lvl	PriceLevel

Sub-classes PriceLevel and adds the following:

Constructor & Destructor Documentation

def pyRT.native.dmaModule.Trade.__init__	(	self,
		raw
	)

Constructor.

Parameters

raw	- Native 3-element Trade

The documentation for this class was generated from the following file: