Embedded Python Real-Time FrameWork : API  Build 20250616.1
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Class Hierarchy
This inheritance list is sorted roughly, but not completely, alphabetically:
[detail level 12345]
oCpyRT.crypto.OEMsg._OEMsgCommon base class for all OE Messages
oCpyRT.native.AlgoServerReactor.APIContext-specific API class to wrap native AlgoServer module functions
oCpyRT.native.cryptoOMSReactor.APIContext-specific API class to wrap native cryptoOMS module functions
oCpyRT.native.dmaModule.APIContext-specific API class to wrap native DMA module functions
oCpyRT.native.omniBridgeModule.APIContext-specific API class to wrap native omniBridge module functions
oCpyRT.native.warpModule.APIContext-specific API class to wrap native warp module functions
oCAPI
oCAPI
oCAPI
oCpyRT.gatea.xml.DTD.AttributeCommon XML Attributes
oCpyRT.apps.warp.ValueAdded.BasketCalc1.Basket
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oCpyRT.gatea.feeds.MDD.libMDDirect.BBDailyStatsSampled BB Daily Stats from run-time stats file
oCpyRT.gatea.sys.GLcommon.BindingA collection of event handler functions and methods to Bind() and Unbind() the handlers to a particular event
oCpyRT.apps.warp.Filter.BlockTrade1.BlockTrade
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oCpyRT.apps.warp.Filter.BlockTrade2.BlockTrade
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oCpyRT.native.dmaModule.BookStatsContainer for cracked native (raw) BookStats
oCpyRT.apps.warp.Monitor.LatencyReport.Bucket
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oCpyRT.apps.warp.VendorCmp.Basic.BucketBucket of related records : DJI, RUT3K, etc
oCpyRT.apps.GateaEx.Rewind.CfgSimple config class for connection to Rewind server
oCpyRT.gatea.MktData.FieldList.ChainListList of Chain Links for a given ticker list
oCpyRT.gatea.feeds.CITI.Velocity.CitiRestCommon Rest API routines
oCpyRT.crypto.ExchSvr.CodecCodec : FlashJ-to-Exch and vice-versa
oCpyRT.gatea.xml.DTD.CommandXML Channel Commands
oCpyRT.gatea.GateaEx.Platform.ConfigJSON Platform Config File
oCpyRT.apps.warp.Simple.TradeCount.Config
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oCpyRT.crypto.Algo.AlgoBase.ConfigCommon Configurable Variables
oCpyRT.apps.warp.Simple.QuoteWarp.ConfigConfig base class : Commonly used Members and Methods
oCpyRT.gatea.MktData.Index.ConstituentIndex constituent : Symbol, Weighting, Value, etc
oCContentHandler
oCpyRT.crypto.Algo.ByHand.ContextCurrent Config, controlled by Cockpit
oCpyRT.crypto.Algo.DreamChaser.ContextCurrent Config, controlled by Cockpit
oCpyRT.crypto.Algo.PingPong.ContextCurrent Config, controlled by Cockpit
oCpyRT.crypto.Algo.SpreadMaker.ContextCurrent Config, controlled by Cockpit
oCpyRT.gatea.stat.Correlation.CorrelationCorrelation between 2 Time Series
oCpyRT.gatea.feeds.nasdaq.BasicMsg.Crackers
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oCpyRT.gatea.feeds.nasdaq.CanadaMsg.Crackers
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oCpyRT.gatea.feeds.nasdaq.NFIMsg.Crackers
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oCpyRT.gatea.feeds.nyse.XDPMsg.Crackers
oCpyRT.apps.warp.Monitor.CrossMkt.CrossRec
oCpyRT.gatea.feeds.nyse.CTFMsg.CTFMsgCTF Message Cracker
oCpyRT.gatea.quant.CubicSpline.CubicSplineCubic Spline from sampled values : 1-based (not 0-based) array results
oCpyRT.gatea.quant.CubicSpline.CubicSurfaceM x N Cubic Surface from sampled values
oCpyRT.native.warpModule.CurrentUpdateAccess to native warp.getXxx() API to query the current update, with methods to use both the native API as well as the gatea.MktData.FieldList.FieldList class
oCpyRT.gatea.MktData.DataDictionary.DataDictionaryDictionary of all defined field IDs
oCpyRT.gatea.feeds.common.DeadCache.DeadCacheCache of Dead Tickers
oCpyRT.gatea.sys.Digest.DigesterSimple thread-safe event digester, that conflates "bursty" events that you wish to be alerted to, such as cross-market conditions or latent market data
oCpyRT.gatea.sys.asyncore.dispatcher
oCdispatcher
oCpyRT.gatea.sys.GLcommon.DSTCalendarDST Calendar as list of [ UnixTime, gmt_offset ] tuples
oCpyRT.gatea.feeds.MDD.libMDDirect.EdgMonStripped-down MDD.MONITOR.EDGE.exe to sample object counts
oCpyRT.gatea.xml.GLxml.ElementA parsed XML element
oCpyRT.gatea.feeds.ErisX.RestAPI.ErisRestCommon Rest API routines
oCException
oCpyRT.apps.warp.VendorCmp.Basic.FieldCmpA price field - BID, ASK, etc
oCpyRT.gatea.MktData.FieldList.FieldListHandy container for processing list of ( fid, value ) Fields
oCpyRT.gatea.sys.asyncore.file_wrapper
oCpyRT.gatea.net.pcap.FileHdrPrint( 'magic=%02x; compr=d; Time=d' % ( magic, compr, tm ) )
oCpyRT.apps.warp.Algo.SMACrossover.FillA Fill
oCpyRT.apps.feeds.split_pcap.Filter
oCpyRT.gatea.FIX.Message.FIXMsgFIX Message Cracker
oCpyRT.gatea.feeds.Symbology.ForEx.ForexDefFX Contract Definition
oCpyRT.apps.warp.monWarp.Formatter
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oCpyRT.gatea.sys.GLcommon.GLelapsedCalculates the time elapsed in millis
oCpyRT.gatea.sys.GLmmap.GLmmapViewA Pythonic view of a native mmap()'ed file
oCGLmmapView
oCGLodbc
oCpyRT.gatea.net.GLeventQueue.GLqueueReceivableAn abstract base class for receiving user-defined events from the GLeventQueue
oCGLqueueReceivable
oCpyRT.gatea.feeds.memx.SBE.HeaderSimple Binary Encoding (SBE) Header
oCpyRT.gatea.feeds.memx.UDP.Header18-byte UDP Header as follows:
oCpyRT.gatea.feeds.nasdaq.CanadaMsg.Header
oCpyRT.gatea.feeds.nasdaq.NFIMsg.Header
oCpyRT.gatea.feeds.nasdaq.BasicMsg.Header
oCpyRT.gatea.feeds.nyse.XDPMsg.Header
oCHttpManager
oCHttpMgr
oCpyRT.customers.blue.IMsgPump.IFullBookFull Book Interface : Event Receiver
oCpyRT.customers.blue.IMsgPump.IManagerDictionary of records interface
oCpyRT.customers.blue.IMsgPump.IMsgPumpMessage Pump Interface
oCpyRT.gatea.MktData.Index.IndexCalculated Index such as DJI or SP500
oCpyRT.customers.blue.IMsgPump.ITopOfBook
oCpyRT.apps.warp.Monitor.Config.LatencyReportConfig.py EOD Latency Report Config
oCpyRT.gatea.DMA.Security.ListenerInterested party who wishes to be notified of changes to a Security
oCpyRT.crypto.LiveOrderDb.LiveOrderLive Order d/b
oCpyRT.gatea.OMS.OrderBook.LiveOrderDBDataBase of OrderBooks and live orders
oCpyRT.crypto.LiveOrderDb.LiveOrderDbLive Order d/b
oCpyRT.gatea.MktData.MDDirect.LVCRead-only view on Last Value Cache (LVC) file
oCpyRT.gatea.feeds.MDD.libMDDirect.LVCRead-only view on Last Value Cache (LVC) file
oCpyRT.native.dmaModule.LVCAccess to native DMA.lvc_getBook() API, with methods to return either a book in either raw (native) form, or in a handy Book class
oCpyRT.native.omniBridgeModule.LVCAccess to native omniBridge.lvc_Xxx() API, with methods to use both the native API as well as the FieldList class
oCpyRT.native.warpModule.LVCAccess to native warp.lvc_Xxx() API, with methods to use both the native API as well as the gatea.MktData.FieldList.FieldList class
oCLVC
oCpyRT.gatea.MktData.MDDirect.LVCAdminControl channel to LVC : Add, Refresh Tickers
oCpyRT.gatea.FIX.MDEntries.MDEntriesCollection of MDEntry's
oCpyRT.gatea.FIX.MDEntries.MDEntryA single cracked MDEntry FIX field repeat group
oCpyRT.native.omniBridgeModule.MessageHandy container for populating and accessing an omniBridge message into or out of the omniBridge module
oCpyRT.apps.warp.monWarp.monWarp
oCpyRT.apps.warp.Algo.SMACrossover.MovingAvgMoving Average Crossover : ST / LT
oCpyRT.gatea.GateaEx.OuchMsgs.Msg
oCpyRT.apps.warp.VendorCmp.Basic.MsgCountMessage Counts
oCpyRT.gatea.GateaEx.Platform.MsgDefMsgType definition
oCpyRT.gatea.sys.Thread.Mutex"Thread aware" Native Python mutex
oCpyRT.apps.DMA.WhaleFinder.MyBook
oCpyRT.gatea.feeds.BidFX.BidFX.NameBidFX Subscription Name configured from dict
oCpyRT.gatea.OMS.TradeDB.OHLCA single OHLC
oCpyRT.gatea.MktData.Calc.OpnHiLoClsTrade-driven calcs : ( Open, High, Low, Close )
oCpyRT.apps.warp.Filter.OPRATrade4.OPRATrade
oCpyRT.gatea.OMS.OrderBook.OrderA single Live Order
oCpyRT.gatea.OMS.OrderBook.OrderBookGeneric Order Book
oCpyRT.apps.warp.Stat.PairCorrelate7.Pair
oCpyRT.apps.warp.Stat.PairCorrelate7.PairMgr
oCpyRT.apps.warp.Stat.PairCorrelate7.PairSet
oCpyRT.gatea.GateaEx.Messages.PktHdrGateaEx Wire Packet Header
oCpyRT.gatea.net.pcap.PktHdrBenop-byte network packet header : ethernet / ip / udp
oCpyRT.apps.warp.Algo.SMACrossover.PositionA collection of Fills - Buys and Sells - and methods for calculating realized and unrealized gains
oCpyRT.gatea.OMS.OrderBook.PrcLvlGender-Neutral Price Level Container
oCpyRT.apps.warp.VendorCmp.Basic.PriceFieldA price field - BID, ASK, etc
oCpyRT.apps.warp.ValueAdded.SyntheticBBO.PriceLevelPrice Level
oCpyRT.apps.DMA.TradeFilter.PriceLevel{ rid1 : sec1, rid2 : sec2, ..
oCpyRT.native.dmaModule.PricePosContainer for a single Price Position:
oCpyRT.gatea.MktData.FieldList.PriceWithTime2 Fields : Price and Time
oCpyRT.gatea.feeds.BidFX.BidFX.PumpStreaming Session
oCpyRT.apps.warp.Monitor.CrossMkt.QteStats
oCpyRT.gatea.net.pcap.RecHdr16-byte pcap Record / packet Header from following struct:
oCpyRT.apps.warp.ValueAdded.BasketCalc1.Record
oCpyRT.apps.warp.ValueAdded.SyntheticBBO.RecordRegional Market Center like AAPL.OQ (AAPL/P)
oCpyRT.crypto.Algo.PingPong.RecordReal-time Record
oCpyRT.apps.warp.Monitor.PriceCheck.RecordA record from the tape
oCpyRT.apps.warp.VendorCmp.Basic.RecordA real-time Record - Basic or SIP - from the tape
oCpyRT.crypto.Algo.DreamChaser.RecordReal-time Record
oCpyRT.apps.warp.Filter.OPRATrade4.Record
oCpyRT.apps.warp.Filter.BlockTrade1.Record
oCpyRT.crypto.Algo.SpreadMaker.RecordReal-time Record
oCpyRT.apps.warp.Filter.BlockTrade2.Record
oCpyRT.apps.warp.Algo.SMACrossover.RecordA registered record from the tape tape that generates a BUY or SELL signal
oCpyRT.native.warpModule.RecordStatContainer for cracking raw record stat list from native warp
oCpyRT.apps.warp.Monitor.CrossMkt.RecStat
oCpyRT.gatea.FIX.RepeatGroups.RepeatGroupA single cracked repeat group
oCpyRT.gatea.FIX.RepeatGroups.RepeatGroupsCollection of RepeatGroup's
oCpyRT.gatea.admin.gateaReplay.ReplayState
Member Description
_Service Published Service Name
_MsgPerSec Replay Rate : Msg/Sec; 0 = Recorded Rate
_PubPosition Current Publication Position
_Now Current time
_TapeStart Tape Start Time
_TapeEnd Tape End Time
_TapeTkrs Number of Tape Tickers
_TapeRewind Remaining Number of Msgs to Rewind
_TapeMsgPump Number of msgs pumped from tape
oCpyRT.gatea.MktData.ReuterEnumDb.ReuterEnumDbDictionary of all defined field IDs
oCpyRT.gatea.feeds.MDD.libMDDirect.rtEdgeDataA container for data from rtEdgeSubscriber and LVC
oCpyRT.gatea.MktData.MDDirect.rtEdgeDataA container for data from rtEdgeSubscriber and LVC
oCpyRT.gatea.MktData.MDDirect.rtEdgeFieldA container for a single field of data from an rtEdgeData structure
oCpyRT.gatea.feeds.MDD.libMDDirect.rtEdgeFieldA container for a single field of data from an rtEdgeData structure
oCrtEdgePublisher
oCpyRT.gatea.MktData.MDDirect.rtEdgeSchemaData Dictionry : FID-to-name and Name-to-FID
oCpyRT.gatea.feeds.MDD.libMDDirect.rtEdgeSchemaData Dictionry : FID-to-name and Name-to-FID
oCrtEdgeSubscriber
oCpyRT.gatea.MktData.Fundamental.SecDbColumnA Python dictionary keyed by ticker name containing a single column of data from a Security Master dump
oCpyRT.gatea.GateaEx.Platform.SecDefSecurity definition
oCpyRT.gatea.OMS.TradeDB.SecuritySecurity w/ Trades
oCpyRT.gatea.sys.SMTP.SendTextSend text via SSL-encrypted SMTP to friendly outgoing SMTP server
oCpyRT.apps.warp.Algo.SMACrossover.SMAConfigSMACrossover.py config class; Configured from site.py else defaults below
oCpyRT.apps.warp.Algo.SMACrossover.SMARecCalculated _SMA.BUY or _SMA.SELL record w/ stats
oCpyRT.apps.warp.Algo.SMACrossover.SMAUpdateSMA Update at timer expiration
oCpyRT.apps.warp.ValueAdded.DailyHiLo.SnapSite-specific
oCsocket
oCSoupChannel
oCpyRT.apps.DMA.TradeFilter.Spread
oCpyRT.crypto.Algo.SpreadMaker.SpreadSpread between 2 Records
oCpyRT.apps.warp.Monitor.Latency5.Stats
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oCpyRT.gatea.stat.TimeSeries.StdDevTime series where StdDev calculated once
oCStockMsg
oCpyRT.gatea.GateaEx.Messages.StreamGateaEx Multicast Stream : Engine or Proxy
oCThread
oCThread
oCpyRT.gatea.stat.TimeSeries.TimeSeriesA series of data points w/ stats calcs
oCpyRT.gatea.OMS.TradeDB.TradeA single Trade
oCpyRT.gatea.OMS.TradeDB.TradeDBTrade d/b, indexed by Security
oCpyRT.apps.DMA.ComboCop.TradeDone
oCpyRT.apps.DMA.Yellow.TradeDone
oCpyRT.gatea.MktData.Calc.TWAPTime-Weighted Average Price Calculator : BID or ASK
oCpyRT.gatea.GateaEx.Platform.UsrDefUser definition
oCpyRT.gatea.MktData.FieldList.VectorFieldVector field w/ minimum size
oCpyRT.native.omniBridgeModule.WatchableWatchable Stream : OrderBook, TopOfBook, etc
\CBaseHTTPRequestHandler