Embedded Python Real-Time FrameWork : API  Build 20250616.1
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pyRT.apps.DMA Namespace Reference

The pyRT.apps.DMA package has examples for mining Direct Exchange recorded data from the DMA module: More...

Namespaces

 AcVol
 
 BookDump
 
 ComboCop
 Chew thru tape to determine the following:
 
 PrintBook
 
 TopOfBook1
 
 TradeFilter
 
 WhaleFinder
 
 Yellow
 

Detailed Description

The pyRT.apps.DMA package has examples for mining Direct Exchange recorded data from the DMA module:

Example Service Description
AcVol Track Accumulated Volume
BookDump Dump Full Book
ComboCop Look for arb opportunities in Combo and Legs (Best Path)
TopOfBook1 Dump Top of Book
TradeFilter Dump all Trades