Embedded Python Real-Time FrameWork : API  Build 20250616.1
 All Classes Namespaces Files Functions Variables Pages
pyRT.apps.warp Namespace Reference

The pyRT.apps.warp package has many fully functional real-time services from the Data Capture (Record / Replay) platform: More...

Namespaces

 Algo
 Algorithmic-based calculations and alerts:
 
 Filter
 Real-time data stream filters:
 
 Monitor
 Data Quality Monitors:
 
 monWarp
 
 Simple
 Simple Examples:
 
 Stat
 Statistics-based analysis:
 
 ValueAdded
 New calculations:
 
 VendorCmp
 Vendor Comparison:
 

Detailed Description

The pyRT.apps.warp package has many fully functional real-time services from the Data Capture (Record / Replay) platform:

Module Service Description
apps.warp.Algo Algo-based Alerts : Simple Moving Average Crossover
apps.warp.Filter Block Trade, Options Trade Feeds
apps.warp.Monitor Cross Market and Latency Monitors
apps.warp.Simple Quote Flipping; Quote Spreading; 'Hello World' examples
apps.warp.Stat Stock-Pair Correlation and sorting
apps.warp.ValueAdded New Calcs : Chains, Basket Calcs, Synthetic BBO, etc.
apps.warp.VendorCmp Vendor Comparision (NASDAQ Basic to NBBO)