Embedded Python Real-Time FrameWork : API  Build 20250616.1
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Namespaces
pyRT.gatea.MktData Namespace Reference

Commonly used Market Data Constructs:

  1. Calculations : Open/Hi/Lo, TWAP, etc
  2. Data Dictionary
  3. Refinitiv Enum d/b
  4. Chains
  5. Field Lists
  6. Gatea MD-Direct Real-Time Platform.
More...

Namespaces

 Calc
 Common market data calculations:
 
 Chain
 Sorted and Unsorted Chain of related records.
 
 DataDictionary
 Dictionary of all defined fields.
 
 FieldList
 
 Fundamental
 Fundamental data from a Security Master.
 
 Index
 Index Calculator : Weighted and Non-Weighted.
 
 MDDirect
 

librtEdge C Extension in Python


 
 ReuterEnumDb
 Refinitiv (aka Reuters) Enum Type d/b.
 

Detailed Description

Commonly used Market Data Constructs:

  1. Calculations : Open/Hi/Lo, TWAP, etc
  2. Data Dictionary
  3. Refinitiv Enum d/b
  4. Chains
  5. Field Lists
  6. Gatea MD-Direct Real-Time Platform.