pyRT.gatea.feeds.memx.Depth Namespace Reference

MEMOIR Full Book Message Cracking. More...

Classes
class	BrokenTrade
	Broken Trade - Section 5.10. More...
class	NonDisplayTrade
	Non-display Trade - Section 5.9. More...
class	OrderAdd
	Order Added - Section 5.5. More...
class	OrderDel
	Order Deleted - Section 5.6. More...
class	OrderExec
	Order Executed - Section 5.8. More...
class	OrderMod
	Order Reduced - Section 5.7. More...
class	TradeCorrect
	Corrected Trade - Section 5.11. More...

Functions
def	MsgMnemonic
	Return Message Type Mnemonic. More...
def	MsgType
	Return Descriptive Message Type. More...

Variables
int	_MT_CLR_BOOK = 18
	Clear Book. More...
int	_MT_ORD_ADD = 10
	Order Added. More...
int	_MT_ORD_BROKE = 15
	Broken Trade. More...
int	_MT_ORD_CORR = 16
	Trade Correct. More...
int	_MT_ORD_DEL = 11
	Order Deleted. More...
int	_MT_ORD_EXEC = 13
	Order Executed (Trade) More...
int	_MT_ORD_MOD = 12
	Order Modified. More...
int	_MT_ORD_TRADE = 14
	Order Executed - Non-display order. More...
	_MT_REG_SHO = Memoir._MT_REG_SHO
	Reg SHO Restriction. More...
	_MT_SEC_DIR = Memoir._MT_SEC_DIR
	Security Directory. More...
	_MT_SEC_STS = Memoir._MT_SEC_STS
	Security Trading Status. More...
	_MT_SESS_STS = Memoir._MT_SESS_STS
	Trading Session Status. More...
int	_MT_SNAP_DONE = 100
	Snapshot Complete. More...

Detailed Description

MEMOIR Full Book Message Cracking.

Function Documentation

def pyRT.gatea.feeds.memx.Depth.MsgMnemonic

(

mt

)

Return Message Type Mnemonic.

Returns

Message Type Mnemonic

def pyRT.gatea.feeds.memx.Depth.MsgType

(

mt

)

Return Descriptive Message Type.

Returns

Descriptive Message Type

Variable Documentation

int pyRT.gatea.feeds.memx.Depth._MT_CLR_BOOK = 18

Clear Book.

int pyRT.gatea.feeds.memx.Depth._MT_ORD_ADD = 10

Order Added.

int pyRT.gatea.feeds.memx.Depth._MT_ORD_BROKE = 15

Broken Trade.

int pyRT.gatea.feeds.memx.Depth._MT_ORD_CORR = 16

Trade Correct.

int pyRT.gatea.feeds.memx.Depth._MT_ORD_DEL = 11

Order Deleted.

int pyRT.gatea.feeds.memx.Depth._MT_ORD_EXEC = 13

Order Executed (Trade)

int pyRT.gatea.feeds.memx.Depth._MT_ORD_MOD = 12

Order Modified.

int pyRT.gatea.feeds.memx.Depth._MT_ORD_TRADE = 14

Order Executed - Non-display order.

pyRT.gatea.feeds.memx.Depth._MT_REG_SHO = Memoir._MT_REG_SHO

Reg SHO Restriction.

pyRT.gatea.feeds.memx.Depth._MT_SEC_DIR = Memoir._MT_SEC_DIR

Security Directory.

pyRT.gatea.feeds.memx.Depth._MT_SEC_STS = Memoir._MT_SEC_STS

Security Trading Status.

pyRT.gatea.feeds.memx.Depth._MT_SESS_STS = Memoir._MT_SESS_STS

Trading Session Status.

int pyRT.gatea.feeds.memx.Depth._MT_SNAP_DONE = 100

Snapshot Complete.