com.apama.md.agg
Event AggregatorDataForX


Data required for aggregation of data on one symbol.
Since:
CMF 2.1.0

Member summary
 com.apama.md.Xoutput

The aggregated book most recently reported.
 dictionary<com.apama.md.agg.SessionSymbolKey, com.apama.md.X>latestAggregates

The latest market data values on each of the component feeds, indexed by session ID. Data is converted to an AggregatedBook event on each component feed before being cached.
 com.apama.md.agg.AggregatorPriorityIndexDatapriorityIndexes

The orderIDs recorded on this symbol.
 dictionary<com.apama.md.agg.SessionSymbolKey, com.apama.md.X>temporaryAdjustedAggregates

A dictionary of any temporary user modifications to the AggregatedBook. These adjustments will be cleared on any update from the underlying Session.
 com.apama.md.agg.AggregatorPriorityIndexDatatempPriorityIndexes
 sequence<com.apama.md.agg.QueuedX>xSnapshotQueue

A queue of data ready to be output once connection is completed.
 sequence<com.apama.md.agg.QueuedXD>xDeltaQueue

A queue of data ready to be output once connection is completed.
 sequence<com.apama.md.XLegStaticData>latestLegStaticData

Dictionary containing the original leg static data for the underlying sessions.
 dictionary<com.apama.md.agg.SessionSymbolKey, sequence<integer>>legStaticDataMapping

A dictionary containing the mapping of original to aggregated leg static data indexes.
 com.apama.md.agg.AggregatorDataCommoncommon

This event object contains data common to a connection to the Aggregator.
 
Member detail

common

            com.apama.md.agg.AggregatorDataCommon common
        
This event object contains data common to a connection to the Aggregator.

latestAggregates

            dictionary<com.apama.md.agg.SessionSymbolKey, com.apama.md.XlatestAggregates
        
The latest market data values on each of the component feeds, indexed by session ID. Data is converted to an AggregatedBook event on each component feed before being cached.

latestLegStaticData

            sequence<com.apama.md.XLegStaticDatalatestLegStaticData
        
Dictionary containing the original leg static data for the underlying sessions.

legStaticDataMapping

            dictionary<com.apama.md.agg.SessionSymbolKey, sequence<integer>> legStaticDataMapping
        
A dictionary containing the mapping of original to aggregated leg static data indexes.

output

            com.apama.md.X output
        
The aggregated book most recently reported.

priorityIndexes

            com.apama.md.agg.AggregatorPriorityIndexData priorityIndexes
        
The orderIDs recorded on this symbol.

temporaryAdjustedAggregates

            dictionary<com.apama.md.agg.SessionSymbolKey, com.apama.md.XtemporaryAdjustedAggregates
        
A dictionary of any temporary user modifications to the AggregatedBook. These adjustments will be cleared on any update from the underlying Session.

tempPriorityIndexes

            com.apama.md.agg.AggregatorPriorityIndexData tempPriorityIndexes
        

xDeltaQueue

            sequence<com.apama.md.agg.QueuedXDxDeltaQueue
        
A queue of data ready to be output once connection is completed.

xSnapshotQueue

            sequence<com.apama.md.agg.QueuedXxSnapshotQueue
        
A queue of data ready to be output once connection is completed.