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constant integer | AP_TIMESTAMP_DOWNSTREAM_CORRELATOR_MDBRIDGE_ENTRY := 5400
Returns the bridge entry timestamp key, 5400. |
constant integer | AP_TIMESTAMP_DOWNSTREAM_CORRELATOR_MDBRIDGE_EP_PROCESSING_START := 5406
Returns the bridge ep processing start timestamp key, 5406. |
constant integer | AP_TIMESTAMP_DOWNSTREAM_CORRELATOR_MDBRIDGE_EXIT := 5410
Returns the bridge exit timestamp key, 5410. |
constant string | CONST_COMPOUND_DELTA := "COMPOUND_DELTA"
Returns the datastream transfer mode "COMPOUND DELTA". Each Depth or Tick is used to generate a single event which contains the differences between the new Depth or Tick and the previous one. In the general case this is the most performant transfer mode. |
constant string | CONST_CONNTIMEOUT := "CONNECTION_TIMEOUT"
Returns bridge configuration key "CONNECTION_TIMEOUT". Controls the timeout for establishing connections. |
constant float | CONST_CONNTIMEOUT_DEFAULTVALUE := 60.0
The default timeout for connections, currently 60 seconds. Can be altered by using bridge configuration key "CONNECTION_TIMEOUT". |
constant string | CONST_DATASOURCE_DESC := "Market Data Bridge for legacy adapters"
Returns the MDBridge data source description. |
constant string | CONST_DISABLE_EP := "DISABLE_EP"
Returns datastream configuration key "DISABLE_EP". Default = false. |
constant string | CONST_DISABLE_INBOUND_TIMESTAMP := "DISABLE_INBOUND_TIMESTAMP"
Returns bridge configuration key "DISABLE_INBOUND_TIMESTAMP". Controls whether to keep or discard timestamps on incoming Depth or Tick events. Default = false. |
constant string | CONST_DISABLE_STATUS_SUPPORT := "DISABLE_STATUS_SUPPORT"
Returns bridge configuration key "DISABLE_STATUS_SUPPORT". Controls whether to disable Status support in the bridge. Default = false. |
constant string | CONST_ENABLE_THROTTLING := "ENABLE_THROTTLING"
Returns bridge configuration key "ENABLE_THROTTLING". Controls whether the bridge uses chaser token throttling on incoming events. Default = false. |
constant string | CONST_INCLUDE_INDICATIVE_PRICES := "INCLUDE_INDICATIVE_PRICES"
Returns datastream configuration key "INCLUDE_INDICATIVE_PRICES". Default = false. |
constant string | CONST_LOG_LATENCY_TIMESTAMPS := "LOG_LATENCY_TIMESTAMPS"
Bridge configuration key "LOG_LATENCY_TIMESTAMPS". Controls whether to add the bridge timestamps intended for latency measurements. Default = false. |
constant string | CONST_MARKET := "Market"
Returns "Market". |
constant string | CONST_NUM_LEVELS := "NUM_LEVELS"
Returns datastream configuration key "NUM_LEVELS". Default = 0. |
constant string | CONST_ORDERIDKEY := "ORDERIDKEY"
Returns bridge configuration key "ORDERIDKEY". |
constant string | CONST_PARTYIDKEY := "PARTYIDKEY"
Returns bridge configuration key "PARTYIDKEY". |
constant string | CONST_PRICEPRECISION := "PRICEPRECISION"
Returns bridge configuration key "PRICEPRECISION". Default = "6" = 1000000. |
constant string | CONST_QUOTE_QUANTITY_EP_KEY := "QUOTE_QUANTITY_EP_KEY"
Returns bridge configuration key "QUOTE_QUANTITY_EP_KEY". Default = "38". |
constant string | CONST_QUOTE_REQUESTIDKEY := "QUOTE_REQUESTIDKEY"
Returns bridge configuration key "QUOTE_REQUESTIDKEY". Default = "QuoteReqID". |
constant string | CONST_QUOTEIDKEY := "QUOTEIDKEY"
Returns session configuration key "QUOTEIDKEY". Default = "QuoteID". |
constant string | CONST_QUOTETTL := "QUOTETTL"
Returns session configuration key "QUOTETTL". Default = "5.0". |
constant string | CONST_SERVICE_NAME := "SERVICE_NAME"
Returns "SERVICE_NAME". |
constant string | CONST_SESSIONCONTROL_IGNORES_AVAILABLE := "SESSIONCONTROL_IGNORES_AVAILABLE"
Returns bridge configuration key "SESSIONCONTROL_IGNORES_AVAILABLE". Controls whether the session must be available at SessionStart. Default = false. |
constant string | CONST_SNAPSHOT_ONLY := "SNAPSHOT_ONLY"
Returns the datastream transfer mode "SNAPSHOT_ONLY". Each Depth or Tick is used to generate a completely new market data set. |
constant string | CONST_STATUS_OBJECTID := "STATUS_OBJECTID"
Returns bridge configuration key "STATUS_OBJECTID". Default = "Adapter". |
constant string | CONST_STATUS_SUBSERVICEID := "STATUS_SUBSERVICEID"
Returns bridge configuration key "STATUS_SUBSERVICEID". Default = "". |
constant string | CONST_TRANSFER_MODE := "TRANSFER_MODE"
Returns datastream configuration key "TRANSFER_MODE". Controls the mode to use for generating NMDA depths from the incoming legacy Depth events. Default = "COMPOUND_DELTA". |
constant string | CONST_TRANSPORT_NAME := "MDBridge"
Returns the MDBridge transport name. |
constant string | CONST_VOLUME_BANDS := "VolumeBands"
Returns datastream configuration key "VolumeBands". |
constant float | MARKETDATA_EVENT_RATE_REPORT_INTERVAL := 5.0
Event rate reporting interval in seconds. Default is 5. Negative value disables the functionality. |
constant string | TIMESTAMP_EXTRA_PARAM := "__timestamps"
Returns the extra parameter key for the timestamps, "__timestamps". |
Constant detail |
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constant integer AP_TIMESTAMP_DOWNSTREAM_CORRELATOR_MDBRIDGE_ENTRY := 5400Returns the bridge entry timestamp key, 5400.
constant integer AP_TIMESTAMP_DOWNSTREAM_CORRELATOR_MDBRIDGE_EP_PROCESSING_START := 5406Returns the bridge ep processing start timestamp key, 5406.
constant integer AP_TIMESTAMP_DOWNSTREAM_CORRELATOR_MDBRIDGE_EXIT := 5410Returns the bridge exit timestamp key, 5410.
constant string CONST_COMPOUND_DELTA := "COMPOUND_DELTA"Returns the datastream transfer mode "COMPOUND DELTA". Each Depth or Tick is used to generate a single event which contains the differences between the new Depth or Tick and the previous one. In the general case this is the most performant transfer mode.
constant string CONST_CONNTIMEOUT := "CONNECTION_TIMEOUT"Returns bridge configuration key "CONNECTION_TIMEOUT". Controls the timeout for establishing connections.
constant float CONST_CONNTIMEOUT_DEFAULTVALUE := 60.0The default timeout for connections, currently 60 seconds. Can be altered by using bridge configuration key "CONNECTION_TIMEOUT".
constant string CONST_DATASOURCE_DESC := "Market Data Bridge for legacy adapters"Returns the MDBridge data source description.
constant string CONST_DISABLE_EP := "DISABLE_EP"Returns datastream configuration key "DISABLE_EP". Default = false.
constant string CONST_DISABLE_INBOUND_TIMESTAMP := "DISABLE_INBOUND_TIMESTAMP"Returns bridge configuration key "DISABLE_INBOUND_TIMESTAMP". Controls whether to keep or discard timestamps on incoming Depth or Tick events. Default = false.
constant string CONST_DISABLE_STATUS_SUPPORT := "DISABLE_STATUS_SUPPORT"Returns bridge configuration key "DISABLE_STATUS_SUPPORT". Controls whether to disable Status support in the bridge. Default = false.
constant string CONST_ENABLE_THROTTLING := "ENABLE_THROTTLING"Returns bridge configuration key "ENABLE_THROTTLING". Controls whether the bridge uses chaser token throttling on incoming events. Default = false.
constant string CONST_INCLUDE_INDICATIVE_PRICES := "INCLUDE_INDICATIVE_PRICES"Returns datastream configuration key "INCLUDE_INDICATIVE_PRICES". Default = false.
constant string CONST_LOG_LATENCY_TIMESTAMPS := "LOG_LATENCY_TIMESTAMPS"Bridge configuration key "LOG_LATENCY_TIMESTAMPS". Controls whether to add the bridge timestamps intended for latency measurements. Default = false.
constant string CONST_MARKET := "Market"Returns "Market".
constant string CONST_NUM_LEVELS := "NUM_LEVELS"Returns datastream configuration key "NUM_LEVELS". Default = 0.
constant string CONST_ORDERIDKEY := "ORDERIDKEY"Returns bridge configuration key "ORDERIDKEY".
constant string CONST_PARTYIDKEY := "PARTYIDKEY"Returns bridge configuration key "PARTYIDKEY".
constant string CONST_PRICEPRECISION := "PRICEPRECISION"Returns bridge configuration key "PRICEPRECISION". Default = "6" = 1000000.
constant string CONST_QUOTE_QUANTITY_EP_KEY := "QUOTE_QUANTITY_EP_KEY"Returns bridge configuration key "QUOTE_QUANTITY_EP_KEY". Default = "38".
constant string CONST_QUOTE_REQUESTIDKEY := "QUOTE_REQUESTIDKEY"Returns bridge configuration key "QUOTE_REQUESTIDKEY". Default = "QuoteReqID".
constant string CONST_QUOTEIDKEY := "QUOTEIDKEY"Returns session configuration key "QUOTEIDKEY". Default = "QuoteID".
constant string CONST_QUOTETTL := "QUOTETTL"Returns session configuration key "QUOTETTL". Default = "5.0".
constant string CONST_SERVICE_NAME := "SERVICE_NAME"Returns "SERVICE_NAME".
constant string CONST_SESSIONCONTROL_IGNORES_AVAILABLE := "SESSIONCONTROL_IGNORES_AVAILABLE"Returns bridge configuration key "SESSIONCONTROL_IGNORES_AVAILABLE". Controls whether the session must be available at SessionStart. Default = false.
constant string CONST_SNAPSHOT_ONLY := "SNAPSHOT_ONLY"Returns the datastream transfer mode "SNAPSHOT_ONLY". Each Depth or Tick is used to generate a completely new market data set.
constant string CONST_STATUS_OBJECTID := "STATUS_OBJECTID"Returns bridge configuration key "STATUS_OBJECTID". Default = "Adapter".
constant string CONST_STATUS_SUBSERVICEID := "STATUS_SUBSERVICEID"Returns bridge configuration key "STATUS_SUBSERVICEID". Default = "".
constant string CONST_TRANSFER_MODE := "TRANSFER_MODE"Returns datastream configuration key "TRANSFER_MODE". Controls the mode to use for generating NMDA depths from the incoming legacy Depth events. Default = "COMPOUND_DELTA".
constant string CONST_TRANSPORT_NAME := "MDBridge"Returns the MDBridge transport name.
constant string CONST_VOLUME_BANDS := "VolumeBands"Returns datastream configuration key "VolumeBands".
constant float MARKETDATA_EVENT_RATE_REPORT_INTERVAL := 5.0Event rate reporting interval in seconds. Default is 5. Negative value disables the functionality.
constant string TIMESTAMP_EXTRA_PARAM := "__timestamps"Returns the extra parameter key for the timestamps, "__timestamps".
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