Class: Dtn::Messages::Quote::Level1
- Inherits:
-
MessageWithSimpleParser
- Object
- OpenStruct
- Dtn::Message
- MessageWithSimpleParser
- Dtn::Messages::Quote::Level1
- Defined in:
- lib/dtn/messages/quote/level1.rb
Overview
Streaming level1 dynamic data
Constant Summary collapse
- ALL_FIELDS =
fetched with Streaming::Clients::Quote.new.request.quote.all_update_fieldnames and stored this way to been able to store the returning types
{ "_skip" => nil, "Symbol" => :to_s, "Exchange ID" => :to_i, "Last" => :to_f, "Change" => :to_f, "Percent Change" => :to_f, "Total Volume" => :to_i, "High" => :to_f, "Low" => :to_f, "Bid" => :to_f, "Ask" => :to_f, "Bid Size" => :to_i, "Ask Size" => :to_i, "Tick" => :to_s, "Range" => :to_s, "Open Interest" => :to_s, "Open" => :to_f, "Close" => :to_f, "Spread" => :to_f, "Settle" => :to_s, "Delay" => :to_s, "Restricted Code" => :to_s, "Net Asset Value" => :to_s, "Average Maturity" => :to_s, "7 Day Yield" => :to_s, "Extended Trading Change" => :to_s, "Extended Trading Difference" => :to_s, "Price-Earnings Ratio" => :to_s, "Percent Off Average Volume" => :to_s, "Bid Change" => :to_f, "Ask Change" => :to_f, "Change From Open" => :to_f, "Market Open" => :to_s, "Volatility" => :to_s, "Market Capitalization" => :to_f, "Fraction Display Code" => :to_s, "Decimal Precision" => :to_i, "Days to Expiration" => :to_s, "Previous Day Volume" => :to_i, "Open Range 1" => :to_s, "Close Range 1" => :to_s, "Open Range 2" => :to_s, "Close Range 2" => :to_s, "Number of Trades Today" => :to_i, "VWAP" => :to_f, "TickID" => :to_s, "Financial Status Indicator" => :to_s, "Settlement Date" => :to_s, "Bid Market Center" => :to_s, "Ask Market Center" => :to_s, "Available Regions" => :to_s, "Last Size" => :to_i, "Last Time" => :to_s, "Last Market Center" => :to_s, "Most Recent Trade" => :to_s, "Most Recent Trade Size" => :to_s, "Most Recent Trade Time" => :to_s, "Most Recent Trade Conditions" => :to_s, "Most Recent Trade Market Center" => :to_s, "Extended Trade" => :to_s, "Extended Trade Size" => :to_s, "Extended Trade Time" => :to_s, "Extended Trade Market Center" => :to_s, "Message Contents" => :to_s, "Ask Time" => :to_s, "Bid Time" => :to_s, "Last Date" => :to_s, "Extended Trade Date" => :to_s, "Most Recent Trade Date" => :to_s, "Most Recent Trade Aggressor" => :to_s, "Most Recent Trade Day Code" => :to_s }.freeze
- ALL_FUNDAMENTAL_FIELDS =
cached from ‘client.request.quote.fundamental_fieldnames`
{ "_skip" => nil, "Symbol" => :to_s, "Exchange ID" => :to_i, "PE" => :to_f, "Average Volume" => :to_i, "52 Week High" => :to_f, "52 Week Low" => :to_f, "Calendar Year High" => :to_f, "Calendar Year Low" => :to_f, "Dividend Yield" => :to_s, "Dividend Amount" => :to_s, "Dividend Rate" => :to_s, "Pay Date" => :to_s, "Ex-dividend Date" => :to_s, "Current Year EPS" => :to_f, "Next Year EPS" => :to_f, "Five-year Growth Percentage" => :to_f, "Fiscal Year End" => :to_i, "Company Name" => :to_s, "Root Option Symbol" => :to_s, "Percent Held By Institutions" => :to_f, "Beta" => :to_f, "Leaps" => :to_s, "Current Assets" => :to_f, "Current Liabilities" => :to_f, "Balance Sheet Date" => :to_s, "Long-term Debt" => :to_f, "Common Shares Outstanding" => :to_i, "Split Factor 1" => :to_s, "Split Factor 2" => :to_s, "Format Code" => :to_i, "Precision" => :to_i, "SIC" => :to_i, "Historical Volatility" => :to_f, "Security Type" => :to_i, "Listed Market" => :to_i, "52 Week High Date" => :to_s, "52 Week Low Date" => :to_s, "Calendar Year High Date" => :to_s, "Calendar Year Low Date" => :to_s, "Year End Close" => :to_f, "Maturity Date" => :to_s, "Coupon Rate" => :to_s, "Expiration Date" => :to_s, "Strike Price" => :to_s, "NAICS" => :to_s, "Exchange Root" => :to_s, "Option Premium Multiplier" => :to_s, "Option Multiple Deliverable" => :to_s, "Session Open Time" => :to_s, "Session Close Time" => :to_s, "Base Currency" => :to_s, "Contract Size" => :to_s, "Contract Months" => :to_s, "Minimum Tick Size" => :to_s, "First Delivery Date" => :to_s, "FIGI" => :to_s, "Security SubType" => :to_s }.freeze