Class: Dtn::Streaming::Clients::Level2

Inherits:
Dtn::Streaming::Client show all
Defined in:
lib/dtn/streaming/clients/level2.rb

Overview

Provides a connection to IQFeed’s Level2 socket.

Constant Summary collapse

PORT = 
9200
SUPPORTED_MESSAGES = 
COMMON_SUPPORTED_MESSAGES.merge(
  "Z" => Messages::Level2::Level2Update, # Summary message, but it's actually the same
  "2" => Messages::Level2::Level2Update,
  "U" => Messages::Level2::Level2Update,
  "M" => Messages::Level2::MarketMakerName # A Market Maker name OR order book level query response message.
).freeze

Constants inherited from Dtn::Streaming::Client

Dtn::Streaming::Client::CLIENT_TERMINATION_SIGNALS, Dtn::Streaming::Client::COMMON_SUPPORTED_MESSAGES, Dtn::Streaming::Client::PROTOCOL_VERSION

Constants included from Dtn::Streaming::Client::Status

Dtn::Streaming::Client::Status::STATUSES

Instance Attribute Summary

Attributes inherited from Dtn::Streaming::Client

#name, #quote_update_fields

Attributes included from Dtn::Streaming::Client::Status

#status

Method Summary

Methods inherited from Dtn::Streaming::Client

#engine, #initialize, #observers, #request, #socket, #to_s

Constructor Details

This class inherits a constructor from Dtn::Streaming::Client