Class: Fix::Protocol::Messages::MdEntry

Inherits:
Fix::Protocol::MessagePart show all
Defined in:
lib/fix/protocol/messages/md_entry.rb

Overview

A market data entry

Constant Summary collapse

MD_ENTRY_TYPES =

The MD entry type mapping

{
  bid:            0,
  ask:            1,
  trade:          2,
  index:          3,
  open:           4,
  close:          5,
  settlement:     6,
  high:           7,
  low:            8,
  vwap:           9,
  imbalance:      'A',
  volume:         'B',
  open_interest:  'C'
}
MD_UPDATE_ACTIONS =

The update actions when updating a market data entry

{
  new:    0,
  change: 1,
  delete: 2
}

Instance Attribute Summary

Attributes inherited from Fix::Protocol::MessagePart

#delegations, #name, #parse_failure

Method Summary

Methods inherited from Fix::Protocol::MessagePart

collection, #dump, #errors, field, inherited, #initialize, #initialize_node, #node_for_name, #nodes, parent_delegate, #parse, parse, part, structure, unordered

Constructor Details

This class inherits a constructor from Fix::Protocol::MessagePart