Class: Fix::Protocol::Messages::MdEntry
- Inherits:
-
Fix::Protocol::MessagePart
- Object
- Fix::Protocol::MessagePart
- Fix::Protocol::Messages::MdEntry
- 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