rithmic/depth_by_order.proto at master · igorrivin/rithmic · GitHub

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package rti;

message DepthByOrder
	{
	// PB_OFFSET = 100000 , is the offset added for each MNM field id

        enum TransactionType {
	                      BUY  = 1;
		              SELL = 2;
	                     }

	enum UpdateType {
	     		 NEW    = 1;
                         CHANGE = 2;
                         DELETE = 3;
                        }

	required int32            template_id            = 154467;     // PB_OFFSET + MNM_TEMPLATE_ID

	optional string           symbol                 = 110100;     // PB_OFFSET + MNM_SYMBOL
	optional string           exchange               = 110101;     // PB_OFFSET + MNM_EXCHANGE
	optional uint64           sequence_number        = 112002;     // PB_OFFSET + MNM_SEQUENCE_NUMBER

	repeated UpdateType       update_type            = 110121;     // PB_OFFSET + MNM_UPDATE_TYPE
	repeated TransactionType  transaction_type       = 153612;     // PB_OFFSET + MNM_MARKET_DEPTH_SIDE

	repeated double           depth_price            = 154405;     // PB_OFFSET + MNM_MARKET_DEPTH_PRICE
	repeated double           prev_depth_price       = 154906;     // PB_OFFSET + MNM_PREVIOUS_MARKET_DEPTH_PRICE
	repeated bool             prev_depth_price_flag  = 154930;     // PB_OFFSET + MNM_PREVIOUS_MARKET_DEPTH_PRICE_FLAG
	repeated int32            depth_size             = 154406;     // PB_OFFSET + MNM_MARKET_DEPTH_SIZE
	repeated uint64           depth_order_priority   = 153613;     // PB_OFFSET + MNM_MARKET_DEPTH_ORDER_PRIORITY
	repeated string           exchange_order_id      = 149238;     // PB_OFFSET + MNM_EXCH_ORD_ID

	optional int32            ssboe                  = 150100;     // PB_OFFSET + MNM_SECONDS_SINCE_BOE
	optional int32            usecs                  = 150101;     // PB_OFFSET + MNM_USECS

	optional int32            source_ssboe           = 150400;     // PB_OFFSET + MNM_SOURCE_SSBOE
	optional int32            source_usecs           = 150401;     // PB_OFFSET + MNM_SOURCE_USECS
	optional int32            source_nsecs           = 150404;     // PB_OFFSET + MNM_SOURCE_NSECS

	optional int32            jop_ssboe              = 150600;     // PB_OFFSET + MNM_JOP_SSBOE
	optional int32            jop_nsecs              = 150604;     // PB_OFFSET + MNM_JOP_NSECS
	}