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indicator_prices.proto
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27 lines (20 loc) · 1.16 KB
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package rti;
message IndicatorPrices
{
// PB_OFFSET = 100000, is the offset added for each MNM field id
// below enum is just for reference only, not used in this message
enum PresenceBits {
OPENING_INDICATOR = 1;
CLOSING_INDICATOR = 2;
}
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 uint32 presence_bits = 149138; // PB_OFFSET + MNM_PRICING_INDICATOR
optional uint32 clear_bits = 154571; // PB_OFFSET + MNM_DISPLAY_INDICATOR
optional bool is_snapshot = 110121; // PB_OFFSET + MNM_UPDATE_TYPE
optional double opening_indicator = 154522; // PB_OFFSET + MNM_OPENING_INDICATOR
optional double closing_indicator = 154064; // PB_OFFSET + MNM_CLOSING_INDICATOR
optional int32 ssboe = 150100; // PB_OFFSET + MNM_SECONDS_SINCE_BOE
optional int32 usecs = 150101; // PB_OFFSET + MNM_USECS
}