A market data stream contains the record key, one or more fields, and the stale flag.
The record key consists of the symbol, namespace (if present), and transport (if present). If you omit the namespace, the transport, or both, incoming symbol updates from different namespaces and transports are stored in the same record.
A market data stream column may have the same name as the hosted field, for example, wBidSize, wBidPrice. Custom-named columns (for example, MyTimestamp) are mapped to field names in the adapter configuration file.
Record Key | wBidSize | wBidPrice | My Timestamp | Stale | ||
---|---|---|---|---|---|---|
Symbol | Namespace | Transport | ||||
MSFT | NYSE | T1 | 550 | 33.67 | 31--12--2008T 10:32:10.536 | false |
IBM | NASDAQ | T2 | 430 | 51.89 | 31--12--2008T 10:32:44.993 | true |
X1 | NYSE | T2 | 850 | 133.63 | 31--12--2008T 10:27:58.563 | false |
X2 | NYSE | T2 | 440 | 74.36 | 31--12--2008T 10:29:03.755 | false |
X3 | NYSE | T2 | 180 | 21.53 | 31--12--2008T 10:31:55.001 | false |