marketByPriceKeyField

The marketByPriceKeyField element is a secondary key for messages of the MARKET_BY_PRICE domain.

Summary

adapter                                      (required, limit one)
  |----publication                           (required, limit one)
  |----streamMaps                            (required, limit one)
  |      '----streamMap                      (required)
  |             |----dataField               (required)
  |             |----hiResTimestampField     (optional)
  |             |----imageField              (required for L2 data)
  |             |----itemName                (required, limit one)
  |             |----itemStale               (optional)
  |             |----marketByOrderKeyField   (required)
  |             |----marketByPriceKeyField   (required)
  |             |----marketMakerKeyField     (required)
  |             |----nullField               (optional)
  |             |----respTypeNumField        (optional)
  |             |----sequenceNumber          (optional)
  |             |----serviceName             (optional)
  |             '----updateNumber            (optional)
  |----rfa                                   (required, limit one)
  '----itemLists                             (required, limit one)
         '----itemList                       (required)
                '----item                    (optional)

Parent

streamMap

Children

None

Attributes

Name	Description	Requirement
name	PRICE + SIDE as a string	required for Level 2

Notes

This element is not meant to be parsed by the Event Stream Processor; it is used only as a secondary key to keep orderbook rows for the same RIC.

Example

<streamMaps>
    <streamMap name="MarketByOrderStream" messageType="MARKET_BY_ORDER">
        &marketByOrder;
    </streamMap>
    <streamMap name="MarketByPriceStream" messageType="MARKET_BY_PRICE">
        &marketByPrice;
    </streamMap>
    <streamMap name="MarketMakerStream" messageType="MARKET_MAKER">
        &marketMaker;
    </streamMap>
</streamMaps>