The adapter map file must configure the adapter so that every update sent to the Event Stream Processor stream includes a field or combination of fields that conform to the unique key defined for that stream. To make this more flexible, the adapter configuration mechanism supports "pseudofields."
The market data updates that the adapter receives from RMDS are mapped to columns in the Event Stream Processor stream using the dataField or dateTimeField element in the map file. RMDS also provides nonmarket data information and each update includes a RIC. Additionally, you can configure the adapter to add a sequence number to each update.
To make these data items available to the mapping process, the map file mechanism supports these elements called "pseudofields."
Field | Description |
---|---|
dataField |
Type: Datatype is determined at runtime from FIDs and stream schema. (Required) Values such as PRICE, SIZE |
dateTimeField |
Type: string (Optional) The date and time. |
itemName |
Type: string (Required) The RIC. |
imageField |
Type: integer (Required for Level 2 data) Flag to indicate if an entry is an image. |
itemStale |
Type: integer (Optional) The item state. |
marketByOrderKeyField |
Type: integer (Required for Level 2 MARKET_ BY_ORDER messages) Secondary key for Level 2 messages. |
marketByPriceKeyField |
Type: integer (Required for Level 2 MARKET_ BY_PRICE messages) Secondary key for Level 2 messages. |
marketMakerKeyField |
Type: integer (Required for MARKET_MAKER messages) Secondary key for Level 2 messages. |
nullField |
(optional) A null value. |
respTypeNumField |
Type: integer (Optional) Identifies type of message. |
sequenceNumber |
Type: long (Optional) A unique number, assigned sequentially by the adapter to each incoming event whether it causes an update or not. |
serviceName |
Type: string (Optional) The name of the service from which RMDS received the market data from this RIC. |
updateNumber |
Type: long (Optional) A unique number, assigned sequentially by the adapter to each incoming update. |