openfeed

package
v0.1.7 Latest Latest
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 Go to latest Published: Aug 22, 2022 License: MIT Imports: 12 Imported by: 0

Documentation

Index

Constants

This section is empty.

Variables

View Source 
var (
	ErrAlreadyConnected = errors.New("of: already connected")
	ErrInvalidLogin     = errors.New("of: invalid login")
	ErrNetworkConnect   = errors.New("of: connect")
	ErrNetworkRead      = errors.New("of: network read")
	ErrProtoRead        = errors.New("of: proto read")
)
View Source 
var (
	BookSide_name = map[int32]string{
		0: "UNKNOWN_BOOK_SIDE",
		1: "BID",
		2: "OFFER",
	}
	BookSide_value = map[string]int32{
		"UNKNOWN_BOOK_SIDE": 0,
		"BID":               1,
		"OFFER":             2,
	}
)

Enum value maps for BookSide.

View Source 
var (
	InstrumentTradingStatus_name = map[int32]string{
		0:  "UNKNOWN_TRADING_STATUS",
		1:  "TRADING_RESUME",
		2:  "PRE_OPEN",
		3:  "OPEN",
		4:  "PRE_CLOSE",
		5:  "CLOSE",
		6:  "TRADING_HALT",
		7:  "QUOTATION_RESUME",
		8:  "OPEN_DELAY",
		9:  "NO_OPEN_NO_RESUME",
		10: "FAST_MARKET",
		11: "FAST_MARKET_END",
		12: "LATE_MARKET",
		13: "LATE_MARKET_END",
		14: "POST_SESSION",
		15: "POST_SESSION_END",
		16: "NEW_PRICE_INDICATION",
		17: "NOT_AVAILABLE_FOR_TRADING",
		18: "PRE_CROSS",
		19: "CROSS",
		20: "POST_CLOSE",
		21: "NO_CHANGE",
		22: "NAFT",
		23: "TRADING_RANGE_INDICATION",
		24: "MARKET_IMBALANCE_BUY",
		25: "MARKET_IMBALANCE_SELL",
		26: "MOC_IMBALANCE_BUY",
		27: "MOC_IMBALANCE_SELL",
		28: "NO_MARKET_IMBALANCE",
		29: "NO_MOC_IMBALANCE",
		30: "SHORT_SELL_RESTRICTION",
		31: "LIMIT_UP_LIMIT_DOWN",
	}
	InstrumentTradingStatus_value = map[string]int32{
		"UNKNOWN_TRADING_STATUS":    0,
		"TRADING_RESUME":            1,
		"PRE_OPEN":                  2,
		"OPEN":                      3,
		"PRE_CLOSE":                 4,
		"CLOSE":                     5,
		"TRADING_HALT":              6,
		"QUOTATION_RESUME":          7,
		"OPEN_DELAY":                8,
		"NO_OPEN_NO_RESUME":         9,
		"FAST_MARKET":               10,
		"FAST_MARKET_END":           11,
		"LATE_MARKET":               12,
		"LATE_MARKET_END":           13,
		"POST_SESSION":              14,
		"POST_SESSION_END":          15,
		"NEW_PRICE_INDICATION":      16,
		"NOT_AVAILABLE_FOR_TRADING": 17,
		"PRE_CROSS":                 18,
		"CROSS":                     19,
		"POST_CLOSE":                20,
		"NO_CHANGE":                 21,
		"NAFT":                      22,
		"TRADING_RANGE_INDICATION":  23,
		"MARKET_IMBALANCE_BUY":      24,
		"MARKET_IMBALANCE_SELL":     25,
		"MOC_IMBALANCE_BUY":         26,
		"MOC_IMBALANCE_SELL":        27,
		"NO_MARKET_IMBALANCE":       28,
		"NO_MOC_IMBALANCE":          29,
		"SHORT_SELL_RESTRICTION":    30,
		"LIMIT_UP_LIMIT_DOWN":       31,
	}
)

Enum value maps for InstrumentTradingStatus.

View Source 
var (
	RegulationSHOShortSalePriceTest_name = map[int32]string{
		0: "UNKNOWN_PRICE_TEST",
		1: "PRICE_TEST_NONE",
		2: "PRICE_TEST_IN_EFFECT",
		3: "PRICE_TEST_REMAINS_IN_EFFECT",
	}
	RegulationSHOShortSalePriceTest_value = map[string]int32{
		"UNKNOWN_PRICE_TEST":           0,
		"PRICE_TEST_NONE":              1,
		"PRICE_TEST_IN_EFFECT":         2,
		"PRICE_TEST_REMAINS_IN_EFFECT": 3,
	}
)

Enum value maps for RegulationSHOShortSalePriceTest.

View Source 
var (
	SettlementTerms_name = map[int32]string{
		0: "UNKNOWN_SETTLEMENT_TERMS",
		1: "CASH",
		2: "NON_NET",
		3: "CONTINGENT_TRADE",
		4: "CASH_TODAY",
		5: "DATE",
	}
	SettlementTerms_value = map[string]int32{
		"UNKNOWN_SETTLEMENT_TERMS": 0,
		"CASH":                     1,
		"NON_NET":                  2,
		"CONTINGENT_TRADE":         3,
		"CASH_TODAY":               4,
		"DATE":                     5,
	}
)

Enum value maps for SettlementTerms.

View Source 
var (
	CrossType_name = map[int32]string{
		0: "UNKNOWN_CROSS_TYPE",
		1: "DEFAULT",
		2: "INTERNAL",
		3: "BASIS",
		4: "CONTINGENT",
		5: "SPECIAL",
		6: "VWAP",
		7: "REGULAR",
	}
	CrossType_value = map[string]int32{
		"UNKNOWN_CROSS_TYPE": 0,
		"DEFAULT":            1,
		"INTERNAL":           2,
		"BASIS":              3,
		"CONTINGENT":         4,
		"SPECIAL":            5,
		"VWAP":               6,
		"REGULAR":            7,
	}
)

Enum value maps for CrossType.

View Source 
var (
	OpenCloseSettlementFlag_name = map[int32]string{
		0: "UNKNOWN",
		1: "DAILY_OPEN",
		2: "INDICATIVE_OPEN_PRICE",
	}
	OpenCloseSettlementFlag_value = map[string]int32{
		"UNKNOWN":               0,
		"DAILY_OPEN":            1,
		"INDICATIVE_OPEN_PRICE": 2,
	}
)

Enum value maps for OpenCloseSettlementFlag.

View Source 
var (
	SettlementSource_name = map[int32]string{
		0: "UNKNOWN_SETTLEMENT_SOURCE",
		1: "GLOBEX",
		2: "ITC",
		3: "MANUAL",
	}
	SettlementSource_value = map[string]int32{
		"UNKNOWN_SETTLEMENT_SOURCE": 0,
		"GLOBEX":                    1,
		"ITC":                       2,
		"MANUAL":                    3,
	}
)

Enum value maps for SettlementSource.

View Source 
var (
	Service_name = map[int32]string{
		0: "UNKNOWN_SERVICE",
		1: "REAL_TIME",
		2: "DELAYED",
		3: "REAL_TIME_SNAPSHOT",
		4: "DELAYED_SNAPSHOT",
		5: "END_OF_DAY",
	}
	Service_value = map[string]int32{
		"UNKNOWN_SERVICE":    0,
		"REAL_TIME":          1,
		"DELAYED":            2,
		"REAL_TIME_SNAPSHOT": 3,
		"DELAYED_SNAPSHOT":   4,
		"END_OF_DAY":         5,
	}
)

Enum value maps for Service.

View Source 
var (
	MarketWideStatus_name = map[int32]string{
		0: "STATUS_UNKNOWN",
		1: "STATUS_START_OF_DAY",
		2: "STATUS_END_OF_DAY",
		3: "STATUS_OPEN",
		4: "STATUS_CLOSE",
	}
	MarketWideStatus_value = map[string]int32{
		"STATUS_UNKNOWN":      0,
		"STATUS_START_OF_DAY": 1,
		"STATUS_END_OF_DAY":   2,
		"STATUS_OPEN":         3,
		"STATUS_CLOSE":        4,
	}
)

Enum value maps for MarketWideStatus.

View Source 
var (
	SnapshotRequestResult_name = map[int32]string{
		0: "SNAPSHOT_REQUEST_UNKNOWN_RESULT",
		1: "SNAPSHOT_REQUEST_SUCCESS",
		2: "SNAPSHOT_REQUEST_NOT_FOUND",
		3: "SNAPSHOT_REQUEST_SERVICE_NOT_AVAILABLE",
		4: "SNAPSHOT_REQUEST_GENERIC_FAILURE",
	}
	SnapshotRequestResult_value = map[string]int32{
		"SNAPSHOT_REQUEST_UNKNOWN_RESULT":        0,
		"SNAPSHOT_REQUEST_SUCCESS":               1,
		"SNAPSHOT_REQUEST_NOT_FOUND":             2,
		"SNAPSHOT_REQUEST_SERVICE_NOT_AVAILABLE": 3,
		"SNAPSHOT_REQUEST_GENERIC_FAILURE":       4,
	}
)

Enum value maps for SnapshotRequestResult.

View Source 
var (
	ActionType_name = map[int32]string{
		0: "UNKNOWN_ACTION",
		1: "LISTING",
		2: "DELISTING",
		3: "EXCHANGE_MOVE",
	}
	ActionType_value = map[string]int32{
		"UNKNOWN_ACTION": 0,
		"LISTING":        1,
		"DELISTING":      2,
		"EXCHANGE_MOVE":  3,
	}
)

Enum value maps for ActionType.

View Source 
var (
	AdminMessage_Status_name = map[int32]string{
		0: "OK",
	}
	AdminMessage_Status_value = map[string]int32{
		"OK": 0,
	}
)

Enum value maps for AdminMessage_Status.

View Source 
var (
	MarketSummary_ClearSet_name = map[int32]string{
		0: "NONE",
		1: "ALL",
		2: "BA",
		3: "CUSTOM_1",
	}
	MarketSummary_ClearSet_value = map[string]int32{
		"NONE":     0,
		"ALL":      1,
		"BA":       2,
		"CUSTOM_1": 3,
	}
)

Enum value maps for MarketSummary_ClearSet.

View Source 
var (
	MarketSummary_SummaryType_name = map[int32]string{
		0: "EXCHANGE_REFRESH",
		1: "REFRESH_LIVE_PRICE",
		2: "EOD_COMMODITY_PRICES",
		3: "EOD_STOCK_FOREX_PRICES",
		4: "EOD_COMMODITY_STATS",
	}
	MarketSummary_SummaryType_value = map[string]int32{
		"EXCHANGE_REFRESH":       0,
		"REFRESH_LIVE_PRICE":     1,
		"EOD_COMMODITY_PRICES":   2,
		"EOD_STOCK_FOREX_PRICES": 3,
		"EOD_COMMODITY_STATS":    4,
	}
)

Enum value maps for MarketSummary_SummaryType.

View Source 
var (
	SnapshotRequest_SnapshotRequestType_name = map[int32]string{
		0: "ALL",
		1: "QUOTE",
		2: "DEPTH",
		3: "VOLUME_AT_PRICE",
	}
	SnapshotRequest_SnapshotRequestType_value = map[string]int32{
		"ALL":             0,
		"QUOTE":           1,
		"DEPTH":           2,
		"VOLUME_AT_PRICE": 3,
	}
)

Enum value maps for SnapshotRequest_SnapshotRequestType.

View Source 
var (
	Result_name = map[int32]string{
		0:   "UNKNOWN_RESULT",
		1:   "SUCCESS",
		115: "DUPLICATE_LOGIN",
		116: "INVALID_SYMBOL",
		117: "INVALID_MARKET_ID",
		118: "INVALID_EXCHANGE",
		119: "INVALID_CHANNEL_ID",
		120: "MALFORMED_MESSAGE",
		121: "UNEXPECTED_MESSAGE",
		122: "NOT_SUBSCRIBED",
		123: "DUPLICATE_SUBSCRIPTION",
		124: "INVALID_CREDENTIALS",
		125: "INSUFFICIENT_PRIVILEGES",
		126: "AUTHENTICATION_REQUIRED",
		127: "GENERIC_FAILURE",
	}
	Result_value = map[string]int32{
		"UNKNOWN_RESULT":          0,
		"SUCCESS":                 1,
		"DUPLICATE_LOGIN":         115,
		"INVALID_SYMBOL":          116,
		"INVALID_MARKET_ID":       117,
		"INVALID_EXCHANGE":        118,
		"INVALID_CHANNEL_ID":      119,
		"MALFORMED_MESSAGE":       120,
		"UNEXPECTED_MESSAGE":      121,
		"NOT_SUBSCRIBED":          122,
		"DUPLICATE_SUBSCRIPTION":  123,
		"INVALID_CREDENTIALS":     124,
		"INSUFFICIENT_PRIVILEGES": 125,
		"AUTHENTICATION_REQUIRED": 126,
		"GENERIC_FAILURE":         127,
	}
)

Enum value maps for Result.

View Source 
var (
	SubscriptionType_name = map[int32]string{
		0: "ALL",
		1: "QUOTE",
		2: "QUOTE_PARTICIPANT",
		3: "DEPTH_PRICE",
		4: "DEPTH_ORDER",
		5: "TRADES",
		6: "CUMLATIVE_VOLUME",
		7: "OHLC",
		8: "OHLC_NON_REGULAR",
	}
	SubscriptionType_value = map[string]int32{
		"ALL":               0,
		"QUOTE":             1,
		"QUOTE_PARTICIPANT": 2,
		"DEPTH_PRICE":       3,
		"DEPTH_ORDER":       4,
		"TRADES":            5,
		"CUMLATIVE_VOLUME":  6,
		"OHLC":              7,
		"OHLC_NON_REGULAR":  8,
	}
)

Enum value maps for SubscriptionType.

View Source 
var (
	SymbolType_name = map[int32]string{
		0: "BARCHART",
		1: "EXCHANGE",
	}
	SymbolType_value = map[string]int32{
		"BARCHART": 0,
		"EXCHANGE": 1,
	}
)

Enum value maps for SymbolType.

View Source 
var (
	InstrumentDefinition_InstrumentType_name = map[int32]string{
		0: "UNKNOWN_INSTRUMENT_TYPE",
		1: "FOREX",
		2: "INDEX",
		3: "EQUITY",
		4: "FUTURE",
		5: "OPTION",
		6: "SPREAD",
		7: "MUTUAL_FUND",
		8: "MONEY_MARKET_FUND",
		9: "USER_DEFINED_SPREAD",
	}
	InstrumentDefinition_InstrumentType_value = map[string]int32{
		"UNKNOWN_INSTRUMENT_TYPE": 0,
		"FOREX":                   1,
		"INDEX":                   2,
		"EQUITY":                  3,
		"FUTURE":                  4,
		"OPTION":                  5,
		"SPREAD":                  6,
		"MUTUAL_FUND":             7,
		"MONEY_MARKET_FUND":       8,
		"USER_DEFINED_SPREAD":     9,
	}
)

Enum value maps for InstrumentDefinition_InstrumentType.

View Source 
var (
	InstrumentDefinition_BookType_name = map[int32]string{
		0: "UNKNOWN_BOOK_TYPE",
		1: "TOP_OF_BOOK",
		2: "PRICE_LEVEL_DEPTH",
		3: "ORDER_DEPTH",
	}
	InstrumentDefinition_BookType_value = map[string]int32{
		"UNKNOWN_BOOK_TYPE": 0,
		"TOP_OF_BOOK":       1,
		"PRICE_LEVEL_DEPTH": 2,
		"ORDER_DEPTH":       3,
	}
)

Enum value maps for InstrumentDefinition_BookType.

View Source 
var (
	InstrumentDefinition_OptionType_name = map[int32]string{
		0: "UNKNOWN_OPTION_TYPE",
		1: "CALL",
		2: "PUT",
	}
	InstrumentDefinition_OptionType_value = map[string]int32{
		"UNKNOWN_OPTION_TYPE": 0,
		"CALL":                1,
		"PUT":                 2,
	}
)

Enum value maps for InstrumentDefinition_OptionType.

View Source 
var (
	InstrumentDefinition_OptionStyle_name = map[int32]string{
		0: "UNKNOWN_OPTIONS_STYLE",
		1: "DEFAULT",
		2: "AMERICAN",
		3: "EUROPEAN",
	}
	InstrumentDefinition_OptionStyle_value = map[string]int32{
		"UNKNOWN_OPTIONS_STYLE": 0,
		"DEFAULT":               1,
		"AMERICAN":              2,
		"EUROPEAN":              3,
	}
)

Enum value maps for InstrumentDefinition_OptionStyle.

View Source 
var (
	InstrumentDefinition_State_name = map[int32]string{
		0: "UNKNOWN_STATE",
		1: "ACTIVE",
		2: "PASSIVE",
	}
	InstrumentDefinition_State_value = map[string]int32{
		"UNKNOWN_STATE": 0,
		"ACTIVE":        1,
		"PASSIVE":       2,
	}
)

Enum value maps for InstrumentDefinition_State.

View Source 
var (
	InstrumentDefinition_EventType_name = map[int32]string{
		0:  "UNKNOWN_EVENT_TYPE",
		1:  "FIRST_TRADE_DATE",
		2:  "LAST_TRADE_DATE",
		10: "MATURITY_DATE",
		11: "FIRST_DELIVERY_DATE",
		12: "LAST_DELIVERY_DATE",
		13: "FIRST_NOTICE_DATE",
		14: "LAST_NOTICE_DATE",
		15: "FIRST_HOLDING_DATE",
		16: "LAST_HOLDING_DATE",
		17: "FIRST_POSITION_DATE",
		18: "LAST_POSITION_DATE",
	}
	InstrumentDefinition_EventType_value = map[string]int32{
		"UNKNOWN_EVENT_TYPE":  0,
		"FIRST_TRADE_DATE":    1,
		"LAST_TRADE_DATE":     2,
		"MATURITY_DATE":       10,
		"FIRST_DELIVERY_DATE": 11,
		"LAST_DELIVERY_DATE":  12,
		"FIRST_NOTICE_DATE":   13,
		"LAST_NOTICE_DATE":    14,
		"FIRST_HOLDING_DATE":  15,
		"LAST_HOLDING_DATE":   16,
		"FIRST_POSITION_DATE": 17,
		"LAST_POSITION_DATE":  18,
	}
)

Enum value maps for InstrumentDefinition_EventType.

View Source 
var (
	InstrumentDefinition_PriceFormat_SubFormat_name = map[int32]string{
		0: "FLAT",
		1: "FRACTIONAL",
		2: "DECIMAL",
	}
	InstrumentDefinition_PriceFormat_SubFormat_value = map[string]int32{
		"FLAT":       0,
		"FRACTIONAL": 1,
		"DECIMAL":    2,
	}
)

Enum value maps for InstrumentDefinition_PriceFormat_SubFormat.

View Source 
var File_openfeed_api_proto protoreflect.FileDescriptor
View Source 
var File_openfeed_instrument_proto protoreflect.FileDescriptor
View Source 
var File_openfeed_proto protoreflect.FileDescriptor

Functions

This section is empty.

Types

type ActionType 

type ActionType int32

/ Instrument Actions 

const (
	ActionType_UNKNOWN_ACTION ActionType = 0
	ActionType_LISTING        ActionType = 1
	ActionType_DELISTING      ActionType = 2
	ActionType_EXCHANGE_MOVE  ActionType = 3
)

func (ActionType) Descriptor 

func (ActionType) Descriptor() protoreflect.EnumDescriptor

func (ActionType) Enum 

func (x ActionType) Enum() *ActionType

func (ActionType) EnumDescriptor deprecated 

func (ActionType) EnumDescriptor() ([]byte, []int)

Deprecated: Use ActionType.Descriptor instead.

func (ActionType) Number 

func (x ActionType) Number() protoreflect.EnumNumber

func (ActionType) String 

func (x ActionType) String() string

func (ActionType) Type 

func (ActionType) Type() protoreflect.EnumType

type AddOrder 

type AddOrder struct {
	TransactionTime int64    `protobuf:"zigzag64,9,opt,name=transactionTime,proto3" json:"transactionTime,omitempty"`
	OrderId         int64    `protobuf:"zigzag64,10,opt,name=orderId,proto3" json:"orderId,omitempty"`
	Side            BookSide `protobuf:"varint,11,opt,name=side,proto3,enum=org.openfeed.BookSide" json:"side,omitempty"`
	Price           int64    `protobuf:"zigzag64,12,opt,name=price,proto3" json:"price,omitempty"`
	Quantity        int64    `protobuf:"zigzag64,13,opt,name=quantity,proto3" json:"quantity,omitempty"`
	IsImplied       bool     `protobuf:"varint,14,opt,name=isImplied,proto3" json:"isImplied,omitempty"`
	Priority        int64    `protobuf:"zigzag64,15,opt,name=priority,proto3" json:"priority,omitempty"`
	// contains filtered or unexported fields
}

Add an order to the order book. Indexed by orderId, which is unique per channel

func (*AddOrder) Descriptor deprecated 

func (*AddOrder) Descriptor() ([]byte, []int)

Deprecated: Use AddOrder.ProtoReflect.Descriptor instead.

func (*AddOrder) GetIsImplied 

func (x *AddOrder) GetIsImplied() bool

func (*AddOrder) GetOrderId 

func (x *AddOrder) GetOrderId() int64

func (*AddOrder) GetPrice 

func (x *AddOrder) GetPrice() int64

func (*AddOrder) GetPriority 

func (x *AddOrder) GetPriority() int64

func (*AddOrder) GetQuantity 

func (x *AddOrder) GetQuantity() int64

func (*AddOrder) GetSide 

func (x *AddOrder) GetSide() BookSide

func (*AddOrder) GetTransactionTime 

func (x *AddOrder) GetTransactionTime() int64

func (*AddOrder) ProtoMessage 

func (*AddOrder) ProtoMessage()

func (*AddOrder) ProtoReflect 

func (x *AddOrder) ProtoReflect() protoreflect.Message

func (*AddOrder) Reset 

func (x *AddOrder) Reset()

func (*AddOrder) String 

func (x *AddOrder) String() string

type AddPriceLevel 

type AddPriceLevel struct {

	// UTC Timestamp, nano seconds since Unix epoch
	TransactionTime int64 `protobuf:"zigzag64,9,opt,name=transactionTime,proto3" json:"transactionTime,omitempty"`
	/// price level index, starting at 1
	Level int32    `protobuf:"zigzag32,10,opt,name=level,proto3" json:"level,omitempty"`
	Side  BookSide `protobuf:"varint,11,opt,name=side,proto3,enum=org.openfeed.BookSide" json:"side,omitempty"`
	/// Divide by priceDenominator
	Price int64 `protobuf:"zigzag64,12,opt,name=price,proto3" json:"price,omitempty"`
	/// Divide by quantityDenominator
	Quantity        int64 `protobuf:"zigzag64,13,opt,name=quantity,proto3" json:"quantity,omitempty"`
	OrderCount      int32 `protobuf:"zigzag32,14,opt,name=orderCount,proto3" json:"orderCount,omitempty"`
	ImpliedQuantity int64 `protobuf:"zigzag64,15,opt,name=impliedQuantity,proto3" json:"impliedQuantity,omitempty"`
	// contains filtered or unexported fields
}

/ Insert a new price level, pushing existing levels down

func (*AddPriceLevel) Descriptor deprecated 

func (*AddPriceLevel) Descriptor() ([]byte, []int)

Deprecated: Use AddPriceLevel.ProtoReflect.Descriptor instead.

func (*AddPriceLevel) GetImpliedQuantity 

func (x *AddPriceLevel) GetImpliedQuantity() int64

func (*AddPriceLevel) GetLevel 

func (x *AddPriceLevel) GetLevel() int32

func (*AddPriceLevel) GetOrderCount 

func (x *AddPriceLevel) GetOrderCount() int32

func (*AddPriceLevel) GetPrice 

func (x *AddPriceLevel) GetPrice() int64

func (*AddPriceLevel) GetQuantity 

func (x *AddPriceLevel) GetQuantity() int64

func (*AddPriceLevel) GetSide 

func (x *AddPriceLevel) GetSide() BookSide

func (*AddPriceLevel) GetTransactionTime 

func (x *AddPriceLevel) GetTransactionTime() int64

func (*AddPriceLevel) ProtoMessage 

func (*AddPriceLevel) ProtoMessage()

func (*AddPriceLevel) ProtoReflect 

func (x *AddPriceLevel) ProtoReflect() protoreflect.Message

func (*AddPriceLevel) Reset 

func (x *AddPriceLevel) Reset()

func (*AddPriceLevel) String 

func (x *AddPriceLevel) String() string

type AdminMessage 

type AdminMessage struct {

	// Origination time = UTC timestamp nano seconds since Unix epoch
	OriginationTime int64               `protobuf:"zigzag64,1,opt,name=originationTime,proto3" json:"originationTime,omitempty"`
	Source          string              `protobuf:"bytes,2,opt,name=source,proto3" json:"source,omitempty"`
	LanguageCode    string              `protobuf:"bytes,3,opt,name=languageCode,proto3" json:"languageCode,omitempty"`
	HeadLine        string              `protobuf:"bytes,4,opt,name=headLine,proto3" json:"headLine,omitempty"`
	Text            string              `protobuf:"bytes,5,opt,name=text,proto3" json:"text,omitempty"`
	Status          AdminMessage_Status `protobuf:"varint,6,opt,name=status,proto3,enum=org.openfeed.AdminMessage_Status" json:"status,omitempty"`
	Channel         int32               `protobuf:"zigzag32,7,opt,name=channel,proto3" json:"channel,omitempty"`
	// contains filtered or unexported fields
}

Administrative Message

func (*AdminMessage) Descriptor deprecated 

func (*AdminMessage) Descriptor() ([]byte, []int)

Deprecated: Use AdminMessage.ProtoReflect.Descriptor instead.

func (*AdminMessage) GetChannel 

func (x *AdminMessage) GetChannel() int32

func (*AdminMessage) GetHeadLine 

func (x *AdminMessage) GetHeadLine() string

func (*AdminMessage) GetLanguageCode 

func (x *AdminMessage) GetLanguageCode() string

func (*AdminMessage) GetOriginationTime 

func (x *AdminMessage) GetOriginationTime() int64

func (*AdminMessage) GetSource 

func (x *AdminMessage) GetSource() string

func (*AdminMessage) GetStatus 

func (x *AdminMessage) GetStatus() AdminMessage_Status

func (*AdminMessage) GetText 

func (x *AdminMessage) GetText() string

func (*AdminMessage) ProtoMessage 

func (*AdminMessage) ProtoMessage()

func (*AdminMessage) ProtoReflect 

func (x *AdminMessage) ProtoReflect() protoreflect.Message

func (*AdminMessage) Reset 

func (x *AdminMessage) Reset()

func (*AdminMessage) String 

func (x *AdminMessage) String() string

type AdminMessage_Status 

type AdminMessage_Status int32
const (
	AdminMessage_OK AdminMessage_Status = 0
)

func (AdminMessage_Status) Descriptor 

func (AdminMessage_Status) Descriptor() protoreflect.EnumDescriptor

func (AdminMessage_Status) Enum 

func (x AdminMessage_Status) Enum() *AdminMessage_Status

func (AdminMessage_Status) EnumDescriptor deprecated 

func (AdminMessage_Status) EnumDescriptor() ([]byte, []int)

Deprecated: Use AdminMessage_Status.Descriptor instead.

func (AdminMessage_Status) Number 

func (x AdminMessage_Status) Number() protoreflect.EnumNumber

func (AdminMessage_Status) String 

func (x AdminMessage_Status) String() string

func (AdminMessage_Status) Type 

func (AdminMessage_Status) Type() protoreflect.EnumType

type BestBidOffer 

type BestBidOffer struct {

	// UTC Timestamp, nano seconds since Unix epoch
	TransactionTime int64 `protobuf:"zigzag64,9,opt,name=transactionTime,proto3" json:"transactionTime,omitempty"`
	/// Divide by priceDenominator
	BidPrice int64 `protobuf:"zigzag64,10,opt,name=bidPrice,proto3" json:"bidPrice,omitempty"`
	/// Divide by quantityDenominator
	BidQuantity   int64 `protobuf:"zigzag64,11,opt,name=bidQuantity,proto3" json:"bidQuantity,omitempty"`
	BidOrderCount int32 `protobuf:"zigzag32,12,opt,name=bidOrderCount,proto3" json:"bidOrderCount,omitempty"`
	/// Liquidity provider information
	// For Forex: BANK:CITY
	// For Equities: EXCHANGE_MIC
	BidOriginator     []byte `protobuf:"bytes,13,opt,name=bidOriginator,proto3" json:"bidOriginator,omitempty"`
	BidQuoteCondition []byte `protobuf:"bytes,14,opt,name=bidQuoteCondition,proto3" json:"bidQuoteCondition,omitempty"`
	/// Divide by priceDenominator
	OfferPrice int64 `protobuf:"zigzag64,20,opt,name=offerPrice,proto3" json:"offerPrice,omitempty"`
	/// Divide by quantityDenominator
	OfferQuantity   int64 `protobuf:"zigzag64,21,opt,name=offerQuantity,proto3" json:"offerQuantity,omitempty"`
	OfferOrderCount int32 `protobuf:"zigzag32,22,opt,name=offerOrderCount,proto3" json:"offerOrderCount,omitempty"`
	/// Liquidity provider information
	// For Forex: BANK:CITY
	// For Equities: EXCHANGE_MIC
	OfferOriginator     []byte `protobuf:"bytes,23,opt,name=offerOriginator,proto3" json:"offerOriginator,omitempty"`
	OfferQuoteCondition []byte `protobuf:"bytes,24,opt,name=offerQuoteCondition,proto3" json:"offerQuoteCondition,omitempty"`
	QuoteCondition      []byte `protobuf:"bytes,30,opt,name=quoteCondition,proto3" json:"quoteCondition,omitempty"`
	/// True if regional/participant member quote
	Regional bool `protobuf:"varint,32,opt,name=regional,proto3" json:"regional,omitempty"`
	/// True if not persisted in the EOD database.
	Transient bool `protobuf:"varint,33,opt,name=transient,proto3" json:"transient,omitempty"`
	// contains filtered or unexported fields
}

/ Best Bid and Offer. / If a side is not present, then that side has been deleted. / By default this value is the NBBO, if regional/participant quote then regional = true

func (*BestBidOffer) Descriptor deprecated 

func (*BestBidOffer) Descriptor() ([]byte, []int)

Deprecated: Use BestBidOffer.ProtoReflect.Descriptor instead.

func (*BestBidOffer) GetBidOrderCount 

func (x *BestBidOffer) GetBidOrderCount() int32

func (*BestBidOffer) GetBidOriginator 

func (x *BestBidOffer) GetBidOriginator() []byte

func (*BestBidOffer) GetBidPrice 

func (x *BestBidOffer) GetBidPrice() int64

func (*BestBidOffer) GetBidQuantity 

func (x *BestBidOffer) GetBidQuantity() int64

func (*BestBidOffer) GetBidQuoteCondition 

func (x *BestBidOffer) GetBidQuoteCondition() []byte

func (*BestBidOffer) GetOfferOrderCount 

func (x *BestBidOffer) GetOfferOrderCount() int32

func (*BestBidOffer) GetOfferOriginator 

func (x *BestBidOffer) GetOfferOriginator() []byte

func (*BestBidOffer) GetOfferPrice 

func (x *BestBidOffer) GetOfferPrice() int64

func (*BestBidOffer) GetOfferQuantity 

func (x *BestBidOffer) GetOfferQuantity() int64

func (*BestBidOffer) GetOfferQuoteCondition 

func (x *BestBidOffer) GetOfferQuoteCondition() []byte

func (*BestBidOffer) GetQuoteCondition 

func (x *BestBidOffer) GetQuoteCondition() []byte

func (*BestBidOffer) GetRegional 

func (x *BestBidOffer) GetRegional() bool

func (*BestBidOffer) GetTransactionTime 

func (x *BestBidOffer) GetTransactionTime() int64

func (*BestBidOffer) GetTransient added in v0.1.7 

func (x *BestBidOffer) GetTransient() bool

func (*BestBidOffer) ProtoMessage 

func (*BestBidOffer) ProtoMessage()

func (*BestBidOffer) ProtoReflect 

func (x *BestBidOffer) ProtoReflect() protoreflect.Message

func (*BestBidOffer) Reset 

func (x *BestBidOffer) Reset()

func (*BestBidOffer) String 

func (x *BestBidOffer) String() string

type BookSide 

type BookSide int32

/ Book side 

const (
	BookSide_UNKNOWN_BOOK_SIDE BookSide = 0
	BookSide_BID               BookSide = 1
	BookSide_OFFER             BookSide = 2
)

func (BookSide) Descriptor 

func (BookSide) Descriptor() protoreflect.EnumDescriptor

func (BookSide) Enum 

func (x BookSide) Enum() *BookSide

func (BookSide) EnumDescriptor deprecated 

func (BookSide) EnumDescriptor() ([]byte, []int)

Deprecated: Use BookSide.Descriptor instead.

func (BookSide) Number 

func (x BookSide) Number() protoreflect.EnumNumber

func (BookSide) String 

func (x BookSide) String() string

func (BookSide) Type 

func (BookSide) Type() protoreflect.EnumType

type BulkSubscriptionFilter added in v0.1.7 

type BulkSubscriptionFilter struct {

	/// Type of the symbol: Barchart of Exchange. Barchart is the default.
	SymbolType SymbolType `protobuf:"varint,1,opt,name=symbolType,proto3,enum=org.openfeed.SymbolType" json:"symbolType,omitempty"`
	/// regular expression pattern for the symbol
	SymbolPattern string `protobuf:"bytes,2,opt,name=symbolPattern,proto3" json:"symbolPattern,omitempty"`
	// contains filtered or unexported fields
}

/ Bulk subscription filter.

func (*BulkSubscriptionFilter) Descriptor deprecated added in v0.1.7 

func (*BulkSubscriptionFilter) Descriptor() ([]byte, []int)

Deprecated: Use BulkSubscriptionFilter.ProtoReflect.Descriptor instead.

func (*BulkSubscriptionFilter) GetSymbolPattern added in v0.1.7 

func (x *BulkSubscriptionFilter) GetSymbolPattern() string

func (*BulkSubscriptionFilter) GetSymbolType added in v0.1.7 

func (x *BulkSubscriptionFilter) GetSymbolType() SymbolType

func (*BulkSubscriptionFilter) ProtoMessage added in v0.1.7 

func (*BulkSubscriptionFilter) ProtoMessage()

func (*BulkSubscriptionFilter) ProtoReflect added in v0.1.7 

func (x *BulkSubscriptionFilter) ProtoReflect() protoreflect.Message

func (*BulkSubscriptionFilter) Reset added in v0.1.7 

func (x *BulkSubscriptionFilter) Reset()

func (*BulkSubscriptionFilter) String added in v0.1.7 

func (x *BulkSubscriptionFilter) String() string

type CapitalDistributions 

type CapitalDistributions struct {
	TransactionTime int64  `protobuf:"zigzag64,8,opt,name=transactionTime,proto3" json:"transactionTime,omitempty"`
	InstrumentType  string `protobuf:"bytes,9,opt,name=instrumentType,proto3" json:"instrumentType,omitempty"`
	// Corporate Action
	CorporateAction string `protobuf:"bytes,10,opt,name=corporateAction,proto3" json:"corporateAction,omitempty"`
	// Date only, format 2012-07-04 -> 20120704
	PayableDate int32 `protobuf:"zigzag32,11,opt,name=payableDate,proto3" json:"payableDate,omitempty"`
	RecordDate  int32 `protobuf:"zigzag32,12,opt,name=recordDate,proto3" json:"recordDate,omitempty"`
	ExDate      int32 `protobuf:"zigzag32,13,opt,name=exDate,proto3" json:"exDate,omitempty"`
	// Distributions
	ShortTermCapitalGain     int64    `protobuf:"zigzag64,14,opt,name=shortTermCapitalGain,proto3" json:"shortTermCapitalGain,omitempty"`
	LongTermCapitalGain      int64    `protobuf:"zigzag64,15,opt,name=longTermCapitalGain,proto3" json:"longTermCapitalGain,omitempty"`
	UnallocatedDistributions int64    `protobuf:"zigzag64,16,opt,name=unallocatedDistributions,proto3" json:"unallocatedDistributions,omitempty"`
	ReturnOfCapital          int64    `protobuf:"zigzag64,17,opt,name=returnOfCapital,proto3" json:"returnOfCapital,omitempty"`
	CurrencyCode             string   `protobuf:"bytes,18,opt,name=currencyCode,proto3" json:"currencyCode,omitempty"`
	Notes                    []string `protobuf:"bytes,19,rep,name=notes,proto3" json:"notes,omitempty"`
	//
	ReinvestDate int32 `protobuf:"zigzag32,20,opt,name=reinvestDate,proto3" json:"reinvestDate,omitempty"`
	// contains filtered or unexported fields
}

/ Capital Distributions

func (*CapitalDistributions) Descriptor deprecated 

func (*CapitalDistributions) Descriptor() ([]byte, []int)

Deprecated: Use CapitalDistributions.ProtoReflect.Descriptor instead.

func (*CapitalDistributions) GetCorporateAction 

func (x *CapitalDistributions) GetCorporateAction() string

func (*CapitalDistributions) GetCurrencyCode 

func (x *CapitalDistributions) GetCurrencyCode() string

func (*CapitalDistributions) GetExDate 

func (x *CapitalDistributions) GetExDate() int32

func (*CapitalDistributions) GetInstrumentType 

func (x *CapitalDistributions) GetInstrumentType() string

func (*CapitalDistributions) GetLongTermCapitalGain 

func (x *CapitalDistributions) GetLongTermCapitalGain() int64

func (*CapitalDistributions) GetNotes 

func (x *CapitalDistributions) GetNotes() []string

func (*CapitalDistributions) GetPayableDate 

func (x *CapitalDistributions) GetPayableDate() int32

func (*CapitalDistributions) GetRecordDate 

func (x *CapitalDistributions) GetRecordDate() int32

func (*CapitalDistributions) GetReinvestDate 

func (x *CapitalDistributions) GetReinvestDate() int32

func (*CapitalDistributions) GetReturnOfCapital 

func (x *CapitalDistributions) GetReturnOfCapital() int64

func (*CapitalDistributions) GetShortTermCapitalGain 

func (x *CapitalDistributions) GetShortTermCapitalGain() int64

func (*CapitalDistributions) GetTransactionTime 

func (x *CapitalDistributions) GetTransactionTime() int64

func (*CapitalDistributions) GetUnallocatedDistributions 

func (x *CapitalDistributions) GetUnallocatedDistributions() int64

func (*CapitalDistributions) ProtoMessage 

func (*CapitalDistributions) ProtoMessage()

func (*CapitalDistributions) ProtoReflect 

func (x *CapitalDistributions) ProtoReflect() protoreflect.Message

func (*CapitalDistributions) Reset 

func (x *CapitalDistributions) Reset()

func (*CapitalDistributions) String 

func (x *CapitalDistributions) String() string

type ChannelReset 

type ChannelReset struct {
	Channel         int32 `protobuf:"zigzag32,1,opt,name=channel,proto3" json:"channel,omitempty"`
	TransactionTime int64 `protobuf:"zigzag64,2,opt,name=transactionTime,proto3" json:"transactionTime,omitempty"`
	// contains filtered or unexported fields
}

Channel Reset

func (*ChannelReset) Descriptor deprecated 

func (*ChannelReset) Descriptor() ([]byte, []int)

Deprecated: Use ChannelReset.ProtoReflect.Descriptor instead.

func (*ChannelReset) GetChannel 

func (x *ChannelReset) GetChannel() int32

func (*ChannelReset) GetTransactionTime 

func (x *ChannelReset) GetTransactionTime() int64

func (*ChannelReset) ProtoMessage 

func (*ChannelReset) ProtoMessage()

func (*ChannelReset) ProtoReflect 

func (x *ChannelReset) ProtoReflect() protoreflect.Message

func (*ChannelReset) Reset 

func (x *ChannelReset) Reset()

func (*ChannelReset) String 

func (x *ChannelReset) String() string

type ClearBook 

type ClearBook struct {
	Reserved        int32 `protobuf:"zigzag32,1,opt,name=reserved,proto3" json:"reserved,omitempty"`
	TransactionTime int64 `protobuf:"zigzag64,2,opt,name=transactionTime,proto3" json:"transactionTime,omitempty"`
	// contains filtered or unexported fields
}

/ Clear all data from the order books that are configured for this market.

func (*ClearBook) Descriptor deprecated 

func (*ClearBook) Descriptor() ([]byte, []int)

Deprecated: Use ClearBook.ProtoReflect.Descriptor instead.

func (*ClearBook) GetReserved 

func (x *ClearBook) GetReserved() int32

func (*ClearBook) GetTransactionTime 

func (x *ClearBook) GetTransactionTime() int64

func (*ClearBook) ProtoMessage 

func (*ClearBook) ProtoMessage()

func (*ClearBook) ProtoReflect 

func (x *ClearBook) ProtoReflect() protoreflect.Message

func (*ClearBook) Reset 

func (x *ClearBook) Reset()

func (*ClearBook) String 

func (x *ClearBook) String() string

type Close 

type Close struct {
	TransactionTime int64 `protobuf:"zigzag64,9,opt,name=transactionTime,proto3" json:"transactionTime,omitempty"`
	/// Date only, format 2012-07-04 -> 20120704
	TradeDate int32 `protobuf:"zigzag32,10,opt,name=tradeDate,proto3" json:"tradeDate,omitempty"`
	/// Divide by priceDenominator
	Price    int64  `protobuf:"zigzag64,11,opt,name=price,proto3" json:"price,omitempty"`
	Currency string `protobuf:"bytes,12,opt,name=currency,proto3" json:"currency,omitempty"`
	// contains filtered or unexported fields
}

func (*Close) Descriptor deprecated 

func (*Close) Descriptor() ([]byte, []int)

Deprecated: Use Close.ProtoReflect.Descriptor instead.

func (*Close) GetCurrency 

func (x *Close) GetCurrency() string

func (*Close) GetPrice 

func (x *Close) GetPrice() int64

func (*Close) GetTradeDate 

func (x *Close) GetTradeDate() int32

func (*Close) GetTransactionTime 

func (x *Close) GetTransactionTime() int64

func (*Close) ProtoMessage 

func (*Close) ProtoMessage()

func (*Close) ProtoReflect 

func (x *Close) ProtoReflect() protoreflect.Message

func (*Close) Reset 

func (x *Close) Reset()

func (*Close) String 

func (x *Close) String() string

type Connection 

type Connection struct {
	sync.RWMutex
	// contains filtered or unexported fields
}

Connection is the main struct that holds the underpinning websocket connection

func NewConnection 

func NewConnection(credentials Credentials, server string) *Connection

Connect connects to the server

func (*Connection) AddExchangeSubscription 

func (c *Connection) AddExchangeSubscription(exchanges []string, handler *MessageHandler)

AddExchangeSubscription subscribes a handler for messages for given slice of exchanges

func (*Connection) AddHeartbeatSubscription 

func (c *Connection) AddHeartbeatSubscription(handler *HeartbeatHandler)

AddHeartbeatSubscription subscribes a handler to heartbeat messages

func (*Connection) AddMessageSubscription added in v0.1.4 

func (c *Connection) AddMessageSubscription(handler *MessageHandler)

AddMessageSubscription subscribes a handler to all messages

func (*Connection) AddRequest added in v0.1.7 

func (c *Connection) AddRequest(req *OpenfeedGatewayRequest)

func (*Connection) AddSymbolOHLCSubscription 

func (c *Connection) AddSymbolOHLCSubscription(symbols []string, handler *MessageHandler)

AddSymbolSubscription subscribes a handler for messages for given slice of symbols

func (*Connection) AddSymbolSubscription 

func (c *Connection) AddSymbolSubscription(symbols []string, handler *MessageHandler)

AddSymbolSubscription subscribes a handler for messages for given slice of symbols

func (*Connection) Close 

func (c *Connection) Close()

Close closes the connection

func (*Connection) Connect 

func (c *Connection) Connect() error

func (*Connection) CreateInstrumentReferenceRequest 

func (c *Connection) CreateInstrumentReferenceRequest(exch string) *OpenfeedGatewayRequest

func (*Connection) CreateInstrumentRequestByChannelId 

func (c *Connection) CreateInstrumentRequestByChannelId(id int32) *OpenfeedGatewayRequest

func (*Connection) CreateInstrumentRequestByExchange 

func (c *Connection) CreateInstrumentRequestByExchange(exch string) *OpenfeedGatewayRequest

func (*Connection) Login 

func (c *Connection) Login() (bool, error)

Login sends the login request to the server, and returns true/false with optional error information

func (*Connection) RemoveSymbolSubscription added in v0.1.7 

func (c *Connection) RemoveSymbolSubscription(symbols []string, handler *MessageHandler)

RemoveSymbolSubscription subscribes a handler for messages for given slice of symbols

func (*Connection) Socket 

func (c *Connection) Socket() *websocket.Conn

func (*Connection) Start 

func (c *Connection) Start() error

Start spins a go routine which then continuosly reads the messages from the websocket connection, unmarshals the protobuf into Openfeed messages, and then calls the registered handlers for a given symbol

type Context 

type Context struct {
	Data        []*ContextData `protobuf:"bytes,1,rep,name=data,proto3" json:"data,omitempty"`
	TracePoints []*TracePoint  `protobuf:"bytes,2,rep,name=tracePoints,proto3" json:"tracePoints,omitempty"`
	// contains filtered or unexported fields
}

func (*Context) Descriptor deprecated 

func (*Context) Descriptor() ([]byte, []int)

Deprecated: Use Context.ProtoReflect.Descriptor instead.

func (*Context) GetData 

func (x *Context) GetData() []*ContextData

func (*Context) GetTracePoints 

func (x *Context) GetTracePoints() []*TracePoint

func (*Context) ProtoMessage 

func (*Context) ProtoMessage()

func (*Context) ProtoReflect 

func (x *Context) ProtoReflect() protoreflect.Message

func (*Context) Reset 

func (x *Context) Reset()

func (*Context) String 

func (x *Context) String() string

type ContextData 

type ContextData struct {
	Id string `protobuf:"bytes,1,opt,name=id,proto3" json:"id,omitempty"`
	// Types that are assignable to Data:
	//	*ContextData_Vstring
	//	*ContextData_Vbytes
	//	*ContextData_Vbool
	//	*ContextData_Vsint32
	//	*ContextData_Vsint64
	//	*ContextData_Vfloat
	//	*ContextData_Vdouble
	Data isContextData_Data `protobuf_oneof:"data"`
	// contains filtered or unexported fields
}

func (*ContextData) Descriptor deprecated 

func (*ContextData) Descriptor() ([]byte, []int)

Deprecated: Use ContextData.ProtoReflect.Descriptor instead.

func (*ContextData) GetData 

func (m *ContextData) GetData() isContextData_Data

func (*ContextData) GetId 

func (x *ContextData) GetId() string

func (*ContextData) GetVbool 

func (x *ContextData) GetVbool() bool

func (*ContextData) GetVbytes 

func (x *ContextData) GetVbytes() []byte

func (*ContextData) GetVdouble 

func (x *ContextData) GetVdouble() float64

func (*ContextData) GetVfloat 

func (x *ContextData) GetVfloat() float32

func (*ContextData) GetVsint32 

func (x *ContextData) GetVsint32() int32

func (*ContextData) GetVsint64 

func (x *ContextData) GetVsint64() int64

func (*ContextData) GetVstring 

func (x *ContextData) GetVstring() string

func (*ContextData) ProtoMessage 

func (*ContextData) ProtoMessage()

func (*ContextData) ProtoReflect 

func (x *ContextData) ProtoReflect() protoreflect.Message

func (*ContextData) Reset 

func (x *ContextData) Reset()

func (*ContextData) String 

func (x *ContextData) String() string

type ContextData_Vbool 

type ContextData_Vbool struct {
	Vbool bool `protobuf:"varint,7,opt,name=vbool,proto3,oneof"`
}

type ContextData_Vbytes 

type ContextData_Vbytes struct {
	Vbytes []byte `protobuf:"bytes,6,opt,name=vbytes,proto3,oneof"`
}

type ContextData_Vdouble 

type ContextData_Vdouble struct {
	Vdouble float64 `protobuf:"fixed64,11,opt,name=vdouble,proto3,oneof"`
}

type ContextData_Vfloat 

type ContextData_Vfloat struct {
	Vfloat float32 `protobuf:"fixed32,10,opt,name=vfloat,proto3,oneof"`
}

type ContextData_Vsint32 

type ContextData_Vsint32 struct {
	Vsint32 int32 `protobuf:"zigzag32,8,opt,name=vsint32,proto3,oneof"`
}

type ContextData_Vsint64 

type ContextData_Vsint64 struct {
	Vsint64 int64 `protobuf:"zigzag64,9,opt,name=vsint64,proto3,oneof"`
}

type ContextData_Vstring 

type ContextData_Vstring struct {
	Vstring string `protobuf:"bytes,5,opt,name=vstring,proto3,oneof"`
}

type Credentials 

type Credentials struct {
	Username string
	Password string
}

Credentials encapsulates the username/password

type CrossType 

type CrossType int32
const (
	CrossType_UNKNOWN_CROSS_TYPE CrossType = 0
	CrossType_DEFAULT            CrossType = 1
	CrossType_INTERNAL           CrossType = 2
	CrossType_BASIS              CrossType = 3
	CrossType_CONTINGENT         CrossType = 4
	CrossType_SPECIAL            CrossType = 5
	CrossType_VWAP               CrossType = 6
	CrossType_REGULAR            CrossType = 7
)

func (CrossType) Descriptor 

func (CrossType) Descriptor() protoreflect.EnumDescriptor

func (CrossType) Enum 

func (x CrossType) Enum() *CrossType

func (CrossType) EnumDescriptor deprecated 

func (CrossType) EnumDescriptor() ([]byte, []int)

Deprecated: Use CrossType.Descriptor instead.

func (CrossType) Number 

func (x CrossType) Number() protoreflect.EnumNumber

func (CrossType) String 

func (x CrossType) String() string

func (CrossType) Type 

func (CrossType) Type() protoreflect.EnumType

type DeleteOrder 

type DeleteOrder struct {
	TransactionTime int64    `protobuf:"zigzag64,9,opt,name=transactionTime,proto3" json:"transactionTime,omitempty"`
	OrderId         int64    `protobuf:"zigzag64,10,opt,name=orderId,proto3" json:"orderId,omitempty"`
	Side            BookSide `protobuf:"varint,11,opt,name=side,proto3,enum=org.openfeed.BookSide" json:"side,omitempty"`
	// contains filtered or unexported fields
}

/ Delete an order from the order book. Indexed by orderId, which is unique per channel

func (*DeleteOrder) Descriptor deprecated 

func (*DeleteOrder) Descriptor() ([]byte, []int)

Deprecated: Use DeleteOrder.ProtoReflect.Descriptor instead.

func (*DeleteOrder) GetOrderId 

func (x *DeleteOrder) GetOrderId() int64

func (*DeleteOrder) GetSide 

func (x *DeleteOrder) GetSide() BookSide

func (*DeleteOrder) GetTransactionTime 

func (x *DeleteOrder) GetTransactionTime() int64

func (*DeleteOrder) ProtoMessage 

func (*DeleteOrder) ProtoMessage()

func (*DeleteOrder) ProtoReflect 

func (x *DeleteOrder) ProtoReflect() protoreflect.Message

func (*DeleteOrder) Reset 

func (x *DeleteOrder) Reset()

func (*DeleteOrder) String 

func (x *DeleteOrder) String() string

type DeletePriceLevel 

type DeletePriceLevel struct {

	// UTC Timestamp, nano seconds since Unix epoch
	TransactionTime int64 `protobuf:"zigzag64,9,opt,name=transactionTime,proto3" json:"transactionTime,omitempty"`
	/// price level index, starting at 1
	Level int32    `protobuf:"zigzag32,10,opt,name=level,proto3" json:"level,omitempty"`
	Side  BookSide `protobuf:"varint,11,opt,name=side,proto3,enum=org.openfeed.BookSide" json:"side,omitempty"`
	// contains filtered or unexported fields
}

/ Delete an existing price level, pulling existing levels up

func (*DeletePriceLevel) Descriptor deprecated 

func (*DeletePriceLevel) Descriptor() ([]byte, []int)

Deprecated: Use DeletePriceLevel.ProtoReflect.Descriptor instead.

func (*DeletePriceLevel) GetLevel 

func (x *DeletePriceLevel) GetLevel() int32

func (*DeletePriceLevel) GetSide 

func (x *DeletePriceLevel) GetSide() BookSide

func (*DeletePriceLevel) GetTransactionTime 

func (x *DeletePriceLevel) GetTransactionTime() int64

func (*DeletePriceLevel) ProtoMessage 

func (*DeletePriceLevel) ProtoMessage()

func (*DeletePriceLevel) ProtoReflect 

func (x *DeletePriceLevel) ProtoReflect() protoreflect.Message

func (*DeletePriceLevel) Reset 

func (x *DeletePriceLevel) Reset()

func (*DeletePriceLevel) String 

func (x *DeletePriceLevel) String() string

type DepthOrder 

type DepthOrder struct {
	Orders []*DepthOrder_Entry `protobuf:"bytes,1,rep,name=orders,proto3" json:"orders,omitempty"`
	// contains filtered or unexported fields
}

/ Depth By Order

func (*DepthOrder) Descriptor deprecated 

func (*DepthOrder) Descriptor() ([]byte, []int)

Deprecated: Use DepthOrder.ProtoReflect.Descriptor instead.

func (*DepthOrder) GetOrders 

func (x *DepthOrder) GetOrders() []*DepthOrder_Entry

func (*DepthOrder) ProtoMessage 

func (*DepthOrder) ProtoMessage()

func (*DepthOrder) ProtoReflect 

func (x *DepthOrder) ProtoReflect() protoreflect.Message

func (*DepthOrder) Reset 

func (x *DepthOrder) Reset()

func (*DepthOrder) String 

func (x *DepthOrder) String() string

type DepthOrder_Entry 

type DepthOrder_Entry struct {

	// Types that are assignable to Data:
	//	*DepthOrder_Entry_AddOrder
	//	*DepthOrder_Entry_DeleteOrder
	//	*DepthOrder_Entry_ModifyOrder
	Data isDepthOrder_Entry_Data `protobuf_oneof:"data"`
	// contains filtered or unexported fields
}

func (*DepthOrder_Entry) Descriptor deprecated 

func (*DepthOrder_Entry) Descriptor() ([]byte, []int)

Deprecated: Use DepthOrder_Entry.ProtoReflect.Descriptor instead.

func (*DepthOrder_Entry) GetAddOrder 

func (x *DepthOrder_Entry) GetAddOrder() *AddOrder

func (*DepthOrder_Entry) GetData 

func (m *DepthOrder_Entry) GetData() isDepthOrder_Entry_Data

func (*DepthOrder_Entry) GetDeleteOrder 

func (x *DepthOrder_Entry) GetDeleteOrder() *DeleteOrder

func (*DepthOrder_Entry) GetModifyOrder 

func (x *DepthOrder_Entry) GetModifyOrder() *ModifyOrder

func (*DepthOrder_Entry) ProtoMessage 

func (*DepthOrder_Entry) ProtoMessage()

func (*DepthOrder_Entry) ProtoReflect 

func (x *DepthOrder_Entry) ProtoReflect() protoreflect.Message

func (*DepthOrder_Entry) Reset 

func (x *DepthOrder_Entry) Reset()

func (*DepthOrder_Entry) String 

func (x *DepthOrder_Entry) String() string

type DepthOrder_Entry_AddOrder 

type DepthOrder_Entry_AddOrder struct {
	AddOrder *AddOrder `protobuf:"bytes,1,opt,name=addOrder,proto3,oneof"`
}

type DepthOrder_Entry_DeleteOrder 

type DepthOrder_Entry_DeleteOrder struct {
	DeleteOrder *DeleteOrder `protobuf:"bytes,2,opt,name=deleteOrder,proto3,oneof"`
}

type DepthOrder_Entry_ModifyOrder 

type DepthOrder_Entry_ModifyOrder struct {
	ModifyOrder *ModifyOrder `protobuf:"bytes,3,opt,name=modifyOrder,proto3,oneof"`
}

type DepthPriceLevel 

type DepthPriceLevel struct {
	Levels []*DepthPriceLevel_Entry `protobuf:"bytes,1,rep,name=levels,proto3" json:"levels,omitempty"`
	// contains filtered or unexported fields
}

/ Depth Price Level

func (*DepthPriceLevel) Descriptor deprecated 

func (*DepthPriceLevel) Descriptor() ([]byte, []int)

Deprecated: Use DepthPriceLevel.ProtoReflect.Descriptor instead.

func (*DepthPriceLevel) GetLevels 

func (x *DepthPriceLevel) GetLevels() []*DepthPriceLevel_Entry

func (*DepthPriceLevel) ProtoMessage 

func (*DepthPriceLevel) ProtoMessage()

func (*DepthPriceLevel) ProtoReflect 

func (x *DepthPriceLevel) ProtoReflect() protoreflect.Message

func (*DepthPriceLevel) Reset 

func (x *DepthPriceLevel) Reset()

func (*DepthPriceLevel) String 

func (x *DepthPriceLevel) String() string

type DepthPriceLevel_Entry 

type DepthPriceLevel_Entry struct {

	// Types that are assignable to Data:
	//	*DepthPriceLevel_Entry_AddPriceLevel
	//	*DepthPriceLevel_Entry_DeletePriceLevel
	//	*DepthPriceLevel_Entry_ModifyPriceLevel
	Data isDepthPriceLevel_Entry_Data `protobuf_oneof:"data"`
	// contains filtered or unexported fields
}

func (*DepthPriceLevel_Entry) Descriptor deprecated 

func (*DepthPriceLevel_Entry) Descriptor() ([]byte, []int)

Deprecated: Use DepthPriceLevel_Entry.ProtoReflect.Descriptor instead.

func (*DepthPriceLevel_Entry) GetAddPriceLevel 

func (x *DepthPriceLevel_Entry) GetAddPriceLevel() *AddPriceLevel

func (*DepthPriceLevel_Entry) GetData 

func (m *DepthPriceLevel_Entry) GetData() isDepthPriceLevel_Entry_Data

func (*DepthPriceLevel_Entry) GetDeletePriceLevel 

func (x *DepthPriceLevel_Entry) GetDeletePriceLevel() *DeletePriceLevel

func (*DepthPriceLevel_Entry) GetModifyPriceLevel 

func (x *DepthPriceLevel_Entry) GetModifyPriceLevel() *ModifyPriceLevel

func (*DepthPriceLevel_Entry) ProtoMessage 

func (*DepthPriceLevel_Entry) ProtoMessage()

func (*DepthPriceLevel_Entry) ProtoReflect 

func (x *DepthPriceLevel_Entry) ProtoReflect() protoreflect.Message

func (*DepthPriceLevel_Entry) Reset 

func (x *DepthPriceLevel_Entry) Reset()

func (*DepthPriceLevel_Entry) String 

func (x *DepthPriceLevel_Entry) String() string

type DepthPriceLevel_Entry_AddPriceLevel 

type DepthPriceLevel_Entry_AddPriceLevel struct {
	AddPriceLevel *AddPriceLevel `protobuf:"bytes,1,opt,name=addPriceLevel,proto3,oneof"`
}

type DepthPriceLevel_Entry_DeletePriceLevel 

type DepthPriceLevel_Entry_DeletePriceLevel struct {
	DeletePriceLevel *DeletePriceLevel `protobuf:"bytes,2,opt,name=deletePriceLevel,proto3,oneof"`
}

type DepthPriceLevel_Entry_ModifyPriceLevel 

type DepthPriceLevel_Entry_ModifyPriceLevel struct {
	ModifyPriceLevel *ModifyPriceLevel `protobuf:"bytes,3,opt,name=modifyPriceLevel,proto3,oneof"`
}

type DividendsIncomeDistributions 

type DividendsIncomeDistributions struct {
	TransactionTime int64  `protobuf:"zigzag64,6,opt,name=transactionTime,proto3" json:"transactionTime,omitempty"`
	InstrumentType  string `protobuf:"bytes,7,opt,name=instrumentType,proto3" json:"instrumentType,omitempty"`
	// Corporate Action
	CorporateAction string `protobuf:"bytes,8,opt,name=corporateAction,proto3" json:"corporateAction,omitempty"`
	// Distribution Type
	DistributionType string `protobuf:"bytes,9,opt,name=distributionType,proto3" json:"distributionType,omitempty"`
	// Date only, format 2012-07-04 -> 20120704
	PayableDate    int32 `protobuf:"zigzag32,10,opt,name=payableDate,proto3" json:"payableDate,omitempty"`
	RecordDate     int32 `protobuf:"zigzag32,11,opt,name=recordDate,proto3" json:"recordDate,omitempty"`
	ExDividendDate int32 `protobuf:"zigzag32,12,opt,name=exDividendDate,proto3" json:"exDividendDate,omitempty"`
	// Cash amount of distribution
	Amount       int64    `protobuf:"zigzag64,13,opt,name=amount,proto3" json:"amount,omitempty"`
	CurrencyCode string   `protobuf:"bytes,14,opt,name=currencyCode,proto3" json:"currencyCode,omitempty"`
	Notes        []string `protobuf:"bytes,15,rep,name=notes,proto3" json:"notes,omitempty"`
	//
	TotalCashDistribution        int64 `protobuf:"zigzag64,16,opt,name=totalCashDistribution,proto3" json:"totalCashDistribution,omitempty"`
	NonQualifiedCashDistribution int64 `protobuf:"zigzag64,17,opt,name=nonQualifiedCashDistribution,proto3" json:"nonQualifiedCashDistribution,omitempty"`
	QualifiedCashDistribution    int64 `protobuf:"zigzag64,18,opt,name=qualifiedCashDistribution,proto3" json:"qualifiedCashDistribution,omitempty"`
	TaxFreeCashDistribution      int64 `protobuf:"zigzag64,19,opt,name=taxFreeCashDistribution,proto3" json:"taxFreeCashDistribution,omitempty"`
	OrdinaryForeignTaxCredit     int64 `protobuf:"zigzag64,20,opt,name=ordinaryForeignTaxCredit,proto3" json:"ordinaryForeignTaxCredit,omitempty"`
	QualifiedForeignTaxCredit    int64 `protobuf:"zigzag64,21,opt,name=qualifiedForeignTaxCredit,proto3" json:"qualifiedForeignTaxCredit,omitempty"`
	StockDividendRatio           int64 `protobuf:"zigzag64,22,opt,name=stockDividendRatio,proto3" json:"stockDividendRatio,omitempty"`
	//
	ReinvestDate int32 `protobuf:"zigzag32,23,opt,name=reinvestDate,proto3" json:"reinvestDate,omitempty"`
	// contains filtered or unexported fields
}

/ Dividends and Income Distributions

func (*DividendsIncomeDistributions) Descriptor deprecated 

func (*DividendsIncomeDistributions) Descriptor() ([]byte, []int)

Deprecated: Use DividendsIncomeDistributions.ProtoReflect.Descriptor instead.

func (*DividendsIncomeDistributions) GetAmount 

func (x *DividendsIncomeDistributions) GetAmount() int64

func (*DividendsIncomeDistributions) GetCorporateAction 

func (x *DividendsIncomeDistributions) GetCorporateAction() string

func (*DividendsIncomeDistributions) GetCurrencyCode 

func (x *DividendsIncomeDistributions) GetCurrencyCode() string

func (*DividendsIncomeDistributions) GetDistributionType 

func (x *DividendsIncomeDistributions) GetDistributionType() string

func (*DividendsIncomeDistributions) GetExDividendDate 

func (x *DividendsIncomeDistributions) GetExDividendDate() int32

func (*DividendsIncomeDistributions) GetInstrumentType 

func (x *DividendsIncomeDistributions) GetInstrumentType() string

func (*DividendsIncomeDistributions) GetNonQualifiedCashDistribution 

func (x *DividendsIncomeDistributions) GetNonQualifiedCashDistribution() int64

func (*DividendsIncomeDistributions) GetNotes 

func (x *DividendsIncomeDistributions) GetNotes() []string

func (*DividendsIncomeDistributions) GetOrdinaryForeignTaxCredit 

func (x *DividendsIncomeDistributions) GetOrdinaryForeignTaxCredit() int64

func (*DividendsIncomeDistributions) GetPayableDate 

func (x *DividendsIncomeDistributions) GetPayableDate() int32

func (*DividendsIncomeDistributions) GetQualifiedCashDistribution 

func (x *DividendsIncomeDistributions) GetQualifiedCashDistribution() int64

func (*DividendsIncomeDistributions) GetQualifiedForeignTaxCredit 

func (x *DividendsIncomeDistributions) GetQualifiedForeignTaxCredit() int64

func (*DividendsIncomeDistributions) GetRecordDate 

func (x *DividendsIncomeDistributions) GetRecordDate() int32

func (*DividendsIncomeDistributions) GetReinvestDate 

func (x *DividendsIncomeDistributions) GetReinvestDate() int32

func (*DividendsIncomeDistributions) GetStockDividendRatio 

func (x *DividendsIncomeDistributions) GetStockDividendRatio() int64

func (*DividendsIncomeDistributions) GetTaxFreeCashDistribution 

func (x *DividendsIncomeDistributions) GetTaxFreeCashDistribution() int64

func (*DividendsIncomeDistributions) GetTotalCashDistribution 

func (x *DividendsIncomeDistributions) GetTotalCashDistribution() int64

func (*DividendsIncomeDistributions) GetTransactionTime 

func (x *DividendsIncomeDistributions) GetTransactionTime() int64

func (*DividendsIncomeDistributions) ProtoMessage 

func (*DividendsIncomeDistributions) ProtoMessage()

func (*DividendsIncomeDistributions) ProtoReflect 

func (x *DividendsIncomeDistributions) ProtoReflect() protoreflect.Message

func (*DividendsIncomeDistributions) Reset 

func (x *DividendsIncomeDistributions) Reset()

func (*DividendsIncomeDistributions) String 

func (x *DividendsIncomeDistributions) String() string

type EODCommoditySummary 

type EODCommoditySummary struct {

	/// Trade date in the format YYYYMMDD
	TradeDate int32 `protobuf:"zigzag32,1,opt,name=tradeDate,proto3" json:"tradeDate,omitempty"`
	/// Contract root, for example ES.
	ContractRoot string `protobuf:"bytes,2,opt,name=contractRoot,proto3" json:"contractRoot,omitempty"`
	/// Consolidated volume.
	ConsolidatedVolume int64 `protobuf:"zigzag64,3,opt,name=consolidatedVolume,proto3" json:"consolidatedVolume,omitempty"`
	// Consolidated open interest.
	ConsolidatedOpenInterest int64 `protobuf:"zigzag64,4,opt,name=consolidatedOpenInterest,proto3" json:"consolidatedOpenInterest,omitempty"`
	/// For internal use only.   Ignore
	AuxiliaryData []byte `protobuf:"bytes,99,opt,name=auxiliaryData,proto3" json:"auxiliaryData,omitempty"`
	// contains filtered or unexported fields
}

/ EOD commodity summary. Used to represent consolidated total values for the group of contracts. Total volume for / all ES futures, for example.

func (*EODCommoditySummary) Descriptor deprecated 

func (*EODCommoditySummary) Descriptor() ([]byte, []int)

Deprecated: Use EODCommoditySummary.ProtoReflect.Descriptor instead.

func (*EODCommoditySummary) GetAuxiliaryData 

func (x *EODCommoditySummary) GetAuxiliaryData() []byte

func (*EODCommoditySummary) GetConsolidatedOpenInterest 

func (x *EODCommoditySummary) GetConsolidatedOpenInterest() int64

func (*EODCommoditySummary) GetConsolidatedVolume 

func (x *EODCommoditySummary) GetConsolidatedVolume() int64

func (*EODCommoditySummary) GetContractRoot 

func (x *EODCommoditySummary) GetContractRoot() string

func (*EODCommoditySummary) GetTradeDate 

func (x *EODCommoditySummary) GetTradeDate() int32

func (*EODCommoditySummary) ProtoMessage 

func (*EODCommoditySummary) ProtoMessage()

func (*EODCommoditySummary) ProtoReflect 

func (x *EODCommoditySummary) ProtoReflect() protoreflect.Message

func (*EODCommoditySummary) Reset 

func (x *EODCommoditySummary) Reset()

func (*EODCommoditySummary) String 

func (x *EODCommoditySummary) String() string

type ExchangeRequest 

type ExchangeRequest struct {
	CorrelationId int64  `protobuf:"zigzag64,1,opt,name=correlationId,proto3" json:"correlationId,omitempty"`
	Token         string `protobuf:"bytes,2,opt,name=token,proto3" json:"token,omitempty"`
	// contains filtered or unexported fields
}

/ Exchange Request, returns ExchangeResponse. Gives available exchanges.

func (*ExchangeRequest) Descriptor deprecated 

func (*ExchangeRequest) Descriptor() ([]byte, []int)

Deprecated: Use ExchangeRequest.ProtoReflect.Descriptor instead.

func (*ExchangeRequest) GetCorrelationId 

func (x *ExchangeRequest) GetCorrelationId() int64

func (*ExchangeRequest) GetToken 

func (x *ExchangeRequest) GetToken() string

func (*ExchangeRequest) ProtoMessage 

func (*ExchangeRequest) ProtoMessage()

func (*ExchangeRequest) ProtoReflect 

func (x *ExchangeRequest) ProtoReflect() protoreflect.Message

func (*ExchangeRequest) Reset 

func (x *ExchangeRequest) Reset()

func (*ExchangeRequest) String 

func (x *ExchangeRequest) String() string

type ExchangeResponse 

type ExchangeResponse struct {
	CorrelationId int64                        `protobuf:"zigzag64,1,opt,name=correlationId,proto3" json:"correlationId,omitempty"`
	Status        *Status                      `protobuf:"bytes,2,opt,name=status,proto3" json:"status,omitempty"`
	Exchanges     []*ExchangeResponse_Exchange `protobuf:"bytes,3,rep,name=exchanges,proto3" json:"exchanges,omitempty"`
	// contains filtered or unexported fields
}

func (*ExchangeResponse) Descriptor deprecated 

func (*ExchangeResponse) Descriptor() ([]byte, []int)

Deprecated: Use ExchangeResponse.ProtoReflect.Descriptor instead.

func (*ExchangeResponse) GetCorrelationId 

func (x *ExchangeResponse) GetCorrelationId() int64

func (*ExchangeResponse) GetExchanges 

func (x *ExchangeResponse) GetExchanges() []*ExchangeResponse_Exchange

func (*ExchangeResponse) GetStatus 

func (x *ExchangeResponse) GetStatus() *Status

func (*ExchangeResponse) ProtoMessage 

func (*ExchangeResponse) ProtoMessage()

func (*ExchangeResponse) ProtoReflect 

func (x *ExchangeResponse) ProtoReflect() protoreflect.Message

func (*ExchangeResponse) Reset 

func (x *ExchangeResponse) Reset()

func (*ExchangeResponse) String 

func (x *ExchangeResponse) String() string

type ExchangeResponse_Exchange 

type ExchangeResponse_Exchange struct {
	Code        string   `protobuf:"bytes,1,opt,name=code,proto3" json:"code,omitempty"`
	Description string   `protobuf:"bytes,2,opt,name=description,proto3" json:"description,omitempty"`
	Aliases     []string `protobuf:"bytes,3,rep,name=aliases,proto3" json:"aliases,omitempty"`
	// contains filtered or unexported fields
}

func (*ExchangeResponse_Exchange) Descriptor deprecated 

func (*ExchangeResponse_Exchange) Descriptor() ([]byte, []int)

Deprecated: Use ExchangeResponse_Exchange.ProtoReflect.Descriptor instead.

func (*ExchangeResponse_Exchange) GetAliases 

func (x *ExchangeResponse_Exchange) GetAliases() []string

func (*ExchangeResponse_Exchange) GetCode 

func (x *ExchangeResponse_Exchange) GetCode() string

func (*ExchangeResponse_Exchange) GetDescription 

func (x *ExchangeResponse_Exchange) GetDescription() string

func (*ExchangeResponse_Exchange) ProtoMessage 

func (*ExchangeResponse_Exchange) ProtoMessage()

func (*ExchangeResponse_Exchange) ProtoReflect 

func (x *ExchangeResponse_Exchange) ProtoReflect() protoreflect.Message

func (*ExchangeResponse_Exchange) Reset 

func (x *ExchangeResponse_Exchange) Reset()

func (*ExchangeResponse_Exchange) String 

func (x *ExchangeResponse_Exchange) String() string

type HeartBeat 

type HeartBeat struct {

	/// UTC timestamp of transaction, nano seconds since Unix epoch
	TransactionTime int64  `protobuf:"zigzag64,1,opt,name=transactionTime,proto3" json:"transactionTime,omitempty"`
	Status          string `protobuf:"bytes,2,opt,name=status,proto3" json:"status,omitempty"`
	Exchange        bool   `protobuf:"varint,3,opt,name=exchange,proto3" json:"exchange,omitempty"`
	Channel         int32  `protobuf:"zigzag32,4,opt,name=channel,proto3" json:"channel,omitempty"`
	// contains filtered or unexported fields
}

/ Heart Beat

func (*HeartBeat) Descriptor deprecated 

func (*HeartBeat) Descriptor() ([]byte, []int)

Deprecated: Use HeartBeat.ProtoReflect.Descriptor instead.

func (*HeartBeat) GetChannel 

func (x *HeartBeat) GetChannel() int32

func (*HeartBeat) GetExchange 

func (x *HeartBeat) GetExchange() bool

func (*HeartBeat) GetStatus 

func (x *HeartBeat) GetStatus() string

func (*HeartBeat) GetTransactionTime 

func (x *HeartBeat) GetTransactionTime() int64

func (*HeartBeat) ProtoMessage 

func (*HeartBeat) ProtoMessage()

func (*HeartBeat) ProtoReflect 

func (x *HeartBeat) ProtoReflect() protoreflect.Message

func (*HeartBeat) Reset 

func (x *HeartBeat) Reset()

func (*HeartBeat) String 

func (x *HeartBeat) String() string

type HeartbeatHandler 

type HeartbeatHandler interface {
	NewHeartbeat(*HeartBeat)
}

type High 

type High struct {
	TransactionTime int64 `protobuf:"zigzag64,9,opt,name=transactionTime,proto3" json:"transactionTime,omitempty"`
	/// Date only, format 2012-07-04 -> 20120704
	TradeDate int32 `protobuf:"zigzag32,10,opt,name=tradeDate,proto3" json:"tradeDate,omitempty"`
	/// Divide by priceDenominator
	Price    int64  `protobuf:"zigzag64,11,opt,name=price,proto3" json:"price,omitempty"`
	Currency string `protobuf:"bytes,12,opt,name=currency,proto3" json:"currency,omitempty"`
	// contains filtered or unexported fields
}

func (*High) Descriptor deprecated 

func (*High) Descriptor() ([]byte, []int)

Deprecated: Use High.ProtoReflect.Descriptor instead.

func (*High) GetCurrency 

func (x *High) GetCurrency() string

func (*High) GetPrice 

func (x *High) GetPrice() int64

func (*High) GetTradeDate 

func (x *High) GetTradeDate() int32

func (*High) GetTransactionTime 

func (x *High) GetTransactionTime() int64

func (*High) ProtoMessage 

func (*High) ProtoMessage()

func (*High) ProtoReflect 

func (x *High) ProtoReflect() protoreflect.Message

func (*High) Reset 

func (x *High) Reset()

func (*High) String 

func (x *High) String() string

type HighRolling 

type HighRolling struct {
	TransactionTime int64 `protobuf:"zigzag64,9,opt,name=transactionTime,proto3" json:"transactionTime,omitempty"`
	/// Date only, format 2012-07-04 -> 20120704
	TradeDate int32 `protobuf:"zigzag32,10,opt,name=tradeDate,proto3" json:"tradeDate,omitempty"`
	/// Divide by priceDenominator
	Price    int64  `protobuf:"zigzag64,11,opt,name=price,proto3" json:"price,omitempty"`
	Currency string `protobuf:"bytes,12,opt,name=currency,proto3" json:"currency,omitempty"`
	// contains filtered or unexported fields
}

24 hour rolling window

func (*HighRolling) Descriptor deprecated 

func (*HighRolling) Descriptor() ([]byte, []int)

Deprecated: Use HighRolling.ProtoReflect.Descriptor instead.

func (*HighRolling) GetCurrency 

func (x *HighRolling) GetCurrency() string

func (*HighRolling) GetPrice 

func (x *HighRolling) GetPrice() int64

func (*HighRolling) GetTradeDate 

func (x *HighRolling) GetTradeDate() int32

func (*HighRolling) GetTransactionTime 

func (x *HighRolling) GetTransactionTime() int64

func (*HighRolling) ProtoMessage 

func (*HighRolling) ProtoMessage()

func (*HighRolling) ProtoReflect 

func (x *HighRolling) ProtoReflect() protoreflect.Message

func (*HighRolling) Reset 

func (x *HighRolling) Reset()

func (*HighRolling) String 

func (x *HighRolling) String() string

type IndexValue 

type IndexValue struct {

	// UTC Timestamp, nano seconds since Unix epoch
	TransactionTime int64 `protobuf:"zigzag64,9,opt,name=transactionTime,proto3" json:"transactionTime,omitempty"`
	// Date only, format 2012-07-04 -> 20120704
	TradeDate      int32 `protobuf:"zigzag32,10,opt,name=tradeDate,proto3" json:"tradeDate,omitempty"`
	Last           int64 `protobuf:"zigzag64,11,opt,name=last,proto3" json:"last,omitempty"`
	Volume         int64 `protobuf:"zigzag64,12,opt,name=volume,proto3" json:"volume,omitempty"`
	Open           int64 `protobuf:"zigzag64,13,opt,name=open,proto3" json:"open,omitempty"`
	SettlementOpen int64 `protobuf:"zigzag64,14,opt,name=settlementOpen,proto3" json:"settlementOpen,omitempty"`
	SpecialOpen    int64 `protobuf:"zigzag64,15,opt,name=specialOpen,proto3" json:"specialOpen,omitempty"`
	High           int64 `protobuf:"zigzag64,16,opt,name=high,proto3" json:"high,omitempty"`
	Low            int64 `protobuf:"zigzag64,17,opt,name=low,proto3" json:"low,omitempty"`
	Close          int64 `protobuf:"zigzag64,18,opt,name=close,proto3" json:"close,omitempty"`
	Bid            int64 `protobuf:"zigzag64,19,opt,name=bid,proto3" json:"bid,omitempty"`
	Offer          int64 `protobuf:"zigzag64,20,opt,name=offer,proto3" json:"offer,omitempty"`
	// contains filtered or unexported fields
}

/ For non-tradable index products

func (*IndexValue) Descriptor deprecated 

func (*IndexValue) Descriptor() ([]byte, []int)

Deprecated: Use IndexValue.ProtoReflect.Descriptor instead.

func (*IndexValue) GetBid 

func (x *IndexValue) GetBid() int64

func (*IndexValue) GetClose 

func (x *IndexValue) GetClose() int64

func (*IndexValue) GetHigh 

func (x *IndexValue) GetHigh() int64

func (*IndexValue) GetLast 

func (x *IndexValue) GetLast() int64

func (*IndexValue) GetLow 

func (x *IndexValue) GetLow() int64

func (*IndexValue) GetOffer 

func (x *IndexValue) GetOffer() int64

func (*IndexValue) GetOpen 

func (x *IndexValue) GetOpen() int64

func (*IndexValue) GetSettlementOpen 

func (x *IndexValue) GetSettlementOpen() int64

func (*IndexValue) GetSpecialOpen 

func (x *IndexValue) GetSpecialOpen() int64

func (*IndexValue) GetTradeDate 

func (x *IndexValue) GetTradeDate() int32

func (*IndexValue) GetTransactionTime 

func (x *IndexValue) GetTransactionTime() int64

func (*IndexValue) GetVolume 

func (x *IndexValue) GetVolume() int64

func (*IndexValue) ProtoMessage 

func (*IndexValue) ProtoMessage()

func (*IndexValue) ProtoReflect 

func (x *IndexValue) ProtoReflect() protoreflect.Message

func (*IndexValue) Reset 

func (x *IndexValue) Reset()

func (*IndexValue) String 

func (x *IndexValue) String() string

type InstrumentAction 

type InstrumentAction struct {
	TransactionTime int64                 `protobuf:"zigzag64,1,opt,name=transactionTime,proto3" json:"transactionTime,omitempty"`
	TradeDate       int32                 `protobuf:"zigzag32,2,opt,name=tradeDate,proto3" json:"tradeDate,omitempty"`
	Action          ActionType            `protobuf:"varint,3,opt,name=action,proto3,enum=org.openfeed.ActionType" json:"action,omitempty"`
	Message         string                `protobuf:"bytes,4,opt,name=message,proto3" json:"message,omitempty"`
	Instrument      *InstrumentDefinition `protobuf:"bytes,10,opt,name=instrument,proto3" json:"instrument,omitempty"`
	NewInstrument   *InstrumentDefinition `protobuf:"bytes,11,opt,name=newInstrument,proto3" json:"newInstrument,omitempty"`
	// contains filtered or unexported fields
}

/ Instrument Action

func (*InstrumentAction) Descriptor deprecated 

func (*InstrumentAction) Descriptor() ([]byte, []int)

Deprecated: Use InstrumentAction.ProtoReflect.Descriptor instead.

func (*InstrumentAction) GetAction 

func (x *InstrumentAction) GetAction() ActionType

func (*InstrumentAction) GetInstrument 

func (x *InstrumentAction) GetInstrument() *InstrumentDefinition

func (*InstrumentAction) GetMessage 

func (x *InstrumentAction) GetMessage() string

func (*InstrumentAction) GetNewInstrument 

func (x *InstrumentAction) GetNewInstrument() *InstrumentDefinition

func (*InstrumentAction) GetTradeDate 

func (x *InstrumentAction) GetTradeDate() int32

func (*InstrumentAction) GetTransactionTime 

func (x *InstrumentAction) GetTransactionTime() int64

func (*InstrumentAction) ProtoMessage 

func (*InstrumentAction) ProtoMessage()

func (*InstrumentAction) ProtoReflect 

func (x *InstrumentAction) ProtoReflect() protoreflect.Message

func (*InstrumentAction) Reset 

func (x *InstrumentAction) Reset()

func (*InstrumentAction) String 

func (x *InstrumentAction) String() string

type InstrumentDefinition 

type InstrumentDefinition struct {

	/// Unique ID used in the data feed.
	MarketId int64 `protobuf:"zigzag64,1,opt,name=marketId,proto3" json:"marketId,omitempty"`
	/// Instrument type as enum...
	InstrumentType InstrumentDefinition_InstrumentType `` /* 136-byte string literal not displayed */
	/// Supported Book Types
	SupportBookTypes []InstrumentDefinition_BookType `` /* 141-byte string literal not displayed */
	/// Maximum depth of market-by-price order book
	BookDepth int32 `protobuf:"zigzag32,4,opt,name=bookDepth,proto3" json:"bookDepth,omitempty"`
	/// The name of the market data vendor
	VendorId string `protobuf:"bytes,5,opt,name=vendorId,proto3" json:"vendorId,omitempty"`
	/// Human readable market symbol, assigned by the exchange or venue.
	// Not necessarily unique as the exchange or vendor could assign the same symbol to different
	// instruments, for example if the instruments trade on different exchanges.
	Symbol string `protobuf:"bytes,6,opt,name=symbol,proto3" json:"symbol,omitempty"`
	/// Human readable market description.
	Description string `protobuf:"bytes,7,opt,name=description,proto3" json:"description,omitempty"`
	/// Market CFI code: http://en.wikipedia.org/wiki/ISO_10962
	CfiCode string `protobuf:"bytes,8,opt,name=cfiCode,proto3" json:"cfiCode,omitempty"`
	/// Market currency code: http://en.wikipedia.org/wiki/ISO_4217
	CurrencyCode string `protobuf:"bytes,9,opt,name=currencyCode,proto3" json:"currencyCode,omitempty"`
	// Market exchange code: http://en.wikipedia.org/wiki/ISO_10383
	// For inter-exchange spreads, use the leg MICs separated by a hyphen
	ExchangeCode string `protobuf:"bytes,10,opt,name=exchangeCode,proto3" json:"exchangeCode,omitempty"`
	/// Minimum price increment in market currency.
	MinimumPriceIncrement float32 `protobuf:"fixed32,11,opt,name=minimumPriceIncrement,proto3" json:"minimumPriceIncrement,omitempty"`
	/// Contract point value in market currency.
	ContractPointValue float32 `protobuf:"fixed32,12,opt,name=contractPointValue,proto3" json:"contractPointValue,omitempty"`
	/// Trading schedule for a typical week
	Schedule *InstrumentDefinition_Schedule `protobuf:"bytes,13,opt,name=schedule,proto3" json:"schedule,omitempty"`
	/// Trading calendar (expiration, notice days, holidays?, etc)
	Calendar *InstrumentDefinition_Calendar `protobuf:"bytes,14,opt,name=calendar,proto3" json:"calendar,omitempty"`
	/// UTC Timestamp of creation, nano seconds since Unix epoch
	RecordCreateTime int64 `protobuf:"zigzag64,15,opt,name=recordCreateTime,proto3" json:"recordCreateTime,omitempty"`
	/// UTC Timestamp of update, nano seconds since Unix epoch
	RecordUpdateTime int64 `protobuf:"zigzag64,16,opt,name=recordUpdateTime,proto3" json:"recordUpdateTime,omitempty"`
	/// Market time zone TZ database name.
	// Permanent. Can be resolved into timeZoneOffset for given date/time.
	// See http://joda-time.sourceforge.net/timezones.html
	// See http://en.wikipedia.org/wiki/List_of_tz_database_time_zones
	TimeZoneName string `protobuf:"bytes,17,opt,name=timeZoneName,proto3" json:"timeZoneName,omitempty"`
	/// Identifies a logical grouping of instruments. By product, for example.
	InstrumentGroup string `protobuf:"bytes,18,opt,name=instrumentGroup,proto3" json:"instrumentGroup,omitempty"`
	/// The Date of expiration for futures and options.
	SymbolExpiration *InstrumentDefinition_MaturityDate `protobuf:"bytes,19,opt,name=symbolExpiration,proto3" json:"symbolExpiration,omitempty"`
	/// active: can have market state updates, can have historical data
	// passive: can NOT have market state updates, but can have historical data
	// normally "active" means newly listed or currently non expired markets
	// normally "passive" means expired options, de-listed equities, etc.
	State InstrumentDefinition_State `protobuf:"varint,20,opt,name=state,proto3,enum=org.openfeed.InstrumentDefinition_State" json:"state,omitempty"`
	/// The channel that updates for this instrument will appear on.
	Channel int32 `protobuf:"zigzag32,21,opt,name=channel,proto3" json:"channel,omitempty"`
	/// The marketId of the underlying asset.
	// Used by Futures and Options when the underlying instrument is defined by the vendor
	UnderlyingMarketId int64 `protobuf:"zigzag64,22,opt,name=underlyingMarketId,proto3" json:"underlyingMarketId,omitempty"`
	/// Display format
	PriceFormat *InstrumentDefinition_PriceFormat `protobuf:"bytes,23,opt,name=priceFormat,proto3" json:"priceFormat,omitempty"`
	/// Strike price display format
	OptionStrikePriceFormat *InstrumentDefinition_PriceFormat `protobuf:"bytes,24,opt,name=optionStrikePriceFormat,proto3" json:"optionStrikePriceFormat,omitempty"`
	/// Divide prices by this value to get real price values
	PriceDenominator int32 `protobuf:"zigzag32,28,opt,name=priceDenominator,proto3" json:"priceDenominator,omitempty"`
	/// Divide trade quantities by this value to get real quantities
	QuantityDenominator int32 `protobuf:"zigzag32,29,opt,name=quantityDenominator,proto3" json:"quantityDenominator,omitempty"`
	/// true if this is a tradable instrument
	IsTradable bool `protobuf:"varint,30,opt,name=isTradable,proto3" json:"isTradable,omitempty"`
	/// UTC timestamp of transaction, nano seconds since Unix epoch
	TransactionTime int64 `protobuf:"zigzag64,50,opt,name=transactionTime,proto3" json:"transactionTime,omitempty"`
	/// For internal use only.   Ignore
	AuxiliaryData []byte `protobuf:"bytes,99,opt,name=auxiliaryData,proto3" json:"auxiliaryData,omitempty"`
	/// List of alternate symbols for this instrument.  A single instrument
	// may be provided by many different market data vendors, each with
	// their own unique symbology. Allows this instrument to be tagged
	// with as many vendor symbols as necessary.
	Symbols []*InstrumentDefinition_Symbol `protobuf:"bytes,100,rep,name=symbols,proto3" json:"symbols,omitempty"`
	/// Option strike price in market currency.  Multiply by
	/// factorOptionsStrike to get actual strike
	OptionStrike int64 `protobuf:"zigzag64,200,opt,name=optionStrike,proto3" json:"optionStrike,omitempty"`
	/// Option type: call vs put.
	OptionType InstrumentDefinition_OptionType `` /* 126-byte string literal not displayed */
	/// Option style : American vs European.
	OptionStyle InstrumentDefinition_OptionStyle `` /* 129-byte string literal not displayed */
	/// Divide optionStrike by this value to get real strike price
	OptionStrikeDenominator int32 `protobuf:"zigzag32,204,opt,name=optionStrikeDenominator,proto3" json:"optionStrikeDenominator,omitempty"`
	/// Spread type, can be vendor specific
	SpreadCode string `protobuf:"bytes,210,opt,name=spreadCode,proto3" json:"spreadCode,omitempty"`
	/// Ordered list of underlying legs in a spread.
	SpreadLeg []*InstrumentDefinition_SpreadLeg `protobuf:"bytes,211,rep,name=spreadLeg,proto3" json:"spreadLeg,omitempty"`
	/// true if user defined spread
	UserDefinedSpread bool `protobuf:"varint,212,opt,name=userDefinedSpread,proto3" json:"userDefinedSpread,omitempty"`
	/// Listing market classification
	MarketTier string `protobuf:"bytes,213,opt,name=marketTier,proto3" json:"marketTier,omitempty"`
	/// Current financial status of the issuer
	FinancialStatusIndicator string `protobuf:"bytes,214,opt,name=financialStatusIndicator,proto3" json:"financialStatusIndicator,omitempty"`
	/// ISIN: https://en.wikipedia.org/wiki/International_Securities_Identification_Number
	Isin string `protobuf:"bytes,215,opt,name=isin,proto3" json:"isin,omitempty"`
	/// Break out of currency pair
	CurrencyPair *InstrumentDefinition_CurrencyPair `protobuf:"bytes,216,opt,name=currencyPair,proto3" json:"currencyPair,omitempty"`
	/// true if exchange sends volume.
	ExchangeSendsVolume bool `protobuf:"varint,217,opt,name=exchangeSendsVolume,proto3" json:"exchangeSendsVolume,omitempty"`
	/// true if exchange sends high.
	ExchangeSendsHigh bool `protobuf:"varint,218,opt,name=exchangeSendsHigh,proto3" json:"exchangeSendsHigh,omitempty"`
	/// true if exchange sends low.
	ExchangeSendsLow bool `protobuf:"varint,219,opt,name=exchangeSendsLow,proto3" json:"exchangeSendsLow,omitempty"`
	/// true if exchange sends open.
	ExchangeSendsOpen bool `protobuf:"varint,220,opt,name=exchangeSendsOpen,proto3" json:"exchangeSendsOpen,omitempty"`
	/// true if this instrument represents consolidated NBBO.
	ConsolidatedFeedInstrument bool `protobuf:"varint,221,opt,name=consolidatedFeedInstrument,proto3" json:"consolidatedFeedInstrument,omitempty"`
	/// true if this instrument represents Pit symbol.
	OpenOutcryInstrument bool `protobuf:"varint,222,opt,name=openOutcryInstrument,proto3" json:"openOutcryInstrument,omitempty"`
	/// true if this instrument generated FX option.
	SyntheticAmericanOptionInstrument bool `protobuf:"varint,223,opt,name=syntheticAmericanOptionInstrument,proto3" json:"syntheticAmericanOptionInstrument,omitempty"`
	///
	BarchartExchangeCode string `protobuf:"bytes,224,opt,name=barchartExchangeCode,proto3" json:"barchartExchangeCode,omitempty"`
	///
	BarchartBaseCode string `protobuf:"bytes,225,opt,name=barchartBaseCode,proto3" json:"barchartBaseCode,omitempty"`
	///
	VolumeDenominator int32 `protobuf:"zigzag32,226,opt,name=volumeDenominator,proto3" json:"volumeDenominator,omitempty"`
	///
	BidOfferQuantityDenominator int32 `protobuf:"zigzag32,227,opt,name=bidOfferQuantityDenominator,proto3" json:"bidOfferQuantityDenominator,omitempty"`
	///
	PrimaryListingMarketParticipantId string `protobuf:"bytes,228,opt,name=primaryListingMarketParticipantId,proto3" json:"primaryListingMarketParticipantId,omitempty"`
	///
	SubscriptionSymbol string `protobuf:"bytes,229,opt,name=subscriptionSymbol,proto3" json:"subscriptionSymbol,omitempty"`
	/// The Month/ Day of expiration for futures and options. Corresponds to the expiration month.
	ContractMaturity *InstrumentDefinition_MaturityDate `protobuf:"bytes,230,opt,name=contractMaturity,proto3" json:"contractMaturity,omitempty"`
	// contains filtered or unexported fields
}

func GetInstrumentDefinition 

func GetInstrumentDefinition(id int64) *InstrumentDefinition

func GetInstrumentDefinitionBySymbol 

func GetInstrumentDefinitionBySymbol(symbol string) *InstrumentDefinition

func (*InstrumentDefinition) Descriptor deprecated 

func (*InstrumentDefinition) Descriptor() ([]byte, []int)

Deprecated: Use InstrumentDefinition.ProtoReflect.Descriptor instead.

func (*InstrumentDefinition) GetAuxiliaryData 

func (x *InstrumentDefinition) GetAuxiliaryData() []byte

func (*InstrumentDefinition) GetBarchartBaseCode 

func (x *InstrumentDefinition) GetBarchartBaseCode() string

func (*InstrumentDefinition) GetBarchartExchangeCode 

func (x *InstrumentDefinition) GetBarchartExchangeCode() string

func (*InstrumentDefinition) GetBidOfferQuantityDenominator 

func (x *InstrumentDefinition) GetBidOfferQuantityDenominator() int32

func (*InstrumentDefinition) GetBookDepth 

func (x *InstrumentDefinition) GetBookDepth() int32

func (*InstrumentDefinition) GetCalendar 

func (x *InstrumentDefinition) GetCalendar() *InstrumentDefinition_Calendar

func (*InstrumentDefinition) GetCfiCode 

func (x *InstrumentDefinition) GetCfiCode() string

func (*InstrumentDefinition) GetChannel 

func (x *InstrumentDefinition) GetChannel() int32

func (*InstrumentDefinition) GetConsolidatedFeedInstrument 

func (x *InstrumentDefinition) GetConsolidatedFeedInstrument() bool

func (*InstrumentDefinition) GetContractMaturity added in v0.1.7 

func (x *InstrumentDefinition) GetContractMaturity() *InstrumentDefinition_MaturityDate

func (*InstrumentDefinition) GetContractPointValue 

func (x *InstrumentDefinition) GetContractPointValue() float32

func (*InstrumentDefinition) GetCurrencyCode 

func (x *InstrumentDefinition) GetCurrencyCode() string

func (*InstrumentDefinition) GetCurrencyPair 

func (x *InstrumentDefinition) GetCurrencyPair() *InstrumentDefinition_CurrencyPair

func (*InstrumentDefinition) GetDescription 

func (x *InstrumentDefinition) GetDescription() string

func (*InstrumentDefinition) GetExchangeCode 

func (x *InstrumentDefinition) GetExchangeCode() string

func (*InstrumentDefinition) GetExchangeSendsHigh 

func (x *InstrumentDefinition) GetExchangeSendsHigh() bool

func (*InstrumentDefinition) GetExchangeSendsLow 

func (x *InstrumentDefinition) GetExchangeSendsLow() bool

func (*InstrumentDefinition) GetExchangeSendsOpen 

func (x *InstrumentDefinition) GetExchangeSendsOpen() bool

func (*InstrumentDefinition) GetExchangeSendsVolume 

func (x *InstrumentDefinition) GetExchangeSendsVolume() bool

func (*InstrumentDefinition) GetFinancialStatusIndicator 

func (x *InstrumentDefinition) GetFinancialStatusIndicator() string

func (*InstrumentDefinition) GetInstrumentGroup 

func (x *InstrumentDefinition) GetInstrumentGroup() string

func (*InstrumentDefinition) GetInstrumentType 

func (x *InstrumentDefinition) GetInstrumentType() InstrumentDefinition_InstrumentType

func (*InstrumentDefinition) GetIsTradable 

func (x *InstrumentDefinition) GetIsTradable() bool

func (*InstrumentDefinition) GetIsin 

func (x *InstrumentDefinition) GetIsin() string

func (*InstrumentDefinition) GetMarketId 

func (x *InstrumentDefinition) GetMarketId() int64

func (*InstrumentDefinition) GetMarketTier 

func (x *InstrumentDefinition) GetMarketTier() string

func (*InstrumentDefinition) GetMinimumPriceIncrement 

func (x *InstrumentDefinition) GetMinimumPriceIncrement() float32

func (*InstrumentDefinition) GetOpenOutcryInstrument 

func (x *InstrumentDefinition) GetOpenOutcryInstrument() bool

func (*InstrumentDefinition) GetOptionStrike 

func (x *InstrumentDefinition) GetOptionStrike() int64

func (*InstrumentDefinition) GetOptionStrikeDenominator 

func (x *InstrumentDefinition) GetOptionStrikeDenominator() int32

func (*InstrumentDefinition) GetOptionStrikePriceFormat 

func (x *InstrumentDefinition) GetOptionStrikePriceFormat() *InstrumentDefinition_PriceFormat

func (*InstrumentDefinition) GetOptionStyle 

func (x *InstrumentDefinition) GetOptionStyle() InstrumentDefinition_OptionStyle

func (*InstrumentDefinition) GetOptionType 

func (x *InstrumentDefinition) GetOptionType() InstrumentDefinition_OptionType

func (*InstrumentDefinition) GetPriceDenominator 

func (x *InstrumentDefinition) GetPriceDenominator() int32

func (*InstrumentDefinition) GetPriceFormat 

func (x *InstrumentDefinition) GetPriceFormat() *InstrumentDefinition_PriceFormat

func (*InstrumentDefinition) GetPrimaryListingMarketParticipantId 

func (x *InstrumentDefinition) GetPrimaryListingMarketParticipantId() string

func (*InstrumentDefinition) GetQuantityDenominator 

func (x *InstrumentDefinition) GetQuantityDenominator() int32

func (*InstrumentDefinition) GetRecordCreateTime 

func (x *InstrumentDefinition) GetRecordCreateTime() int64

func (*InstrumentDefinition) GetRecordUpdateTime 

func (x *InstrumentDefinition) GetRecordUpdateTime() int64

func (*InstrumentDefinition) GetSchedule 

func (x *InstrumentDefinition) GetSchedule() *InstrumentDefinition_Schedule

func (*InstrumentDefinition) GetSpreadCode 

func (x *InstrumentDefinition) GetSpreadCode() string

func (*InstrumentDefinition) GetSpreadLeg 

func (x *InstrumentDefinition) GetSpreadLeg() []*InstrumentDefinition_SpreadLeg

func (*InstrumentDefinition) GetState 

func (x *InstrumentDefinition) GetState() InstrumentDefinition_State

func (*InstrumentDefinition) GetSubscriptionSymbol 

func (x *InstrumentDefinition) GetSubscriptionSymbol() string

func (*InstrumentDefinition) GetSupportBookTypes 

func (x *InstrumentDefinition) GetSupportBookTypes() []InstrumentDefinition_BookType

func (*InstrumentDefinition) GetSymbol 

func (x *InstrumentDefinition) GetSymbol() string

func (*InstrumentDefinition) GetSymbolExpiration 

func (x *InstrumentDefinition) GetSymbolExpiration() *InstrumentDefinition_MaturityDate

func (*InstrumentDefinition) GetSymbols 

func (x *InstrumentDefinition) GetSymbols() []*InstrumentDefinition_Symbol

func (*InstrumentDefinition) GetSyntheticAmericanOptionInstrument 

func (x *InstrumentDefinition) GetSyntheticAmericanOptionInstrument() bool

func (*InstrumentDefinition) GetTimeZoneName 

func (x *InstrumentDefinition) GetTimeZoneName() string

func (*InstrumentDefinition) GetTransactionTime 

func (x *InstrumentDefinition) GetTransactionTime() int64

func (*InstrumentDefinition) GetUnderlyingMarketId 

func (x *InstrumentDefinition) GetUnderlyingMarketId() int64

func (*InstrumentDefinition) GetUserDefinedSpread 

func (x *InstrumentDefinition) GetUserDefinedSpread() bool

func (*InstrumentDefinition) GetVendorId 

func (x *InstrumentDefinition) GetVendorId() string

func (*InstrumentDefinition) GetVolumeDenominator 

func (x *InstrumentDefinition) GetVolumeDenominator() int32

func (*InstrumentDefinition) ProtoMessage 

func (*InstrumentDefinition) ProtoMessage()

func (*InstrumentDefinition) ProtoReflect 

func (x *InstrumentDefinition) ProtoReflect() protoreflect.Message

func (*InstrumentDefinition) Reset 

func (x *InstrumentDefinition) Reset()

func (*InstrumentDefinition) String 

func (x *InstrumentDefinition) String() string

type InstrumentDefinition_BookType 

type InstrumentDefinition_BookType int32

/ Market depth implementation type 

const (
	InstrumentDefinition_UNKNOWN_BOOK_TYPE InstrumentDefinition_BookType = 0
	// BBO
	InstrumentDefinition_TOP_OF_BOOK InstrumentDefinition_BookType = 1
	// Book uses price level
	InstrumentDefinition_PRICE_LEVEL_DEPTH InstrumentDefinition_BookType = 2
	// Book uses order-id
	InstrumentDefinition_ORDER_DEPTH InstrumentDefinition_BookType = 3
)

func (InstrumentDefinition_BookType) Descriptor 

func (InstrumentDefinition_BookType) Descriptor() protoreflect.EnumDescriptor

func (InstrumentDefinition_BookType) Enum 

func (x InstrumentDefinition_BookType) Enum() *InstrumentDefinition_BookType

func (InstrumentDefinition_BookType) EnumDescriptor deprecated 

func (InstrumentDefinition_BookType) EnumDescriptor() ([]byte, []int)

Deprecated: Use InstrumentDefinition_BookType.Descriptor instead.

func (InstrumentDefinition_BookType) Number 

func (x InstrumentDefinition_BookType) Number() protoreflect.EnumNumber

func (InstrumentDefinition_BookType) String 

func (x InstrumentDefinition_BookType) String() string

func (InstrumentDefinition_BookType) Type 

func (InstrumentDefinition_BookType) Type() protoreflect.EnumType

type InstrumentDefinition_Calendar 

type InstrumentDefinition_Calendar struct {
	Events []*InstrumentDefinition_Event `protobuf:"bytes,1,rep,name=events,proto3" json:"events,omitempty"`
	// contains filtered or unexported fields
}

func (*InstrumentDefinition_Calendar) Descriptor deprecated 

func (*InstrumentDefinition_Calendar) Descriptor() ([]byte, []int)

Deprecated: Use InstrumentDefinition_Calendar.ProtoReflect.Descriptor instead.

func (*InstrumentDefinition_Calendar) GetEvents 

func (x *InstrumentDefinition_Calendar) GetEvents() []*InstrumentDefinition_Event

func (*InstrumentDefinition_Calendar) ProtoMessage 

func (*InstrumentDefinition_Calendar) ProtoMessage()

func (*InstrumentDefinition_Calendar) ProtoReflect 

func (x *InstrumentDefinition_Calendar) ProtoReflect() protoreflect.Message

func (*InstrumentDefinition_Calendar) Reset 

func (x *InstrumentDefinition_Calendar) Reset()

func (*InstrumentDefinition_Calendar) String 

func (x *InstrumentDefinition_Calendar) String() string

type InstrumentDefinition_CurrencyPair 

type InstrumentDefinition_CurrencyPair struct {
	Currency1 string `protobuf:"bytes,1,opt,name=currency1,proto3" json:"currency1,omitempty"`
	Currency2 string `protobuf:"bytes,2,opt,name=currency2,proto3" json:"currency2,omitempty"`
	// contains filtered or unexported fields
}

/ Currency Pair

func (*InstrumentDefinition_CurrencyPair) Descriptor deprecated 

func (*InstrumentDefinition_CurrencyPair) Descriptor() ([]byte, []int)

Deprecated: Use InstrumentDefinition_CurrencyPair.ProtoReflect.Descriptor instead.

func (*InstrumentDefinition_CurrencyPair) GetCurrency1 

func (x *InstrumentDefinition_CurrencyPair) GetCurrency1() string

func (*InstrumentDefinition_CurrencyPair) GetCurrency2 

func (x *InstrumentDefinition_CurrencyPair) GetCurrency2() string

func (*InstrumentDefinition_CurrencyPair) ProtoMessage 

func (*InstrumentDefinition_CurrencyPair) ProtoMessage()

func (*InstrumentDefinition_CurrencyPair) ProtoReflect 

func (x *InstrumentDefinition_CurrencyPair) ProtoReflect() protoreflect.Message

func (*InstrumentDefinition_CurrencyPair) Reset 

func (x *InstrumentDefinition_CurrencyPair) Reset()

func (*InstrumentDefinition_CurrencyPair) String 

func (x *InstrumentDefinition_CurrencyPair) String() string

type InstrumentDefinition_Event 

type InstrumentDefinition_Event struct {
	Type InstrumentDefinition_EventType `protobuf:"varint,1,opt,name=type,proto3,enum=org.openfeed.InstrumentDefinition_EventType" json:"type,omitempty"`
	Date int64                          `protobuf:"zigzag64,2,opt,name=date,proto3" json:"date,omitempty"`
	// contains filtered or unexported fields
}

func (*InstrumentDefinition_Event) Descriptor deprecated 

func (*InstrumentDefinition_Event) Descriptor() ([]byte, []int)

Deprecated: Use InstrumentDefinition_Event.ProtoReflect.Descriptor instead.

func (*InstrumentDefinition_Event) GetDate 

func (x *InstrumentDefinition_Event) GetDate() int64

func (*InstrumentDefinition_Event) GetType 

func (x *InstrumentDefinition_Event) GetType() InstrumentDefinition_EventType

func (*InstrumentDefinition_Event) ProtoMessage 

func (*InstrumentDefinition_Event) ProtoMessage()

func (*InstrumentDefinition_Event) ProtoReflect 

func (x *InstrumentDefinition_Event) ProtoReflect() protoreflect.Message

func (*InstrumentDefinition_Event) Reset 

func (x *InstrumentDefinition_Event) Reset()

func (*InstrumentDefinition_Event) String 

func (x *InstrumentDefinition_Event) String() string

type InstrumentDefinition_EventType 

type InstrumentDefinition_EventType int32
const (
	InstrumentDefinition_UNKNOWN_EVENT_TYPE InstrumentDefinition_EventType = 0
	// All instruments
	InstrumentDefinition_FIRST_TRADE_DATE InstrumentDefinition_EventType = 1
	InstrumentDefinition_LAST_TRADE_DATE  InstrumentDefinition_EventType = 2
	// Futures only
	InstrumentDefinition_MATURITY_DATE       InstrumentDefinition_EventType = 10
	InstrumentDefinition_FIRST_DELIVERY_DATE InstrumentDefinition_EventType = 11
	InstrumentDefinition_LAST_DELIVERY_DATE  InstrumentDefinition_EventType = 12
	InstrumentDefinition_FIRST_NOTICE_DATE   InstrumentDefinition_EventType = 13
	InstrumentDefinition_LAST_NOTICE_DATE    InstrumentDefinition_EventType = 14
	InstrumentDefinition_FIRST_HOLDING_DATE  InstrumentDefinition_EventType = 15
	InstrumentDefinition_LAST_HOLDING_DATE   InstrumentDefinition_EventType = 16
	InstrumentDefinition_FIRST_POSITION_DATE InstrumentDefinition_EventType = 17
	InstrumentDefinition_LAST_POSITION_DATE  InstrumentDefinition_EventType = 18
)

func (InstrumentDefinition_EventType) Descriptor 

func (InstrumentDefinition_EventType) Descriptor() protoreflect.EnumDescriptor

func (InstrumentDefinition_EventType) Enum 

func (x InstrumentDefinition_EventType) Enum() *InstrumentDefinition_EventType

func (InstrumentDefinition_EventType) EnumDescriptor deprecated 

func (InstrumentDefinition_EventType) EnumDescriptor() ([]byte, []int)

Deprecated: Use InstrumentDefinition_EventType.Descriptor instead.

func (InstrumentDefinition_EventType) Number 

func (x InstrumentDefinition_EventType) Number() protoreflect.EnumNumber

func (InstrumentDefinition_EventType) String 

func (x InstrumentDefinition_EventType) String() string

func (InstrumentDefinition_EventType) Type 

func (InstrumentDefinition_EventType) Type() protoreflect.EnumType

type InstrumentDefinition_InstrumentType 

type InstrumentDefinition_InstrumentType int32

############################################# 

const (
	InstrumentDefinition_UNKNOWN_INSTRUMENT_TYPE InstrumentDefinition_InstrumentType = 0
	InstrumentDefinition_FOREX                   InstrumentDefinition_InstrumentType = 1
	InstrumentDefinition_INDEX                   InstrumentDefinition_InstrumentType = 2
	InstrumentDefinition_EQUITY                  InstrumentDefinition_InstrumentType = 3
	InstrumentDefinition_FUTURE                  InstrumentDefinition_InstrumentType = 4
	InstrumentDefinition_OPTION                  InstrumentDefinition_InstrumentType = 5
	InstrumentDefinition_SPREAD                  InstrumentDefinition_InstrumentType = 6
	InstrumentDefinition_MUTUAL_FUND             InstrumentDefinition_InstrumentType = 7
	InstrumentDefinition_MONEY_MARKET_FUND       InstrumentDefinition_InstrumentType = 8
	InstrumentDefinition_USER_DEFINED_SPREAD     InstrumentDefinition_InstrumentType = 9
)

func (InstrumentDefinition_InstrumentType) Descriptor 

func (InstrumentDefinition_InstrumentType) Descriptor() protoreflect.EnumDescriptor

func (InstrumentDefinition_InstrumentType) Enum 

func (x InstrumentDefinition_InstrumentType) Enum() *InstrumentDefinition_InstrumentType

func (InstrumentDefinition_InstrumentType) EnumDescriptor deprecated 

func (InstrumentDefinition_InstrumentType) EnumDescriptor() ([]byte, []int)

Deprecated: Use InstrumentDefinition_InstrumentType.Descriptor instead.

func (InstrumentDefinition_InstrumentType) Number 

func (x InstrumentDefinition_InstrumentType) Number() protoreflect.EnumNumber

func (InstrumentDefinition_InstrumentType) String 

func (x InstrumentDefinition_InstrumentType) String() string

func (InstrumentDefinition_InstrumentType) Type 

func (InstrumentDefinition_InstrumentType) Type() protoreflect.EnumType

type InstrumentDefinition_MaturityDate 

type InstrumentDefinition_MaturityDate struct {

	// Year of century.
	Year int32 `protobuf:"zigzag32,1,opt,name=year,proto3" json:"year,omitempty"`
	// Month of year.
	Month int32 `protobuf:"zigzag32,2,opt,name=month,proto3" json:"month,omitempty"`
	// Day of month.
	Day int32 `protobuf:"zigzag32,3,opt,name=day,proto3" json:"day,omitempty"`
	// contains filtered or unexported fields
}

/ Date and time with time zone.

func (*InstrumentDefinition_MaturityDate) Descriptor deprecated 

func (*InstrumentDefinition_MaturityDate) Descriptor() ([]byte, []int)

Deprecated: Use InstrumentDefinition_MaturityDate.ProtoReflect.Descriptor instead.

func (*InstrumentDefinition_MaturityDate) GetDay 

func (x *InstrumentDefinition_MaturityDate) GetDay() int32

func (*InstrumentDefinition_MaturityDate) GetMonth 

func (x *InstrumentDefinition_MaturityDate) GetMonth() int32

func (*InstrumentDefinition_MaturityDate) GetYear 

func (x *InstrumentDefinition_MaturityDate) GetYear() int32

func (*InstrumentDefinition_MaturityDate) ProtoMessage 

func (*InstrumentDefinition_MaturityDate) ProtoMessage()

func (*InstrumentDefinition_MaturityDate) ProtoReflect 

func (x *InstrumentDefinition_MaturityDate) ProtoReflect() protoreflect.Message

func (*InstrumentDefinition_MaturityDate) Reset 

func (x *InstrumentDefinition_MaturityDate) Reset()

func (*InstrumentDefinition_MaturityDate) String 

func (x *InstrumentDefinition_MaturityDate) String() string

type InstrumentDefinition_OptionStyle 

type InstrumentDefinition_OptionStyle int32

/ Option style. 

const (
	InstrumentDefinition_UNKNOWN_OPTIONS_STYLE InstrumentDefinition_OptionStyle = 0
	InstrumentDefinition_DEFAULT               InstrumentDefinition_OptionStyle = 1
	InstrumentDefinition_AMERICAN              InstrumentDefinition_OptionStyle = 2
	InstrumentDefinition_EUROPEAN              InstrumentDefinition_OptionStyle = 3
)

func (InstrumentDefinition_OptionStyle) Descriptor 

func (InstrumentDefinition_OptionStyle) Descriptor() protoreflect.EnumDescriptor

func (InstrumentDefinition_OptionStyle) Enum 

func (x InstrumentDefinition_OptionStyle) Enum() *InstrumentDefinition_OptionStyle

func (InstrumentDefinition_OptionStyle) EnumDescriptor deprecated 

func (InstrumentDefinition_OptionStyle) EnumDescriptor() ([]byte, []int)

Deprecated: Use InstrumentDefinition_OptionStyle.Descriptor instead.

func (InstrumentDefinition_OptionStyle) Number 

func (x InstrumentDefinition_OptionStyle) Number() protoreflect.EnumNumber

func (InstrumentDefinition_OptionStyle) String 

func (x InstrumentDefinition_OptionStyle) String() string

func (InstrumentDefinition_OptionStyle) Type 

func (InstrumentDefinition_OptionStyle) Type() protoreflect.EnumType

type InstrumentDefinition_OptionType 

type InstrumentDefinition_OptionType int32

/ Option type. 

const (
	InstrumentDefinition_UNKNOWN_OPTION_TYPE InstrumentDefinition_OptionType = 0
	InstrumentDefinition_CALL                InstrumentDefinition_OptionType = 1
	InstrumentDefinition_PUT                 InstrumentDefinition_OptionType = 2
)

func (InstrumentDefinition_OptionType) Descriptor 

func (InstrumentDefinition_OptionType) Descriptor() protoreflect.EnumDescriptor

func (InstrumentDefinition_OptionType) Enum 

func (x InstrumentDefinition_OptionType) Enum() *InstrumentDefinition_OptionType

func (InstrumentDefinition_OptionType) EnumDescriptor deprecated 

func (InstrumentDefinition_OptionType) EnumDescriptor() ([]byte, []int)

Deprecated: Use InstrumentDefinition_OptionType.Descriptor instead.

func (InstrumentDefinition_OptionType) Number 

func (x InstrumentDefinition_OptionType) Number() protoreflect.EnumNumber

func (InstrumentDefinition_OptionType) String 

func (x InstrumentDefinition_OptionType) String() string

func (InstrumentDefinition_OptionType) Type 

func (InstrumentDefinition_OptionType) Type() protoreflect.EnumType

type InstrumentDefinition_PriceFormat 

type InstrumentDefinition_PriceFormat struct {
	IsFractional   bool                                       `protobuf:"varint,1,opt,name=isFractional,proto3" json:"isFractional,omitempty"`
	Denominator    int32                                      `protobuf:"zigzag32,2,opt,name=denominator,proto3" json:"denominator,omitempty"`
	SubDenominator int32                                      `protobuf:"zigzag32,4,opt,name=subDenominator,proto3" json:"subDenominator,omitempty"`
	SubFormat      InstrumentDefinition_PriceFormat_SubFormat `` /* 133-byte string literal not displayed */
	// contains filtered or unexported fields
}

/ Recommended display format for prices.

func (*InstrumentDefinition_PriceFormat) Descriptor deprecated 

func (*InstrumentDefinition_PriceFormat) Descriptor() ([]byte, []int)

Deprecated: Use InstrumentDefinition_PriceFormat.ProtoReflect.Descriptor instead.

func (*InstrumentDefinition_PriceFormat) GetDenominator 

func (x *InstrumentDefinition_PriceFormat) GetDenominator() int32

func (*InstrumentDefinition_PriceFormat) GetIsFractional 

func (x *InstrumentDefinition_PriceFormat) GetIsFractional() bool

func (*InstrumentDefinition_PriceFormat) GetSubDenominator 

func (x *InstrumentDefinition_PriceFormat) GetSubDenominator() int32

func (*InstrumentDefinition_PriceFormat) GetSubFormat 

func (x *InstrumentDefinition_PriceFormat) GetSubFormat() InstrumentDefinition_PriceFormat_SubFormat

func (*InstrumentDefinition_PriceFormat) ProtoMessage 

func (*InstrumentDefinition_PriceFormat) ProtoMessage()

func (*InstrumentDefinition_PriceFormat) ProtoReflect 

func (x *InstrumentDefinition_PriceFormat) ProtoReflect() protoreflect.Message

func (*InstrumentDefinition_PriceFormat) Reset 

func (x *InstrumentDefinition_PriceFormat) Reset()

func (*InstrumentDefinition_PriceFormat) String 

func (x *InstrumentDefinition_PriceFormat) String() string

type InstrumentDefinition_PriceFormat_SubFormat 

type InstrumentDefinition_PriceFormat_SubFormat int32
const (
	InstrumentDefinition_PriceFormat_FLAT       InstrumentDefinition_PriceFormat_SubFormat = 0
	InstrumentDefinition_PriceFormat_FRACTIONAL InstrumentDefinition_PriceFormat_SubFormat = 1
	InstrumentDefinition_PriceFormat_DECIMAL    InstrumentDefinition_PriceFormat_SubFormat = 2
)

func (InstrumentDefinition_PriceFormat_SubFormat) Descriptor 

func (InstrumentDefinition_PriceFormat_SubFormat) Descriptor() protoreflect.EnumDescriptor

func (InstrumentDefinition_PriceFormat_SubFormat) Enum 

func (x InstrumentDefinition_PriceFormat_SubFormat) Enum() *InstrumentDefinition_PriceFormat_SubFormat

func (InstrumentDefinition_PriceFormat_SubFormat) EnumDescriptor deprecated 

func (InstrumentDefinition_PriceFormat_SubFormat) EnumDescriptor() ([]byte, []int)

Deprecated: Use InstrumentDefinition_PriceFormat_SubFormat.Descriptor instead.

func (InstrumentDefinition_PriceFormat_SubFormat) Number 

func (x InstrumentDefinition_PriceFormat_SubFormat) Number() protoreflect.EnumNumber

func (InstrumentDefinition_PriceFormat_SubFormat) String 

func (x InstrumentDefinition_PriceFormat_SubFormat) String() string

func (InstrumentDefinition_PriceFormat_SubFormat) Type 

func (InstrumentDefinition_PriceFormat_SubFormat) Type() protoreflect.EnumType

type InstrumentDefinition_Schedule 

type InstrumentDefinition_Schedule struct {
	Sessions []*InstrumentDefinition_TimeSpan `protobuf:"bytes,1,rep,name=sessions,proto3" json:"sessions,omitempty"`
	// contains filtered or unexported fields
}

/ Typical trading week schedule

func (*InstrumentDefinition_Schedule) Descriptor deprecated 

func (*InstrumentDefinition_Schedule) Descriptor() ([]byte, []int)

Deprecated: Use InstrumentDefinition_Schedule.ProtoReflect.Descriptor instead.

func (*InstrumentDefinition_Schedule) GetSessions 

func (x *InstrumentDefinition_Schedule) GetSessions() []*InstrumentDefinition_TimeSpan

func (*InstrumentDefinition_Schedule) ProtoMessage 

func (*InstrumentDefinition_Schedule) ProtoMessage()

func (*InstrumentDefinition_Schedule) ProtoReflect 

func (x *InstrumentDefinition_Schedule) ProtoReflect() protoreflect.Message

func (*InstrumentDefinition_Schedule) Reset 

func (x *InstrumentDefinition_Schedule) Reset()

func (*InstrumentDefinition_Schedule) String 

func (x *InstrumentDefinition_Schedule) String() string

type InstrumentDefinition_SpreadLeg 

type InstrumentDefinition_SpreadLeg struct {

	// The marketId of the leg
	MarketId int64 `protobuf:"zigzag64,1,opt,name=marketId,proto3" json:"marketId,omitempty"`
	// The ratio of the this leg with respect to the spread.
	// Negative means short the absolute value, positive means long the absolute value.
	// FIXME? Alternatively, we could have separate LONG/SHORT indicator in the message
	// and use this field as only the absolute value
	Ratio          int32   `protobuf:"zigzag32,2,opt,name=ratio,proto3" json:"ratio,omitempty"`
	Symbol         string  `protobuf:"bytes,3,opt,name=symbol,proto3" json:"symbol,omitempty"`
	LongSymbol     string  `protobuf:"bytes,4,opt,name=longSymbol,proto3" json:"longSymbol,omitempty"`
	LegOptionDelta float32 `protobuf:"fixed32,5,opt,name=legOptionDelta,proto3" json:"legOptionDelta,omitempty"`
	LegPrice       float32 `protobuf:"fixed32,6,opt,name=legPrice,proto3" json:"legPrice,omitempty"`
	// contains filtered or unexported fields
}

func (*InstrumentDefinition_SpreadLeg) Descriptor deprecated 

func (*InstrumentDefinition_SpreadLeg) Descriptor() ([]byte, []int)

Deprecated: Use InstrumentDefinition_SpreadLeg.ProtoReflect.Descriptor instead.

func (*InstrumentDefinition_SpreadLeg) GetLegOptionDelta added in v0.1.7 

func (x *InstrumentDefinition_SpreadLeg) GetLegOptionDelta() float32

func (*InstrumentDefinition_SpreadLeg) GetLegPrice added in v0.1.7 

func (x *InstrumentDefinition_SpreadLeg) GetLegPrice() float32

func (*InstrumentDefinition_SpreadLeg) GetLongSymbol added in v0.1.7 

func (x *InstrumentDefinition_SpreadLeg) GetLongSymbol() string

func (*InstrumentDefinition_SpreadLeg) GetMarketId 

func (x *InstrumentDefinition_SpreadLeg) GetMarketId() int64

func (*InstrumentDefinition_SpreadLeg) GetRatio 

func (x *InstrumentDefinition_SpreadLeg) GetRatio() int32

func (*InstrumentDefinition_SpreadLeg) GetSymbol 

func (x *InstrumentDefinition_SpreadLeg) GetSymbol() string

func (*InstrumentDefinition_SpreadLeg) ProtoMessage 

func (*InstrumentDefinition_SpreadLeg) ProtoMessage()

func (*InstrumentDefinition_SpreadLeg) ProtoReflect 

func (x *InstrumentDefinition_SpreadLeg) ProtoReflect() protoreflect.Message

func (*InstrumentDefinition_SpreadLeg) Reset 

func (x *InstrumentDefinition_SpreadLeg) Reset()

func (*InstrumentDefinition_SpreadLeg) String 

func (x *InstrumentDefinition_SpreadLeg) String() string

type InstrumentDefinition_State 

type InstrumentDefinition_State int32
const (
	InstrumentDefinition_UNKNOWN_STATE InstrumentDefinition_State = 0
	InstrumentDefinition_ACTIVE        InstrumentDefinition_State = 1
	InstrumentDefinition_PASSIVE       InstrumentDefinition_State = 2
)

func (InstrumentDefinition_State) Descriptor 

func (InstrumentDefinition_State) Descriptor() protoreflect.EnumDescriptor

func (InstrumentDefinition_State) Enum 

func (x InstrumentDefinition_State) Enum() *InstrumentDefinition_State

func (InstrumentDefinition_State) EnumDescriptor deprecated 

func (InstrumentDefinition_State) EnumDescriptor() ([]byte, []int)

Deprecated: Use InstrumentDefinition_State.Descriptor instead.

func (InstrumentDefinition_State) Number 

func (x InstrumentDefinition_State) Number() protoreflect.EnumNumber

func (InstrumentDefinition_State) String 

func (x InstrumentDefinition_State) String() string

func (InstrumentDefinition_State) Type 

func (InstrumentDefinition_State) Type() protoreflect.EnumType

type InstrumentDefinition_Symbol 

type InstrumentDefinition_Symbol struct {

	// The vendor that provides this symbol.
	Vendor string `protobuf:"bytes,1,opt,name=vendor,proto3" json:"vendor,omitempty"`
	// The symbol assigned by the vendor.
	Symbol string `protobuf:"bytes,2,opt,name=symbol,proto3" json:"symbol,omitempty"`
	// The long symbol assigned by the vendor. Includes 2 char year for futures.
	LongSymbol string `protobuf:"bytes,3,opt,name=longSymbol,proto3" json:"longSymbol,omitempty"`
	// contains filtered or unexported fields
}

/ A vendor's symbol for an instrument

func (*InstrumentDefinition_Symbol) Descriptor deprecated 

func (*InstrumentDefinition_Symbol) Descriptor() ([]byte, []int)

Deprecated: Use InstrumentDefinition_Symbol.ProtoReflect.Descriptor instead.

func (*InstrumentDefinition_Symbol) GetLongSymbol added in v0.1.7 

func (x *InstrumentDefinition_Symbol) GetLongSymbol() string

func (*InstrumentDefinition_Symbol) GetSymbol 

func (x *InstrumentDefinition_Symbol) GetSymbol() string

func (*InstrumentDefinition_Symbol) GetVendor 

func (x *InstrumentDefinition_Symbol) GetVendor() string

func (*InstrumentDefinition_Symbol) ProtoMessage 

func (*InstrumentDefinition_Symbol) ProtoMessage()

func (*InstrumentDefinition_Symbol) ProtoReflect 

func (x *InstrumentDefinition_Symbol) ProtoReflect() protoreflect.Message

func (*InstrumentDefinition_Symbol) Reset 

func (x *InstrumentDefinition_Symbol) Reset()

func (*InstrumentDefinition_Symbol) String 

func (x *InstrumentDefinition_Symbol) String() string

type InstrumentDefinition_TimeSpan 

type InstrumentDefinition_TimeSpan struct {
	TimeStart  int64 `protobuf:"zigzag64,1,opt,name=timeStart,proto3" json:"timeStart,omitempty"`
	TimeFinish int64 `protobuf:"zigzag64,2,opt,name=timeFinish,proto3" json:"timeFinish,omitempty"`
	// contains filtered or unexported fields
}

/ Trading session Times are in nanos since midnight UTC on the Sunday starting a given trading week

func (*InstrumentDefinition_TimeSpan) Descriptor deprecated 

func (*InstrumentDefinition_TimeSpan) Descriptor() ([]byte, []int)

Deprecated: Use InstrumentDefinition_TimeSpan.ProtoReflect.Descriptor instead.

func (*InstrumentDefinition_TimeSpan) GetTimeFinish 

func (x *InstrumentDefinition_TimeSpan) GetTimeFinish() int64

func (*InstrumentDefinition_TimeSpan) GetTimeStart 

func (x *InstrumentDefinition_TimeSpan) GetTimeStart() int64

func (*InstrumentDefinition_TimeSpan) ProtoMessage 

func (*InstrumentDefinition_TimeSpan) ProtoMessage()

func (*InstrumentDefinition_TimeSpan) ProtoReflect 

func (x *InstrumentDefinition_TimeSpan) ProtoReflect() protoreflect.Message

func (*InstrumentDefinition_TimeSpan) Reset 

func (x *InstrumentDefinition_TimeSpan) Reset()

func (*InstrumentDefinition_TimeSpan) String 

func (x *InstrumentDefinition_TimeSpan) String() string

type InstrumentGroupStatus 

type InstrumentGroupStatus struct {

	/// UTC Timestamp of transaction, nano seconds since Unix epoch
	TransactionTime   int64                   `protobuf:"zigzag64,1,opt,name=transactionTime,proto3" json:"transactionTime,omitempty"`
	InstrumentGroupId string                  `protobuf:"bytes,2,opt,name=instrumentGroupId,proto3" json:"instrumentGroupId,omitempty"`
	TradingStatus     InstrumentTradingStatus `protobuf:"varint,3,opt,name=tradingStatus,proto3,enum=org.openfeed.InstrumentTradingStatus" json:"tradingStatus,omitempty"`
	TradeDate         int32                   `protobuf:"zigzag32,4,opt,name=tradeDate,proto3" json:"tradeDate,omitempty"`
	Channel           int32                   `protobuf:"zigzag32,5,opt,name=channel,proto3" json:"channel,omitempty"`
	// contains filtered or unexported fields
}

/ Instrument Group Status

func (*InstrumentGroupStatus) Descriptor deprecated 

func (*InstrumentGroupStatus) Descriptor() ([]byte, []int)

Deprecated: Use InstrumentGroupStatus.ProtoReflect.Descriptor instead.

func (*InstrumentGroupStatus) GetChannel 

func (x *InstrumentGroupStatus) GetChannel() int32

func (*InstrumentGroupStatus) GetInstrumentGroupId 

func (x *InstrumentGroupStatus) GetInstrumentGroupId() string

func (*InstrumentGroupStatus) GetTradeDate 

func (x *InstrumentGroupStatus) GetTradeDate() int32

func (*InstrumentGroupStatus) GetTradingStatus 

func (x *InstrumentGroupStatus) GetTradingStatus() InstrumentTradingStatus

func (*InstrumentGroupStatus) GetTransactionTime 

func (x *InstrumentGroupStatus) GetTransactionTime() int64

func (*InstrumentGroupStatus) ProtoMessage 

func (*InstrumentGroupStatus) ProtoMessage()

func (*InstrumentGroupStatus) ProtoReflect 

func (x *InstrumentGroupStatus) ProtoReflect() protoreflect.Message

func (*InstrumentGroupStatus) Reset 

func (x *InstrumentGroupStatus) Reset()

func (*InstrumentGroupStatus) String 

func (x *InstrumentGroupStatus) String() string

type InstrumentReferenceRequest 

type InstrumentReferenceRequest struct {
	CorrelationId int64  `protobuf:"zigzag64,1,opt,name=correlationId,proto3" json:"correlationId,omitempty"`
	Token         string `protobuf:"bytes,2,opt,name=token,proto3" json:"token,omitempty"`
	// Types that are assignable to Request:
	//	*InstrumentReferenceRequest_Symbol
	//	*InstrumentReferenceRequest_MarketId
	//	*InstrumentReferenceRequest_Exchange
	//	*InstrumentReferenceRequest_ChannelId
	Request isInstrumentReferenceRequest_Request `protobuf_oneof:"request"`
	// contains filtered or unexported fields
}

/ Instrument References, returns InstrumentReferenceResponse(s)

func (*InstrumentReferenceRequest) Descriptor deprecated 

func (*InstrumentReferenceRequest) Descriptor() ([]byte, []int)

Deprecated: Use InstrumentReferenceRequest.ProtoReflect.Descriptor instead.

func (*InstrumentReferenceRequest) GetChannelId 

func (x *InstrumentReferenceRequest) GetChannelId() int32

func (*InstrumentReferenceRequest) GetCorrelationId 

func (x *InstrumentReferenceRequest) GetCorrelationId() int64

func (*InstrumentReferenceRequest) GetExchange 

func (x *InstrumentReferenceRequest) GetExchange() string

func (*InstrumentReferenceRequest) GetMarketId 

func (x *InstrumentReferenceRequest) GetMarketId() int64

func (*InstrumentReferenceRequest) GetRequest 

func (m *InstrumentReferenceRequest) GetRequest() isInstrumentReferenceRequest_Request

func (*InstrumentReferenceRequest) GetSymbol 

func (x *InstrumentReferenceRequest) GetSymbol() string

func (*InstrumentReferenceRequest) GetToken 

func (x *InstrumentReferenceRequest) GetToken() string

func (*InstrumentReferenceRequest) ProtoMessage 

func (*InstrumentReferenceRequest) ProtoMessage()

func (*InstrumentReferenceRequest) ProtoReflect 

func (x *InstrumentReferenceRequest) ProtoReflect() protoreflect.Message

func (*InstrumentReferenceRequest) Reset 

func (x *InstrumentReferenceRequest) Reset()

func (*InstrumentReferenceRequest) String 

func (x *InstrumentReferenceRequest) String() string

type InstrumentReferenceRequest_ChannelId 

type InstrumentReferenceRequest_ChannelId struct {
	ChannelId int32 `protobuf:"zigzag32,13,opt,name=channelId,proto3,oneof"`
}

type InstrumentReferenceRequest_Exchange 

type InstrumentReferenceRequest_Exchange struct {
	Exchange string `protobuf:"bytes,12,opt,name=exchange,proto3,oneof"`
}

type InstrumentReferenceRequest_MarketId 

type InstrumentReferenceRequest_MarketId struct {
	MarketId int64 `protobuf:"zigzag64,11,opt,name=marketId,proto3,oneof"`
}

type InstrumentReferenceRequest_Symbol 

type InstrumentReferenceRequest_Symbol struct {
	Symbol string `protobuf:"bytes,10,opt,name=symbol,proto3,oneof"`
}

type InstrumentReferenceResponse 

type InstrumentReferenceResponse struct {
	CorrelationId       int64   `protobuf:"zigzag64,1,opt,name=correlationId,proto3" json:"correlationId,omitempty"`
	Status              *Status `protobuf:"bytes,2,opt,name=status,proto3" json:"status,omitempty"`
	NumberOfDefinitions int32   `protobuf:"zigzag32,3,opt,name=numberOfDefinitions,proto3" json:"numberOfDefinitions,omitempty"`
	//
	ChannelId      int32  `protobuf:"zigzag32,4,opt,name=channelId,proto3" json:"channelId,omitempty"`
	MarketId       int64  `protobuf:"zigzag64,5,opt,name=marketId,proto3" json:"marketId,omitempty"`
	Symbol         string `protobuf:"bytes,6,opt,name=symbol,proto3" json:"symbol,omitempty"`
	Exchange       string `protobuf:"bytes,7,opt,name=exchange,proto3" json:"exchange,omitempty"`
	DdfSymbol      string `protobuf:"bytes,8,opt,name=ddfSymbol,proto3" json:"ddfSymbol,omitempty"`
	DdfExchange    string `protobuf:"bytes,9,opt,name=ddfExchange,proto3" json:"ddfExchange,omitempty"`
	DdfBaseCode    string `protobuf:"bytes,10,opt,name=ddfBaseCode,proto3" json:"ddfBaseCode,omitempty"`
	ExchangeSymbol string `protobuf:"bytes,11,opt,name=exchangeSymbol,proto3" json:"exchangeSymbol,omitempty"`
	// contains filtered or unexported fields
}

func (*InstrumentReferenceResponse) Descriptor deprecated 

func (*InstrumentReferenceResponse) Descriptor() ([]byte, []int)

Deprecated: Use InstrumentReferenceResponse.ProtoReflect.Descriptor instead.

func (*InstrumentReferenceResponse) GetChannelId 

func (x *InstrumentReferenceResponse) GetChannelId() int32

func (*InstrumentReferenceResponse) GetCorrelationId 

func (x *InstrumentReferenceResponse) GetCorrelationId() int64

func (*InstrumentReferenceResponse) GetDdfBaseCode 

func (x *InstrumentReferenceResponse) GetDdfBaseCode() string

func (*InstrumentReferenceResponse) GetDdfExchange 

func (x *InstrumentReferenceResponse) GetDdfExchange() string

func (*InstrumentReferenceResponse) GetDdfSymbol 

func (x *InstrumentReferenceResponse) GetDdfSymbol() string

func (*InstrumentReferenceResponse) GetExchange 

func (x *InstrumentReferenceResponse) GetExchange() string

func (*InstrumentReferenceResponse) GetExchangeSymbol 

func (x *InstrumentReferenceResponse) GetExchangeSymbol() string

func (*InstrumentReferenceResponse) GetMarketId 

func (x *InstrumentReferenceResponse) GetMarketId() int64

func (*InstrumentReferenceResponse) GetNumberOfDefinitions 

func (x *InstrumentReferenceResponse) GetNumberOfDefinitions() int32

func (*InstrumentReferenceResponse) GetStatus 

func (x *InstrumentReferenceResponse) GetStatus() *Status

func (*InstrumentReferenceResponse) GetSymbol 

func (x *InstrumentReferenceResponse) GetSymbol() string

func (*InstrumentReferenceResponse) ProtoMessage 

func (*InstrumentReferenceResponse) ProtoMessage()

func (*InstrumentReferenceResponse) ProtoReflect 

func (x *InstrumentReferenceResponse) ProtoReflect() protoreflect.Message

func (*InstrumentReferenceResponse) Reset 

func (x *InstrumentReferenceResponse) Reset()

func (*InstrumentReferenceResponse) String 

func (x *InstrumentReferenceResponse) String() string

type InstrumentRequest 

type InstrumentRequest struct {
	CorrelationId int64  `protobuf:"zigzag64,1,opt,name=correlationId,proto3" json:"correlationId,omitempty"`
	Token         string `protobuf:"bytes,2,opt,name=token,proto3" json:"token,omitempty"`
	// Types that are assignable to Request:
	//	*InstrumentRequest_Symbol
	//	*InstrumentRequest_MarketId
	//	*InstrumentRequest_Exchange
	//	*InstrumentRequest_ChannelId
	Request isInstrumentRequest_Request `protobuf_oneof:"request"`
	// contains filtered or unexported fields
}

/ Instrument Definition(s), will stream InstrumentDefinition(s)

func (*InstrumentRequest) Descriptor deprecated 

func (*InstrumentRequest) Descriptor() ([]byte, []int)

Deprecated: Use InstrumentRequest.ProtoReflect.Descriptor instead.

func (*InstrumentRequest) GetChannelId 

func (x *InstrumentRequest) GetChannelId() int32

func (*InstrumentRequest) GetCorrelationId 

func (x *InstrumentRequest) GetCorrelationId() int64

func (*InstrumentRequest) GetExchange 

func (x *InstrumentRequest) GetExchange() string

func (*InstrumentRequest) GetMarketId 

func (x *InstrumentRequest) GetMarketId() int64

func (*InstrumentRequest) GetRequest 

func (m *InstrumentRequest) GetRequest() isInstrumentRequest_Request

func (*InstrumentRequest) GetSymbol 

func (x *InstrumentRequest) GetSymbol() string

func (*InstrumentRequest) GetToken 

func (x *InstrumentRequest) GetToken() string

func (*InstrumentRequest) ProtoMessage 

func (*InstrumentRequest) ProtoMessage()

func (*InstrumentRequest) ProtoReflect 

func (x *InstrumentRequest) ProtoReflect() protoreflect.Message

func (*InstrumentRequest) Reset 

func (x *InstrumentRequest) Reset()

func (*InstrumentRequest) String 

func (x *InstrumentRequest) String() string

type InstrumentRequest_ChannelId 

type InstrumentRequest_ChannelId struct {
	ChannelId int32 `protobuf:"zigzag32,13,opt,name=channelId,proto3,oneof"`
}

type InstrumentRequest_Exchange 

type InstrumentRequest_Exchange struct {
	Exchange string `protobuf:"bytes,12,opt,name=exchange,proto3,oneof"`
}

type InstrumentRequest_MarketId 

type InstrumentRequest_MarketId struct {
	MarketId int64 `protobuf:"zigzag64,11,opt,name=marketId,proto3,oneof"`
}

type InstrumentRequest_Symbol 

type InstrumentRequest_Symbol struct {
	Symbol string `protobuf:"bytes,10,opt,name=symbol,proto3,oneof"`
}

type InstrumentResponse 

type InstrumentResponse struct {
	CorrelationId       int64   `protobuf:"zigzag64,1,opt,name=correlationId,proto3" json:"correlationId,omitempty"`
	Status              *Status `protobuf:"bytes,2,opt,name=status,proto3" json:"status,omitempty"`
	NumberOfDefinitions int32   `protobuf:"zigzag32,3,opt,name=numberOfDefinitions,proto3" json:"numberOfDefinitions,omitempty"`
	//
	Symbol    string `protobuf:"bytes,4,opt,name=symbol,proto3" json:"symbol,omitempty"`
	MarketId  int64  `protobuf:"zigzag64,5,opt,name=marketId,proto3" json:"marketId,omitempty"`
	Exchange  string `protobuf:"bytes,6,opt,name=exchange,proto3" json:"exchange,omitempty"`
	ChannelId int32  `protobuf:"zigzag32,7,opt,name=channelId,proto3" json:"channelId,omitempty"`
	// contains filtered or unexported fields
}

func (*InstrumentResponse) Descriptor deprecated 

func (*InstrumentResponse) Descriptor() ([]byte, []int)

Deprecated: Use InstrumentResponse.ProtoReflect.Descriptor instead.

func (*InstrumentResponse) GetChannelId 

func (x *InstrumentResponse) GetChannelId() int32

func (*InstrumentResponse) GetCorrelationId 

func (x *InstrumentResponse) GetCorrelationId() int64

func (*InstrumentResponse) GetExchange 

func (x *InstrumentResponse) GetExchange() string

func (*InstrumentResponse) GetMarketId 

func (x *InstrumentResponse) GetMarketId() int64

func (*InstrumentResponse) GetNumberOfDefinitions 

func (x *InstrumentResponse) GetNumberOfDefinitions() int32

func (*InstrumentResponse) GetStatus 

func (x *InstrumentResponse) GetStatus() *Status

func (*InstrumentResponse) GetSymbol 

func (x *InstrumentResponse) GetSymbol() string

func (*InstrumentResponse) ProtoMessage 

func (*InstrumentResponse) ProtoMessage()

func (*InstrumentResponse) ProtoReflect 

func (x *InstrumentResponse) ProtoReflect() protoreflect.Message

func (*InstrumentResponse) Reset 

func (x *InstrumentResponse) Reset()

func (*InstrumentResponse) String 

func (x *InstrumentResponse) String() string

type InstrumentStatus 

type InstrumentStatus struct {

	// UTC Timestamp, nano seconds since Unix epoch
	TransactionTime int64                   `protobuf:"zigzag64,9,opt,name=transactionTime,proto3" json:"transactionTime,omitempty"`
	TradingStatus   InstrumentTradingStatus `protobuf:"varint,10,opt,name=tradingStatus,proto3,enum=org.openfeed.InstrumentTradingStatus" json:"tradingStatus,omitempty"`
	// UTC Timestamp, nano seconds since Unix epoch
	OpeningTime int64  `protobuf:"zigzag64,11,opt,name=openingTime,proto3" json:"openingTime,omitempty"`
	Note        string `protobuf:"bytes,12,opt,name=note,proto3" json:"note,omitempty"`
	/// Date only, format 2012-07-04 -> 20120704
	TradeDate                       int32                           `protobuf:"zigzag32,13,opt,name=tradeDate,proto3" json:"tradeDate,omitempty"`
	RegulationSHOShortSalePriceTest RegulationSHOShortSalePriceTest `` /* 167-byte string literal not displayed */
	// contains filtered or unexported fields
}

Instrument Status

func (*InstrumentStatus) Descriptor deprecated 

func (*InstrumentStatus) Descriptor() ([]byte, []int)

Deprecated: Use InstrumentStatus.ProtoReflect.Descriptor instead.

func (*InstrumentStatus) GetNote 

func (x *InstrumentStatus) GetNote() string

func (*InstrumentStatus) GetOpeningTime 

func (x *InstrumentStatus) GetOpeningTime() int64

func (*InstrumentStatus) GetRegulationSHOShortSalePriceTest 

func (x *InstrumentStatus) GetRegulationSHOShortSalePriceTest() RegulationSHOShortSalePriceTest

func (*InstrumentStatus) GetTradeDate 

func (x *InstrumentStatus) GetTradeDate() int32

func (*InstrumentStatus) GetTradingStatus 

func (x *InstrumentStatus) GetTradingStatus() InstrumentTradingStatus

func (*InstrumentStatus) GetTransactionTime 

func (x *InstrumentStatus) GetTransactionTime() int64

func (*InstrumentStatus) ProtoMessage 

func (*InstrumentStatus) ProtoMessage()

func (*InstrumentStatus) ProtoReflect 

func (x *InstrumentStatus) ProtoReflect() protoreflect.Message

func (*InstrumentStatus) Reset 

func (x *InstrumentStatus) Reset()

func (*InstrumentStatus) String 

func (x *InstrumentStatus) String() string

type InstrumentTradingStatus 

type InstrumentTradingStatus int32
const (
	InstrumentTradingStatus_UNKNOWN_TRADING_STATUS    InstrumentTradingStatus = 0
	InstrumentTradingStatus_TRADING_RESUME            InstrumentTradingStatus = 1
	InstrumentTradingStatus_PRE_OPEN                  InstrumentTradingStatus = 2
	InstrumentTradingStatus_OPEN                      InstrumentTradingStatus = 3
	InstrumentTradingStatus_PRE_CLOSE                 InstrumentTradingStatus = 4
	InstrumentTradingStatus_CLOSE                     InstrumentTradingStatus = 5
	InstrumentTradingStatus_TRADING_HALT              InstrumentTradingStatus = 6
	InstrumentTradingStatus_QUOTATION_RESUME          InstrumentTradingStatus = 7
	InstrumentTradingStatus_OPEN_DELAY                InstrumentTradingStatus = 8
	InstrumentTradingStatus_NO_OPEN_NO_RESUME         InstrumentTradingStatus = 9
	InstrumentTradingStatus_FAST_MARKET               InstrumentTradingStatus = 10
	InstrumentTradingStatus_FAST_MARKET_END           InstrumentTradingStatus = 11
	InstrumentTradingStatus_LATE_MARKET               InstrumentTradingStatus = 12
	InstrumentTradingStatus_LATE_MARKET_END           InstrumentTradingStatus = 13
	InstrumentTradingStatus_POST_SESSION              InstrumentTradingStatus = 14
	InstrumentTradingStatus_POST_SESSION_END          InstrumentTradingStatus = 15
	InstrumentTradingStatus_NEW_PRICE_INDICATION      InstrumentTradingStatus = 16
	InstrumentTradingStatus_NOT_AVAILABLE_FOR_TRADING InstrumentTradingStatus = 17
	InstrumentTradingStatus_PRE_CROSS                 InstrumentTradingStatus = 18
	InstrumentTradingStatus_CROSS                     InstrumentTradingStatus = 19
	InstrumentTradingStatus_POST_CLOSE                InstrumentTradingStatus = 20
	InstrumentTradingStatus_NO_CHANGE                 InstrumentTradingStatus = 21
	InstrumentTradingStatus_NAFT                      InstrumentTradingStatus = 22 // Not available for trading.
	InstrumentTradingStatus_TRADING_RANGE_INDICATION  InstrumentTradingStatus = 23
	InstrumentTradingStatus_MARKET_IMBALANCE_BUY      InstrumentTradingStatus = 24
	InstrumentTradingStatus_MARKET_IMBALANCE_SELL     InstrumentTradingStatus = 25
	InstrumentTradingStatus_MOC_IMBALANCE_BUY         InstrumentTradingStatus = 26 // Market On Close Imbalance Buy
	InstrumentTradingStatus_MOC_IMBALANCE_SELL        InstrumentTradingStatus = 27
	InstrumentTradingStatus_NO_MARKET_IMBALANCE       InstrumentTradingStatus = 28
	InstrumentTradingStatus_NO_MOC_IMBALANCE          InstrumentTradingStatus = 29
	InstrumentTradingStatus_SHORT_SELL_RESTRICTION    InstrumentTradingStatus = 30
	InstrumentTradingStatus_LIMIT_UP_LIMIT_DOWN       InstrumentTradingStatus = 31
)

func (InstrumentTradingStatus) Descriptor 

func (InstrumentTradingStatus) Descriptor() protoreflect.EnumDescriptor

func (InstrumentTradingStatus) Enum 

func (x InstrumentTradingStatus) Enum() *InstrumentTradingStatus

func (InstrumentTradingStatus) EnumDescriptor deprecated 

func (InstrumentTradingStatus) EnumDescriptor() ([]byte, []int)

Deprecated: Use InstrumentTradingStatus.Descriptor instead.

func (InstrumentTradingStatus) Number 

func (x InstrumentTradingStatus) Number() protoreflect.EnumNumber

func (InstrumentTradingStatus) String 

func (x InstrumentTradingStatus) String() string

func (InstrumentTradingStatus) Type 

func (InstrumentTradingStatus) Type() protoreflect.EnumType

type Last 

type Last struct {
	TransactionTime int64 `protobuf:"zigzag64,9,opt,name=transactionTime,proto3" json:"transactionTime,omitempty"`
	/// Date only, format 2012-07-04 -> 20120704
	TradeDate int32 `protobuf:"zigzag32,10,opt,name=tradeDate,proto3" json:"tradeDate,omitempty"`
	/// Divide by priceDenominator
	Price int64 `protobuf:"zigzag64,11,opt,name=price,proto3" json:"price,omitempty"`
	/// Divide by quantityDenominator
	Quantity int64  `protobuf:"zigzag64,12,opt,name=quantity,proto3" json:"quantity,omitempty"`
	Currency string `protobuf:"bytes,13,opt,name=currency,proto3" json:"currency,omitempty"`
	Session  string `protobuf:"bytes,30,opt,name=session,proto3" json:"session,omitempty"`
	// contains filtered or unexported fields
}

func (*Last) Descriptor deprecated 

func (*Last) Descriptor() ([]byte, []int)

Deprecated: Use Last.ProtoReflect.Descriptor instead.

func (*Last) GetCurrency 

func (x *Last) GetCurrency() string

func (*Last) GetPrice 

func (x *Last) GetPrice() int64

func (*Last) GetQuantity 

func (x *Last) GetQuantity() int64

func (*Last) GetSession 

func (x *Last) GetSession() string

func (*Last) GetTradeDate 

func (x *Last) GetTradeDate() int32

func (*Last) GetTransactionTime 

func (x *Last) GetTransactionTime() int64

func (*Last) ProtoMessage 

func (*Last) ProtoMessage()

func (*Last) ProtoReflect 

func (x *Last) ProtoReflect() protoreflect.Message

func (*Last) Reset 

func (x *Last) Reset()

func (*Last) String 

func (x *Last) String() string

type LoginRequest 

type LoginRequest struct {
	CorrelationId   int64  `protobuf:"zigzag64,1,opt,name=correlationId,proto3" json:"correlationId,omitempty"`
	Username        string `protobuf:"bytes,2,opt,name=username,proto3" json:"username,omitempty"`
	Password        string `protobuf:"bytes,3,opt,name=password,proto3" json:"password,omitempty"`
	ClientVersion   string `protobuf:"bytes,4,opt,name=clientVersion,proto3" json:"clientVersion,omitempty"`
	ProtocolVersion int32  `protobuf:"zigzag32,5,opt,name=protocolVersion,proto3" json:"protocolVersion,omitempty"`
	// contains filtered or unexported fields
}

/ Login

func (*LoginRequest) Descriptor deprecated 

func (*LoginRequest) Descriptor() ([]byte, []int)

Deprecated: Use LoginRequest.ProtoReflect.Descriptor instead.

func (*LoginRequest) GetClientVersion added in v0.1.7 

func (x *LoginRequest) GetClientVersion() string

func (*LoginRequest) GetCorrelationId 

func (x *LoginRequest) GetCorrelationId() int64

func (*LoginRequest) GetPassword 

func (x *LoginRequest) GetPassword() string

func (*LoginRequest) GetProtocolVersion added in v0.1.7 

func (x *LoginRequest) GetProtocolVersion() int32

func (*LoginRequest) GetUsername 

func (x *LoginRequest) GetUsername() string

func (*LoginRequest) ProtoMessage 

func (*LoginRequest) ProtoMessage()

func (*LoginRequest) ProtoReflect 

func (x *LoginRequest) ProtoReflect() protoreflect.Message

func (*LoginRequest) Reset 

func (x *LoginRequest) Reset()

func (*LoginRequest) String 

func (x *LoginRequest) String() string

type LoginResponse 

type LoginResponse struct {
	CorrelationId int64   `protobuf:"zigzag64,1,opt,name=correlationId,proto3" json:"correlationId,omitempty"`
	Status        *Status `protobuf:"bytes,2,opt,name=status,proto3" json:"status,omitempty"`
	Token         string  `protobuf:"bytes,3,opt,name=token,proto3" json:"token,omitempty"`
	// contains filtered or unexported fields
}

func (*LoginResponse) Descriptor deprecated 

func (*LoginResponse) Descriptor() ([]byte, []int)

Deprecated: Use LoginResponse.ProtoReflect.Descriptor instead.

func (*LoginResponse) GetCorrelationId 

func (x *LoginResponse) GetCorrelationId() int64

func (*LoginResponse) GetStatus 

func (x *LoginResponse) GetStatus() *Status

func (*LoginResponse) GetToken 

func (x *LoginResponse) GetToken() string

func (*LoginResponse) ProtoMessage 

func (*LoginResponse) ProtoMessage()

func (*LoginResponse) ProtoReflect 

func (x *LoginResponse) ProtoReflect() protoreflect.Message

func (*LoginResponse) Reset 

func (x *LoginResponse) Reset()

func (*LoginResponse) String 

func (x *LoginResponse) String() string

type LogoutRequest 

type LogoutRequest struct {
	CorrelationId int64  `protobuf:"zigzag64,1,opt,name=correlationId,proto3" json:"correlationId,omitempty"`
	Token         string `protobuf:"bytes,3,opt,name=token,proto3" json:"token,omitempty"`
	// contains filtered or unexported fields
}

/ Logout

func (*LogoutRequest) Descriptor deprecated 

func (*LogoutRequest) Descriptor() ([]byte, []int)

Deprecated: Use LogoutRequest.ProtoReflect.Descriptor instead.

func (*LogoutRequest) GetCorrelationId 

func (x *LogoutRequest) GetCorrelationId() int64

func (*LogoutRequest) GetToken 

func (x *LogoutRequest) GetToken() string

func (*LogoutRequest) ProtoMessage 

func (*LogoutRequest) ProtoMessage()

func (*LogoutRequest) ProtoReflect 

func (x *LogoutRequest) ProtoReflect() protoreflect.Message

func (*LogoutRequest) Reset 

func (x *LogoutRequest) Reset()

func (*LogoutRequest) String 

func (x *LogoutRequest) String() string

type LogoutResponse 

type LogoutResponse struct {
	CorrelationId int64   `protobuf:"zigzag64,1,opt,name=correlationId,proto3" json:"correlationId,omitempty"`
	Status        *Status `protobuf:"bytes,2,opt,name=status,proto3" json:"status,omitempty"`
	// contains filtered or unexported fields
}

func (*LogoutResponse) Descriptor deprecated 

func (*LogoutResponse) Descriptor() ([]byte, []int)

Deprecated: Use LogoutResponse.ProtoReflect.Descriptor instead.

func (*LogoutResponse) GetCorrelationId 

func (x *LogoutResponse) GetCorrelationId() int64

func (*LogoutResponse) GetStatus 

func (x *LogoutResponse) GetStatus() *Status

func (*LogoutResponse) ProtoMessage 

func (*LogoutResponse) ProtoMessage()

func (*LogoutResponse) ProtoReflect 

func (x *LogoutResponse) ProtoReflect() protoreflect.Message

func (*LogoutResponse) Reset 

func (x *LogoutResponse) Reset()

func (*LogoutResponse) String 

func (x *LogoutResponse) String() string

type Low 

type Low struct {
	TransactionTime int64 `protobuf:"zigzag64,9,opt,name=transactionTime,proto3" json:"transactionTime,omitempty"`
	/// Date only, format 2012-07-04 -> 20120704
	TradeDate int32 `protobuf:"zigzag32,10,opt,name=tradeDate,proto3" json:"tradeDate,omitempty"`
	/// Divide by priceDenominator
	Price    int64  `protobuf:"zigzag64,11,opt,name=price,proto3" json:"price,omitempty"`
	Currency string `protobuf:"bytes,12,opt,name=currency,proto3" json:"currency,omitempty"`
	// contains filtered or unexported fields
}

func (*Low) Descriptor deprecated 

func (*Low) Descriptor() ([]byte, []int)

Deprecated: Use Low.ProtoReflect.Descriptor instead.

func (*Low) GetCurrency 

func (x *Low) GetCurrency() string

func (*Low) GetPrice 

func (x *Low) GetPrice() int64

func (*Low) GetTradeDate 

func (x *Low) GetTradeDate() int32

func (*Low) GetTransactionTime 

func (x *Low) GetTransactionTime() int64

func (*Low) ProtoMessage 

func (*Low) ProtoMessage()

func (*Low) ProtoReflect 

func (x *Low) ProtoReflect() protoreflect.Message

func (*Low) Reset 

func (x *Low) Reset()

func (*Low) String 

func (x *Low) String() string

type LowRolling 

type LowRolling struct {
	TransactionTime int64 `protobuf:"zigzag64,9,opt,name=transactionTime,proto3" json:"transactionTime,omitempty"`
	/// Date only, format 2012-07-04 -> 20120704
	TradeDate int32 `protobuf:"zigzag32,10,opt,name=tradeDate,proto3" json:"tradeDate,omitempty"`
	/// Divide by priceDenominator
	Price    int64  `protobuf:"zigzag64,11,opt,name=price,proto3" json:"price,omitempty"`
	Currency string `protobuf:"bytes,12,opt,name=currency,proto3" json:"currency,omitempty"`
	// contains filtered or unexported fields
}

24 hour rolling window

func (*LowRolling) Descriptor deprecated 

func (*LowRolling) Descriptor() ([]byte, []int)

Deprecated: Use LowRolling.ProtoReflect.Descriptor instead.

func (*LowRolling) GetCurrency 

func (x *LowRolling) GetCurrency() string

func (*LowRolling) GetPrice 

func (x *LowRolling) GetPrice() int64

func (*LowRolling) GetTradeDate 

func (x *LowRolling) GetTradeDate() int32

func (*LowRolling) GetTransactionTime 

func (x *LowRolling) GetTransactionTime() int64

func (*LowRolling) ProtoMessage 

func (*LowRolling) ProtoMessage()

func (*LowRolling) ProtoReflect 

func (x *LowRolling) ProtoReflect() protoreflect.Message

func (*LowRolling) Reset 

func (x *LowRolling) Reset()

func (*LowRolling) String 

func (x *LowRolling) String() string

type MarketSession 

type MarketSession struct {

	/// Date only, format 2012-07-04 -> 20120704
	TradeDate int32 `protobuf:"zigzag32,4,opt,name=tradeDate,proto3" json:"tradeDate,omitempty"`
	/// Most recent opening price
	Open *Open `protobuf:"bytes,30,opt,name=open,proto3" json:"open,omitempty"`
	/// High price for the trading session
	High *High `protobuf:"bytes,31,opt,name=high,proto3" json:"high,omitempty"`
	/// Low price for the trading session
	Low *Low `protobuf:"bytes,32,opt,name=low,proto3" json:"low,omitempty"`
	/// Most recent traded price and quantity
	Last *Last `protobuf:"bytes,35,opt,name=last,proto3" json:"last,omitempty"`
	/// Total traded volume
	Volume *Volume `protobuf:"bytes,38,opt,name=volume,proto3" json:"volume,omitempty"`
	/// Most recent settlement price
	Settlement *Settlement `protobuf:"bytes,39,opt,name=settlement,proto3" json:"settlement,omitempty"`
	/// Most recent settlement price
	PrevSettlement *Settlement `protobuf:"bytes,44,opt,name=prevSettlement,proto3" json:"prevSettlement,omitempty"`
	/// Most recent open interest
	OpenInterest *OpenInterest `protobuf:"bytes,40,opt,name=openInterest,proto3" json:"openInterest,omitempty"`
	/// Number of trades
	NumberOfTrades *NumberOfTrades `protobuf:"bytes,41,opt,name=numberOfTrades,proto3" json:"numberOfTrades,omitempty"`
	/// Monetary value
	MonetaryValue *MonetaryValue `protobuf:"bytes,42,opt,name=monetaryValue,proto3" json:"monetaryValue,omitempty"`
	// UTC Timestamp, nano seconds since Unix epoch
	TransactionTime int64 `protobuf:"zigzag64,43,opt,name=transactionTime,proto3" json:"transactionTime,omitempty"`
	// contains filtered or unexported fields
}

/ Session used in snapshot.

func (*MarketSession) Descriptor deprecated 

func (*MarketSession) Descriptor() ([]byte, []int)

Deprecated: Use MarketSession.ProtoReflect.Descriptor instead.

func (*MarketSession) GetHigh 

func (x *MarketSession) GetHigh() *High

func (*MarketSession) GetLast 

func (x *MarketSession) GetLast() *Last

func (*MarketSession) GetLow 

func (x *MarketSession) GetLow() *Low

func (*MarketSession) GetMonetaryValue 

func (x *MarketSession) GetMonetaryValue() *MonetaryValue

func (*MarketSession) GetNumberOfTrades 

func (x *MarketSession) GetNumberOfTrades() *NumberOfTrades

func (*MarketSession) GetOpen 

func (x *MarketSession) GetOpen() *Open

func (*MarketSession) GetOpenInterest 

func (x *MarketSession) GetOpenInterest() *OpenInterest

func (*MarketSession) GetPrevSettlement 

func (x *MarketSession) GetPrevSettlement() *Settlement

func (*MarketSession) GetSettlement 

func (x *MarketSession) GetSettlement() *Settlement

func (*MarketSession) GetTradeDate 

func (x *MarketSession) GetTradeDate() int32

func (*MarketSession) GetTransactionTime added in v0.1.7 

func (x *MarketSession) GetTransactionTime() int64

func (*MarketSession) GetVolume 

func (x *MarketSession) GetVolume() *Volume

func (*MarketSession) ProtoMessage 

func (*MarketSession) ProtoMessage()

func (*MarketSession) ProtoReflect 

func (x *MarketSession) ProtoReflect() protoreflect.Message

func (*MarketSession) Reset 

func (x *MarketSession) Reset()

func (*MarketSession) String 

func (x *MarketSession) String() string

type MarketSnapshot 

type MarketSnapshot struct {

	/// Unique id identifying the market
	MarketId int64 `protobuf:"zigzag64,1,opt,name=marketId,proto3" json:"marketId,omitempty"`
	// UTC Timestamp of transaction, nano seconds since Unix epoch
	TransactionTime int64 `protobuf:"zigzag64,2,opt,name=transactionTime,proto3" json:"transactionTime,omitempty"`
	// Instrument level sequence number
	MarketSequence int64 `protobuf:"varint,3,opt,name=marketSequence,proto3" json:"marketSequence,omitempty"`
	/// Date only, format 2012-07-04 -> 20120704
	TradeDate int32 `protobuf:"zigzag32,4,opt,name=tradeDate,proto3" json:"tradeDate,omitempty"`
	/// A snapshot with market depth may exceed the maximum message size.
	//  In that case, the snapshot will be broken up across multiple
	//  snapshot messages.
	TotalChunks  int32 `protobuf:"zigzag32,5,opt,name=totalChunks,proto3" json:"totalChunks,omitempty"`
	CurrentChunk int32 `protobuf:"zigzag32,6,opt,name=currentChunk,proto3" json:"currentChunk,omitempty"`
	// Optional symbol identifier
	Symbol string `protobuf:"bytes,7,opt,name=symbol,proto3" json:"symbol,omitempty"`
	/// Divide prices by this value to get real price values.  Optional, use value
	/// from InstrumentDefinition if not set.
	PriceDenominator int32 `protobuf:"zigzag32,8,opt,name=priceDenominator,proto3" json:"priceDenominator,omitempty"`
	//
	Service Service `protobuf:"varint,9,opt,name=service,proto3,enum=org.openfeed.Service" json:"service,omitempty"`
	//
	InstrumentStatus *InstrumentStatus `protobuf:"bytes,10,opt,name=instrumentStatus,proto3" json:"instrumentStatus,omitempty"`
	// Best Bid Offer
	Bbo *BestBidOffer `protobuf:"bytes,11,opt,name=bbo,proto3" json:"bbo,omitempty"`
	// Index Value
	Index *IndexValue `protobuf:"bytes,12,opt,name=index,proto3" json:"index,omitempty"`
	// Price Level Book
	PriceLevels []*AddPriceLevel `protobuf:"bytes,13,rep,name=priceLevels,proto3" json:"priceLevels,omitempty"`
	// Order Book
	Orders []*AddOrder `protobuf:"bytes,14,rep,name=orders,proto3" json:"orders,omitempty"`
	News   *News       `protobuf:"bytes,15,opt,name=news,proto3" json:"news,omitempty"`
	/// Most recent opening price
	Open *Open `protobuf:"bytes,30,opt,name=open,proto3" json:"open,omitempty"`
	/// High price for the trading session
	High *High `protobuf:"bytes,31,opt,name=high,proto3" json:"high,omitempty"`
	/// Low price for the trading session
	Low *Low `protobuf:"bytes,32,opt,name=low,proto3" json:"low,omitempty"`
	/// Most recent closing price
	Close *Close `protobuf:"bytes,33,opt,name=close,proto3" json:"close,omitempty"`
	/// Previous closing price
	PrevClose *PrevClose `protobuf:"bytes,34,opt,name=prevClose,proto3" json:"prevClose,omitempty"`
	/// Most recent traded price and quantity
	Last *Last `protobuf:"bytes,35,opt,name=last,proto3" json:"last,omitempty"`
	/// Year high price
	YearHigh *YearHigh `protobuf:"bytes,36,opt,name=yearHigh,proto3" json:"yearHigh,omitempty"`
	/// Year low price
	YearLow *YearLow `protobuf:"bytes,37,opt,name=yearLow,proto3" json:"yearLow,omitempty"`
	/// Total traded volume
	Volume *Volume `protobuf:"bytes,38,opt,name=volume,proto3" json:"volume,omitempty"`
	/// Most recent settlement price
	Settlement *Settlement `protobuf:"bytes,39,opt,name=settlement,proto3" json:"settlement,omitempty"`
	/// Most recent open interest
	OpenInterest *OpenInterest `protobuf:"bytes,40,opt,name=openInterest,proto3" json:"openInterest,omitempty"`
	/// Most recent volume weighted average price
	Vwap                         *Vwap                         `protobuf:"bytes,41,opt,name=vwap,proto3" json:"vwap,omitempty"`
	DividendsIncomeDistributions *DividendsIncomeDistributions `protobuf:"bytes,42,opt,name=dividendsIncomeDistributions,proto3" json:"dividendsIncomeDistributions,omitempty"`
	NumberOfTrades               *NumberOfTrades               `protobuf:"bytes,43,opt,name=numberOfTrades,proto3" json:"numberOfTrades,omitempty"`
	MonetaryValue                *MonetaryValue                `protobuf:"bytes,44,opt,name=monetaryValue,proto3" json:"monetaryValue,omitempty"`
	CapitalDistributions         *CapitalDistributions         `protobuf:"bytes,45,opt,name=capitalDistributions,proto3" json:"capitalDistributions,omitempty"`
	SharesOutstanding            *SharesOutstanding            `protobuf:"bytes,46,opt,name=sharesOutstanding,proto3" json:"sharesOutstanding,omitempty"`
	NetAssetValue                *NetAssetValue                `protobuf:"bytes,47,opt,name=netAssetValue,proto3" json:"netAssetValue,omitempty"`
	/// Previous session.
	PreviousSession *MarketSession `protobuf:"bytes,48,opt,name=previousSession,proto3" json:"previousSession,omitempty"`
	/// 'T' session.
	TSession *MarketSession `protobuf:"bytes,49,opt,name=tSession,proto3" json:"tSession,omitempty"`
	/// Volume at price. Used by the market state/ JERQ.
	VolumeAtPrice *VolumeAtPrice `protobuf:"bytes,50,opt,name=volumeAtPrice,proto3" json:"volumeAtPrice,omitempty"`
	HighRolling   *HighRolling   `protobuf:"bytes,51,opt,name=highRolling,proto3" json:"highRolling,omitempty"`
	LowRolling    *LowRolling    `protobuf:"bytes,52,opt,name=lowRolling,proto3" json:"lowRolling,omitempty"`
	/// 'Z' session. Includes all trades, even the ones that do not update Last.
	ZSession *MarketSession `protobuf:"bytes,53,opt,name=zSession,proto3" json:"zSession,omitempty"`
	// contains filtered or unexported fields
}

/ Snapshot for a market

func (*MarketSnapshot) Descriptor deprecated 

func (*MarketSnapshot) Descriptor() ([]byte, []int)

Deprecated: Use MarketSnapshot.ProtoReflect.Descriptor instead.

func (*MarketSnapshot) GetBbo 

func (x *MarketSnapshot) GetBbo() *BestBidOffer

func (*MarketSnapshot) GetCapitalDistributions 

func (x *MarketSnapshot) GetCapitalDistributions() *CapitalDistributions

func (*MarketSnapshot) GetClose 

func (x *MarketSnapshot) GetClose() *Close

func (*MarketSnapshot) GetCurrentChunk 

func (x *MarketSnapshot) GetCurrentChunk() int32

func (*MarketSnapshot) GetDividendsIncomeDistributions 

func (x *MarketSnapshot) GetDividendsIncomeDistributions() *DividendsIncomeDistributions

func (*MarketSnapshot) GetHigh 

func (x *MarketSnapshot) GetHigh() *High

func (*MarketSnapshot) GetHighRolling 

func (x *MarketSnapshot) GetHighRolling() *HighRolling

func (*MarketSnapshot) GetIndex 

func (x *MarketSnapshot) GetIndex() *IndexValue

func (*MarketSnapshot) GetInstrumentStatus 

func (x *MarketSnapshot) GetInstrumentStatus() *InstrumentStatus

func (*MarketSnapshot) GetLast 

func (x *MarketSnapshot) GetLast() *Last

func (*MarketSnapshot) GetLow 

func (x *MarketSnapshot) GetLow() *Low

func (*MarketSnapshot) GetLowRolling 

func (x *MarketSnapshot) GetLowRolling() *LowRolling

func (*MarketSnapshot) GetMarketId 

func (x *MarketSnapshot) GetMarketId() int64

func (*MarketSnapshot) GetMarketSequence 

func (x *MarketSnapshot) GetMarketSequence() int64

func (*MarketSnapshot) GetMonetaryValue 

func (x *MarketSnapshot) GetMonetaryValue() *MonetaryValue

func (*MarketSnapshot) GetNetAssetValue 

func (x *MarketSnapshot) GetNetAssetValue() *NetAssetValue

func (*MarketSnapshot) GetNews 

func (x *MarketSnapshot) GetNews() *News

func (*MarketSnapshot) GetNumberOfTrades 

func (x *MarketSnapshot) GetNumberOfTrades() *NumberOfTrades

func (*MarketSnapshot) GetOpen 

func (x *MarketSnapshot) GetOpen() *Open

func (*MarketSnapshot) GetOpenInterest 

func (x *MarketSnapshot) GetOpenInterest() *OpenInterest

func (*MarketSnapshot) GetOrders 

func (x *MarketSnapshot) GetOrders() []*AddOrder

func (*MarketSnapshot) GetPrevClose 

func (x *MarketSnapshot) GetPrevClose() *PrevClose

func (*MarketSnapshot) GetPreviousSession 

func (x *MarketSnapshot) GetPreviousSession() *MarketSession

func (*MarketSnapshot) GetPriceDenominator 

func (x *MarketSnapshot) GetPriceDenominator() int32

func (*MarketSnapshot) GetPriceLevels 

func (x *MarketSnapshot) GetPriceLevels() []*AddPriceLevel

func (*MarketSnapshot) GetService 

func (x *MarketSnapshot) GetService() Service

func (*MarketSnapshot) GetSettlement 

func (x *MarketSnapshot) GetSettlement() *Settlement

func (*MarketSnapshot) GetSharesOutstanding 

func (x *MarketSnapshot) GetSharesOutstanding() *SharesOutstanding

func (*MarketSnapshot) GetSymbol 

func (x *MarketSnapshot) GetSymbol() string

func (*MarketSnapshot) GetTSession 

func (x *MarketSnapshot) GetTSession() *MarketSession

func (*MarketSnapshot) GetTotalChunks 

func (x *MarketSnapshot) GetTotalChunks() int32

func (*MarketSnapshot) GetTradeDate 

func (x *MarketSnapshot) GetTradeDate() int32

func (*MarketSnapshot) GetTransactionTime 

func (x *MarketSnapshot) GetTransactionTime() int64

func (*MarketSnapshot) GetVolume 

func (x *MarketSnapshot) GetVolume() *Volume

func (*MarketSnapshot) GetVolumeAtPrice 

func (x *MarketSnapshot) GetVolumeAtPrice() *VolumeAtPrice

func (*MarketSnapshot) GetVwap 

func (x *MarketSnapshot) GetVwap() *Vwap

func (*MarketSnapshot) GetYearHigh 

func (x *MarketSnapshot) GetYearHigh() *YearHigh

func (*MarketSnapshot) GetYearLow 

func (x *MarketSnapshot) GetYearLow() *YearLow

func (*MarketSnapshot) GetZSession added in v0.1.7 

func (x *MarketSnapshot) GetZSession() *MarketSession

func (*MarketSnapshot) ProtoMessage 

func (*MarketSnapshot) ProtoMessage()

func (*MarketSnapshot) ProtoReflect 

func (x *MarketSnapshot) ProtoReflect() protoreflect.Message

func (*MarketSnapshot) Reset 

func (x *MarketSnapshot) Reset()

func (*MarketSnapshot) String 

func (x *MarketSnapshot) String() string

type MarketSnapshotResponse 

type MarketSnapshotResponse struct {
	Result         SnapshotRequestResult `protobuf:"varint,1,opt,name=result,proto3,enum=org.openfeed.SnapshotRequestResult" json:"result,omitempty"`
	Message        string                `protobuf:"bytes,2,opt,name=message,proto3" json:"message,omitempty"`
	MarketSnapshot *MarketSnapshot       `protobuf:"bytes,3,opt,name=marketSnapshot,proto3" json:"marketSnapshot,omitempty"`
	// contains filtered or unexported fields
}

Used by market state to return snapshot.

func (*MarketSnapshotResponse) Descriptor deprecated 

func (*MarketSnapshotResponse) Descriptor() ([]byte, []int)

Deprecated: Use MarketSnapshotResponse.ProtoReflect.Descriptor instead.

func (*MarketSnapshotResponse) GetMarketSnapshot 

func (x *MarketSnapshotResponse) GetMarketSnapshot() *MarketSnapshot

func (*MarketSnapshotResponse) GetMessage 

func (x *MarketSnapshotResponse) GetMessage() string

func (*MarketSnapshotResponse) GetResult 

func (x *MarketSnapshotResponse) GetResult() SnapshotRequestResult

func (*MarketSnapshotResponse) ProtoMessage 

func (*MarketSnapshotResponse) ProtoMessage()

func (*MarketSnapshotResponse) ProtoReflect 

func (x *MarketSnapshotResponse) ProtoReflect() protoreflect.Message

func (*MarketSnapshotResponse) Reset 

func (x *MarketSnapshotResponse) Reset()

func (*MarketSnapshotResponse) String 

func (x *MarketSnapshotResponse) String() string

type MarketState added in v0.1.7 

type MarketState struct {
	// contains filtered or unexported fields
}

func NewMarketState added in v0.1.7 

func NewMarketState() MarketState

func (*MarketState) GetQuote added in v0.1.7 

func (m *MarketState) GetQuote(symbol string) *Quote

func (*MarketState) ProcessMessage added in v0.1.7 

func (m *MarketState) ProcessMessage(message *OpenfeedGatewayMessage)

type MarketStatus 

type MarketStatus struct {

	/// UTC Timestamp of transaction, nano seconds since Unix epoch
	TransactionTime  int64            `protobuf:"zigzag64,1,opt,name=transactionTime,proto3" json:"transactionTime,omitempty"`
	Channel          int32            `protobuf:"zigzag32,2,opt,name=channel,proto3" json:"channel,omitempty"`
	MarketWideStatus MarketWideStatus `protobuf:"varint,3,opt,name=marketWideStatus,proto3,enum=org.openfeed.MarketWideStatus" json:"marketWideStatus,omitempty"`
	// contains filtered or unexported fields
}

/ Market Status

func (*MarketStatus) Descriptor deprecated 

func (*MarketStatus) Descriptor() ([]byte, []int)

Deprecated: Use MarketStatus.ProtoReflect.Descriptor instead.

func (*MarketStatus) GetChannel 

func (x *MarketStatus) GetChannel() int32

func (*MarketStatus) GetMarketWideStatus 

func (x *MarketStatus) GetMarketWideStatus() MarketWideStatus

func (*MarketStatus) GetTransactionTime 

func (x *MarketStatus) GetTransactionTime() int64

func (*MarketStatus) ProtoMessage 

func (*MarketStatus) ProtoMessage()

func (*MarketStatus) ProtoReflect 

func (x *MarketStatus) ProtoReflect() protoreflect.Message

func (*MarketStatus) Reset 

func (x *MarketStatus) Reset()

func (*MarketStatus) String 

func (x *MarketStatus) String() string

type MarketSummary 

type MarketSummary struct {
	TransactionTime int64 `protobuf:"zigzag64,1,opt,name=transactionTime,proto3" json:"transactionTime,omitempty"`
	/// Date only, format 2012-07-04 -> 20120704
	TradingDate int32                  `protobuf:"zigzag32,2,opt,name=tradingDate,proto3" json:"tradingDate,omitempty"`
	StartOfDay  bool                   `protobuf:"varint,3,opt,name=startOfDay,proto3" json:"startOfDay,omitempty"`
	EndOfDay    bool                   `protobuf:"varint,4,opt,name=endOfDay,proto3" json:"endOfDay,omitempty"`
	Clear       MarketSummary_ClearSet `protobuf:"varint,5,opt,name=clear,proto3,enum=org.openfeed.MarketSummary_ClearSet" json:"clear,omitempty"`
	//
	InstrumentStatus *InstrumentStatus `protobuf:"bytes,9,opt,name=instrumentStatus,proto3" json:"instrumentStatus,omitempty"`
	Bbo              *BestBidOffer     `protobuf:"bytes,10,opt,name=bbo,proto3" json:"bbo,omitempty"`
	Open             *Open             `protobuf:"bytes,11,opt,name=open,proto3" json:"open,omitempty"`
	High             *High             `protobuf:"bytes,12,opt,name=high,proto3" json:"high,omitempty"`
	Low              *Low              `protobuf:"bytes,13,opt,name=low,proto3" json:"low,omitempty"`
	Close            *Close            `protobuf:"bytes,14,opt,name=close,proto3" json:"close,omitempty"`
	PrevClose        *PrevClose        `protobuf:"bytes,15,opt,name=prevClose,proto3" json:"prevClose,omitempty"`
	Last             *Last             `protobuf:"bytes,16,opt,name=last,proto3" json:"last,omitempty"`
	Volume           *Volume           `protobuf:"bytes,17,opt,name=volume,proto3" json:"volume,omitempty"`
	Settlement       *Settlement       `protobuf:"bytes,18,opt,name=settlement,proto3" json:"settlement,omitempty"`
	OpenInterest     *OpenInterest     `protobuf:"bytes,19,opt,name=openInterest,proto3" json:"openInterest,omitempty"`
	Vwap             *Vwap             `protobuf:"bytes,20,opt,name=vwap,proto3" json:"vwap,omitempty"`
	/// Used by CME ITC.
	Session     string                    `protobuf:"bytes,21,opt,name=session,proto3" json:"session,omitempty"`
	SummaryType MarketSummary_SummaryType `protobuf:"varint,22,opt,name=summaryType,proto3,enum=org.openfeed.MarketSummary_SummaryType" json:"summaryType,omitempty"`
	/// Total traded volume for the prior day.
	PrevVolume *Volume `protobuf:"bytes,23,opt,name=prevVolume,proto3" json:"prevVolume,omitempty"`
	/// True if not persisted in the EOD database.
	Transient bool `protobuf:"varint,24,opt,name=transient,proto3" json:"transient,omitempty"`
	// contains filtered or unexported fields
}

/ Intra and EOD Market Summary

func (*MarketSummary) Descriptor deprecated 

func (*MarketSummary) Descriptor() ([]byte, []int)

Deprecated: Use MarketSummary.ProtoReflect.Descriptor instead.

func (*MarketSummary) GetBbo 

func (x *MarketSummary) GetBbo() *BestBidOffer

func (*MarketSummary) GetClear 

func (x *MarketSummary) GetClear() MarketSummary_ClearSet

func (*MarketSummary) GetClose 

func (x *MarketSummary) GetClose() *Close

func (*MarketSummary) GetEndOfDay 

func (x *MarketSummary) GetEndOfDay() bool

func (*MarketSummary) GetHigh 

func (x *MarketSummary) GetHigh() *High

func (*MarketSummary) GetInstrumentStatus 

func (x *MarketSummary) GetInstrumentStatus() *InstrumentStatus

func (*MarketSummary) GetLast 

func (x *MarketSummary) GetLast() *Last

func (*MarketSummary) GetLow 

func (x *MarketSummary) GetLow() *Low

func (*MarketSummary) GetOpen 

func (x *MarketSummary) GetOpen() *Open

func (*MarketSummary) GetOpenInterest 

func (x *MarketSummary) GetOpenInterest() *OpenInterest

func (*MarketSummary) GetPrevClose 

func (x *MarketSummary) GetPrevClose() *PrevClose

func (*MarketSummary) GetPrevVolume 

func (x *MarketSummary) GetPrevVolume() *Volume

func (*MarketSummary) GetSession 

func (x *MarketSummary) GetSession() string

func (*MarketSummary) GetSettlement 

func (x *MarketSummary) GetSettlement() *Settlement

func (*MarketSummary) GetStartOfDay 

func (x *MarketSummary) GetStartOfDay() bool

func (*MarketSummary) GetSummaryType 

func (x *MarketSummary) GetSummaryType() MarketSummary_SummaryType

func (*MarketSummary) GetTradingDate 

func (x *MarketSummary) GetTradingDate() int32

func (*MarketSummary) GetTransactionTime 

func (x *MarketSummary) GetTransactionTime() int64

func (*MarketSummary) GetTransient added in v0.1.7 

func (x *MarketSummary) GetTransient() bool

func (*MarketSummary) GetVolume 

func (x *MarketSummary) GetVolume() *Volume

func (*MarketSummary) GetVwap 

func (x *MarketSummary) GetVwap() *Vwap

func (*MarketSummary) ProtoMessage 

func (*MarketSummary) ProtoMessage()

func (*MarketSummary) ProtoReflect 

func (x *MarketSummary) ProtoReflect() protoreflect.Message

func (*MarketSummary) Reset 

func (x *MarketSummary) Reset()

func (*MarketSummary) String 

func (x *MarketSummary) String() string

type MarketSummary_ClearSet 

type MarketSummary_ClearSet int32

Clears sets of fields 

const (
	MarketSummary_NONE     MarketSummary_ClearSet = 0
	MarketSummary_ALL      MarketSummary_ClearSet = 1
	MarketSummary_BA       MarketSummary_ClearSet = 2
	MarketSummary_CUSTOM_1 MarketSummary_ClearSet = 3
)

func (MarketSummary_ClearSet) Descriptor 

func (MarketSummary_ClearSet) Descriptor() protoreflect.EnumDescriptor

func (MarketSummary_ClearSet) Enum 

func (x MarketSummary_ClearSet) Enum() *MarketSummary_ClearSet

func (MarketSummary_ClearSet) EnumDescriptor deprecated 

func (MarketSummary_ClearSet) EnumDescriptor() ([]byte, []int)

Deprecated: Use MarketSummary_ClearSet.Descriptor instead.

func (MarketSummary_ClearSet) Number 

func (x MarketSummary_ClearSet) Number() protoreflect.EnumNumber

func (MarketSummary_ClearSet) String 

func (x MarketSummary_ClearSet) String() string

func (MarketSummary_ClearSet) Type 

func (MarketSummary_ClearSet) Type() protoreflect.EnumType

type MarketSummary_SummaryType 

type MarketSummary_SummaryType int32

/ Used to differentiate various ddf messages. 

const (
	// DDF 2/1 Exchange refresh
	MarketSummary_EXCHANGE_REFRESH MarketSummary_SummaryType = 0
	// DDF 2/6 Live Prices refresh
	MarketSummary_REFRESH_LIVE_PRICE MarketSummary_SummaryType = 1
	// DDF 3/C end-of-day commodity prices
	MarketSummary_EOD_COMMODITY_PRICES MarketSummary_SummaryType = 2
	// DDF 3/S end-of-day stock and forex prices and volume
	MarketSummary_EOD_STOCK_FOREX_PRICES MarketSummary_SummaryType = 3
	// DDF 3/I end-of-day commodity volume and open interest message
	MarketSummary_EOD_COMMODITY_STATS MarketSummary_SummaryType = 4
)

func (MarketSummary_SummaryType) Descriptor 

func (MarketSummary_SummaryType) Descriptor() protoreflect.EnumDescriptor

func (MarketSummary_SummaryType) Enum 

func (x MarketSummary_SummaryType) Enum() *MarketSummary_SummaryType

func (MarketSummary_SummaryType) EnumDescriptor deprecated 

func (MarketSummary_SummaryType) EnumDescriptor() ([]byte, []int)

Deprecated: Use MarketSummary_SummaryType.Descriptor instead.

func (MarketSummary_SummaryType) Number 

func (x MarketSummary_SummaryType) Number() protoreflect.EnumNumber

func (MarketSummary_SummaryType) String 

func (x MarketSummary_SummaryType) String() string

func (MarketSummary_SummaryType) Type 

func (MarketSummary_SummaryType) Type() protoreflect.EnumType

type MarketUpdate 

type MarketUpdate struct {

	/// Unique id identifying the market
	MarketId int64 `protobuf:"zigzag64,1,opt,name=marketId,proto3" json:"marketId,omitempty"`
	// Optional symbol identifier
	Symbol string `protobuf:"bytes,2,opt,name=symbol,proto3" json:"symbol,omitempty"`
	/// UTC Timestamp of transaction, nano seconds since Unix epoch
	/// This is usually the execution venue timestamp.
	TransactionTime int64 `protobuf:"zigzag64,3,opt,name=transactionTime,proto3" json:"transactionTime,omitempty"`
	/// Distribution time in nano seconds since epoch.
	DistributionTime int64 `protobuf:"zigzag64,4,opt,name=distributionTime,proto3" json:"distributionTime,omitempty"`
	/// Market level sequencing number
	MarketSequence int64 `protobuf:"zigzag64,5,opt,name=marketSequence,proto3" json:"marketSequence,omitempty"`
	/// Data source sequence number
	SourceSequence int64 `protobuf:"zigzag64,6,opt,name=sourceSequence,proto3" json:"sourceSequence,omitempty"`
	// Market participant/originator
	OriginatorId []byte `protobuf:"bytes,7,opt,name=originatorId,proto3" json:"originatorId,omitempty"`
	/// Divide prices by this value to get real price values.  Optional, use value
	/// from InstrumentDefinition if not set.
	PriceDenominator int32 `protobuf:"zigzag32,9,opt,name=priceDenominator,proto3" json:"priceDenominator,omitempty"`
	// Feed specific context data set as required.
	Context *Context `protobuf:"bytes,10,opt,name=context,proto3" json:"context,omitempty"`
	/// Current session. This is used to 'enhance' updates from the translator in the Market State
	Session *MarketSession `protobuf:"bytes,11,opt,name=session,proto3" json:"session,omitempty"`
	/// 'T' session. This is used to 'enhance' updates from the translator in the Market State
	TSession *MarketSession `protobuf:"bytes,12,opt,name=tSession,proto3" json:"tSession,omitempty"`
	/// Previous session. This is used to 'enhance' updates from the translator in the Market State
	PreviousSession *MarketSession `protobuf:"bytes,13,opt,name=previousSession,proto3" json:"previousSession,omitempty"`
	/// True if message applies to regional/participant member
	Regional bool `protobuf:"varint,14,opt,name=regional,proto3" json:"regional,omitempty"`
	/// 'Z' session. Includes all trades, even the ones that do not update Last.
	ZSession *MarketSession `protobuf:"bytes,15,opt,name=zSession,proto3" json:"zSession,omitempty"`
	// Types that are assignable to Data:
	//	*MarketUpdate_News
	//	*MarketUpdate_ClearBook
	//	*MarketUpdate_InstrumentStatus
	//	*MarketUpdate_Bbo
	//	*MarketUpdate_DepthPriceLevel
	//	*MarketUpdate_DepthOrder
	//	*MarketUpdate_Index
	//	*MarketUpdate_Trades
	//	*MarketUpdate_Open
	//	*MarketUpdate_High
	//	*MarketUpdate_Low
	//	*MarketUpdate_Close
	//	*MarketUpdate_PrevClose
	//	*MarketUpdate_Last
	//	*MarketUpdate_YearHigh
	//	*MarketUpdate_YearLow
	//	*MarketUpdate_Volume
	//	*MarketUpdate_Settlement
	//	*MarketUpdate_OpenInterest
	//	*MarketUpdate_Vwap
	//	*MarketUpdate_DividendsIncomeDistributions
	//	*MarketUpdate_NumberOfTrades
	//	*MarketUpdate_MonetaryValue
	//	*MarketUpdate_CapitalDistributions
	//	*MarketUpdate_SharesOutstanding
	//	*MarketUpdate_NetAssetValue
	//	*MarketUpdate_MarketSummary
	//	*MarketUpdate_HighRolling
	//	*MarketUpdate_LowRolling
	Data isMarketUpdate_Data `protobuf_oneof:"data"`
	// contains filtered or unexported fields
}

Market Update for an instrument

func (*MarketUpdate) Descriptor deprecated 

func (*MarketUpdate) Descriptor() ([]byte, []int)

Deprecated: Use MarketUpdate.ProtoReflect.Descriptor instead.

func (*MarketUpdate) GetBbo 

func (x *MarketUpdate) GetBbo() *BestBidOffer

func (*MarketUpdate) GetCapitalDistributions 

func (x *MarketUpdate) GetCapitalDistributions() *CapitalDistributions

func (*MarketUpdate) GetClearBook 

func (x *MarketUpdate) GetClearBook() *ClearBook

func (*MarketUpdate) GetClose 

func (x *MarketUpdate) GetClose() *Close

func (*MarketUpdate) GetContext 

func (x *MarketUpdate) GetContext() *Context

func (*MarketUpdate) GetData 

func (m *MarketUpdate) GetData() isMarketUpdate_Data

func (*MarketUpdate) GetDepthOrder 

func (x *MarketUpdate) GetDepthOrder() *DepthOrder

func (*MarketUpdate) GetDepthPriceLevel 

func (x *MarketUpdate) GetDepthPriceLevel() *DepthPriceLevel

func (*MarketUpdate) GetDistributionTime 

func (x *MarketUpdate) GetDistributionTime() int64

func (*MarketUpdate) GetDividendsIncomeDistributions 

func (x *MarketUpdate) GetDividendsIncomeDistributions() *DividendsIncomeDistributions

func (*MarketUpdate) GetHigh 

func (x *MarketUpdate) GetHigh() *High

func (*MarketUpdate) GetHighRolling 

func (x *MarketUpdate) GetHighRolling() *HighRolling

func (*MarketUpdate) GetIndex 

func (x *MarketUpdate) GetIndex() *IndexValue

func (*MarketUpdate) GetInstrumentStatus 

func (x *MarketUpdate) GetInstrumentStatus() *InstrumentStatus

func (*MarketUpdate) GetLast 

func (x *MarketUpdate) GetLast() *Last

func (*MarketUpdate) GetLow 

func (x *MarketUpdate) GetLow() *Low

func (*MarketUpdate) GetLowRolling 

func (x *MarketUpdate) GetLowRolling() *LowRolling

func (*MarketUpdate) GetMarketId 

func (x *MarketUpdate) GetMarketId() int64

func (*MarketUpdate) GetMarketSequence 

func (x *MarketUpdate) GetMarketSequence() int64

func (*MarketUpdate) GetMarketSummary 

func (x *MarketUpdate) GetMarketSummary() *MarketSummary

func (*MarketUpdate) GetMonetaryValue 

func (x *MarketUpdate) GetMonetaryValue() *MonetaryValue

func (*MarketUpdate) GetNetAssetValue 

func (x *MarketUpdate) GetNetAssetValue() *NetAssetValue

func (*MarketUpdate) GetNews 

func (x *MarketUpdate) GetNews() *News

func (*MarketUpdate) GetNumberOfTrades 

func (x *MarketUpdate) GetNumberOfTrades() *NumberOfTrades

func (*MarketUpdate) GetOpen 

func (x *MarketUpdate) GetOpen() *Open

func (*MarketUpdate) GetOpenInterest 

func (x *MarketUpdate) GetOpenInterest() *OpenInterest

func (*MarketUpdate) GetOriginatorId 

func (x *MarketUpdate) GetOriginatorId() []byte

func (*MarketUpdate) GetPrevClose 

func (x *MarketUpdate) GetPrevClose() *PrevClose

func (*MarketUpdate) GetPreviousSession 

func (x *MarketUpdate) GetPreviousSession() *MarketSession

func (*MarketUpdate) GetPriceDenominator 

func (x *MarketUpdate) GetPriceDenominator() int32

func (*MarketUpdate) GetRegional 

func (x *MarketUpdate) GetRegional() bool

func (*MarketUpdate) GetSession 

func (x *MarketUpdate) GetSession() *MarketSession

func (*MarketUpdate) GetSettlement 

func (x *MarketUpdate) GetSettlement() *Settlement

func (*MarketUpdate) GetSharesOutstanding 

func (x *MarketUpdate) GetSharesOutstanding() *SharesOutstanding

func (*MarketUpdate) GetSourceSequence 

func (x *MarketUpdate) GetSourceSequence() int64

func (*MarketUpdate) GetSymbol 

func (x *MarketUpdate) GetSymbol() string

func (*MarketUpdate) GetTSession 

func (x *MarketUpdate) GetTSession() *MarketSession

func (*MarketUpdate) GetTrades 

func (x *MarketUpdate) GetTrades() *Trades

func (*MarketUpdate) GetTransactionTime 

func (x *MarketUpdate) GetTransactionTime() int64

func (*MarketUpdate) GetVolume 

func (x *MarketUpdate) GetVolume() *Volume

func (*MarketUpdate) GetVwap 

func (x *MarketUpdate) GetVwap() *Vwap

func (*MarketUpdate) GetYearHigh 

func (x *MarketUpdate) GetYearHigh() *YearHigh

func (*MarketUpdate) GetYearLow 

func (x *MarketUpdate) GetYearLow() *YearLow

func (*MarketUpdate) GetZSession added in v0.1.7 

func (x *MarketUpdate) GetZSession() *MarketSession

func (*MarketUpdate) ProtoMessage 

func (*MarketUpdate) ProtoMessage()

func (*MarketUpdate) ProtoReflect 

func (x *MarketUpdate) ProtoReflect() protoreflect.Message

func (*MarketUpdate) Reset 

func (x *MarketUpdate) Reset()

func (*MarketUpdate) String 

func (x *MarketUpdate) String() string

type MarketUpdate_Bbo 

type MarketUpdate_Bbo struct {
	Bbo *BestBidOffer `protobuf:"bytes,23,opt,name=bbo,proto3,oneof"`
}

type MarketUpdate_CapitalDistributions 

type MarketUpdate_CapitalDistributions struct {
	CapitalDistributions *CapitalDistributions `protobuf:"bytes,43,opt,name=capitalDistributions,proto3,oneof"`
}

type MarketUpdate_ClearBook 

type MarketUpdate_ClearBook struct {
	ClearBook *ClearBook `protobuf:"bytes,21,opt,name=clearBook,proto3,oneof"`
}

type MarketUpdate_Close 

type MarketUpdate_Close struct {
	Close *Close `protobuf:"bytes,31,opt,name=close,proto3,oneof"`
}

type MarketUpdate_DepthOrder 

type MarketUpdate_DepthOrder struct {
	DepthOrder *DepthOrder `protobuf:"bytes,25,opt,name=depthOrder,proto3,oneof"`
}

type MarketUpdate_DepthPriceLevel 

type MarketUpdate_DepthPriceLevel struct {
	DepthPriceLevel *DepthPriceLevel `protobuf:"bytes,24,opt,name=depthPriceLevel,proto3,oneof"`
}

type MarketUpdate_DividendsIncomeDistributions 

type MarketUpdate_DividendsIncomeDistributions struct {
	DividendsIncomeDistributions *DividendsIncomeDistributions `protobuf:"bytes,40,opt,name=dividendsIncomeDistributions,proto3,oneof"`
}

type MarketUpdate_High 

type MarketUpdate_High struct {
	High *High `protobuf:"bytes,29,opt,name=high,proto3,oneof"`
}

type MarketUpdate_HighRolling 

type MarketUpdate_HighRolling struct {
	HighRolling *HighRolling `protobuf:"bytes,47,opt,name=highRolling,proto3,oneof"`
}

type MarketUpdate_Index 

type MarketUpdate_Index struct {
	Index *IndexValue `protobuf:"bytes,26,opt,name=index,proto3,oneof"`
}

type MarketUpdate_InstrumentStatus 

type MarketUpdate_InstrumentStatus struct {
	InstrumentStatus *InstrumentStatus `protobuf:"bytes,22,opt,name=instrumentStatus,proto3,oneof"`
}

type MarketUpdate_Last 

type MarketUpdate_Last struct {
	Last *Last `protobuf:"bytes,33,opt,name=last,proto3,oneof"`
}

type MarketUpdate_Low 

type MarketUpdate_Low struct {
	Low *Low `protobuf:"bytes,30,opt,name=low,proto3,oneof"`
}

type MarketUpdate_LowRolling 

type MarketUpdate_LowRolling struct {
	LowRolling *LowRolling `protobuf:"bytes,48,opt,name=lowRolling,proto3,oneof"`
}

type MarketUpdate_MarketSummary 

type MarketUpdate_MarketSummary struct {
	MarketSummary *MarketSummary `protobuf:"bytes,46,opt,name=marketSummary,proto3,oneof"`
}

type MarketUpdate_MonetaryValue 

type MarketUpdate_MonetaryValue struct {
	MonetaryValue *MonetaryValue `protobuf:"bytes,42,opt,name=monetaryValue,proto3,oneof"`
}

type MarketUpdate_NetAssetValue 

type MarketUpdate_NetAssetValue struct {
	NetAssetValue *NetAssetValue `protobuf:"bytes,45,opt,name=netAssetValue,proto3,oneof"`
}

type MarketUpdate_News 

type MarketUpdate_News struct {
	News *News `protobuf:"bytes,20,opt,name=news,proto3,oneof"`
}

type MarketUpdate_NumberOfTrades 

type MarketUpdate_NumberOfTrades struct {
	NumberOfTrades *NumberOfTrades `protobuf:"bytes,41,opt,name=numberOfTrades,proto3,oneof"`
}

type MarketUpdate_Open 

type MarketUpdate_Open struct {
	Open *Open `protobuf:"bytes,28,opt,name=open,proto3,oneof"`
}

type MarketUpdate_OpenInterest 

type MarketUpdate_OpenInterest struct {
	OpenInterest *OpenInterest `protobuf:"bytes,38,opt,name=openInterest,proto3,oneof"`
}

type MarketUpdate_PrevClose 

type MarketUpdate_PrevClose struct {
	PrevClose *PrevClose `protobuf:"bytes,32,opt,name=prevClose,proto3,oneof"`
}

type MarketUpdate_Settlement 

type MarketUpdate_Settlement struct {
	Settlement *Settlement `protobuf:"bytes,37,opt,name=settlement,proto3,oneof"`
}

type MarketUpdate_SharesOutstanding 

type MarketUpdate_SharesOutstanding struct {
	SharesOutstanding *SharesOutstanding `protobuf:"bytes,44,opt,name=sharesOutstanding,proto3,oneof"`
}

type MarketUpdate_Trades 

type MarketUpdate_Trades struct {
	Trades *Trades `protobuf:"bytes,27,opt,name=trades,proto3,oneof"`
}

type MarketUpdate_Volume 

type MarketUpdate_Volume struct {
	Volume *Volume `protobuf:"bytes,36,opt,name=volume,proto3,oneof"`
}

type MarketUpdate_Vwap 

type MarketUpdate_Vwap struct {
	Vwap *Vwap `protobuf:"bytes,39,opt,name=vwap,proto3,oneof"`
}

type MarketUpdate_YearHigh 

type MarketUpdate_YearHigh struct {
	YearHigh *YearHigh `protobuf:"bytes,34,opt,name=yearHigh,proto3,oneof"`
}

type MarketUpdate_YearLow 

type MarketUpdate_YearLow struct {
	YearLow *YearLow `protobuf:"bytes,35,opt,name=yearLow,proto3,oneof"`
}

type MarketWideStatus 

type MarketWideStatus int32
const (
	MarketWideStatus_STATUS_UNKNOWN      MarketWideStatus = 0
	MarketWideStatus_STATUS_START_OF_DAY MarketWideStatus = 1
	MarketWideStatus_STATUS_END_OF_DAY   MarketWideStatus = 2
	MarketWideStatus_STATUS_OPEN         MarketWideStatus = 3
	MarketWideStatus_STATUS_CLOSE        MarketWideStatus = 4
)

func (MarketWideStatus) Descriptor 

func (MarketWideStatus) Descriptor() protoreflect.EnumDescriptor

func (MarketWideStatus) Enum 

func (x MarketWideStatus) Enum() *MarketWideStatus

func (MarketWideStatus) EnumDescriptor deprecated 

func (MarketWideStatus) EnumDescriptor() ([]byte, []int)

Deprecated: Use MarketWideStatus.Descriptor instead.

func (MarketWideStatus) Number 

func (x MarketWideStatus) Number() protoreflect.EnumNumber

func (MarketWideStatus) String 

func (x MarketWideStatus) String() string

func (MarketWideStatus) Type 

func (MarketWideStatus) Type() protoreflect.EnumType

type Message 

type Message struct {
	MessageType MessageType
	Message     isOpenfeedGatewayMessage_Data
	Message2    *OpenfeedGatewayMessage
}

type MessageHandler added in v0.1.4 

type MessageHandler interface {
	NewMessage(*Message)
}

type MessageType 

type MessageType int32
const (
	MessageType_UNHANDLED             MessageType = 0
	MessageType_INSTRUMENT_RESPONSE   MessageType = 3
	MessageType_SUBSCRIPTION_RESPONSE MessageType = 5
	MessageType_HEARTBEAT             MessageType = 11
	MessageType_INSTRUMENT_DEFINITION MessageType = 13
	MessageType_LOGOUT                MessageType = 7
	MessageType_MARKET_SNAPSHOT       MessageType = 15
	MessageType_MARKET_UPDATE         MessageType = 16
	MessageType_OHLC                  MessageType = 99
)

type ModifyOrder 

type ModifyOrder struct {
	TransactionTime int64    `protobuf:"zigzag64,9,opt,name=transactionTime,proto3" json:"transactionTime,omitempty"`
	OrderId         int64    `protobuf:"zigzag64,10,opt,name=orderId,proto3" json:"orderId,omitempty"`
	Side            BookSide `protobuf:"varint,11,opt,name=side,proto3,enum=org.openfeed.BookSide" json:"side,omitempty"`
	Price           int64    `protobuf:"zigzag64,12,opt,name=price,proto3" json:"price,omitempty"`
	Quantity        int64    `protobuf:"zigzag64,13,opt,name=quantity,proto3" json:"quantity,omitempty"`
	IsImplied       bool     `protobuf:"varint,14,opt,name=isImplied,proto3" json:"isImplied,omitempty"`
	Priority        int64    `protobuf:"zigzag64,15,opt,name=priority,proto3" json:"priority,omitempty"`
	// contains filtered or unexported fields
}

/ Modify the price or quantity of an order. The side and implied flag cannot change

func (*ModifyOrder) Descriptor deprecated 

func (*ModifyOrder) Descriptor() ([]byte, []int)

Deprecated: Use ModifyOrder.ProtoReflect.Descriptor instead.

func (*ModifyOrder) GetIsImplied 

func (x *ModifyOrder) GetIsImplied() bool

func (*ModifyOrder) GetOrderId 

func (x *ModifyOrder) GetOrderId() int64

func (*ModifyOrder) GetPrice 

func (x *ModifyOrder) GetPrice() int64

func (*ModifyOrder) GetPriority 

func (x *ModifyOrder) GetPriority() int64

func (*ModifyOrder) GetQuantity 

func (x *ModifyOrder) GetQuantity() int64

func (*ModifyOrder) GetSide 

func (x *ModifyOrder) GetSide() BookSide

func (*ModifyOrder) GetTransactionTime 

func (x *ModifyOrder) GetTransactionTime() int64

func (*ModifyOrder) ProtoMessage 

func (*ModifyOrder) ProtoMessage()

func (*ModifyOrder) ProtoReflect 

func (x *ModifyOrder) ProtoReflect() protoreflect.Message

func (*ModifyOrder) Reset 

func (x *ModifyOrder) Reset()

func (*ModifyOrder) String 

func (x *ModifyOrder) String() string

type ModifyPriceLevel 

type ModifyPriceLevel struct {

	// UTC Timestamp, nano seconds since Unix epoch
	TransactionTime int64 `protobuf:"zigzag64,9,opt,name=transactionTime,proto3" json:"transactionTime,omitempty"`
	/// price level index, starting at 1
	Level int32    `protobuf:"zigzag32,10,opt,name=level,proto3" json:"level,omitempty"`
	Side  BookSide `protobuf:"varint,11,opt,name=side,proto3,enum=org.openfeed.BookSide" json:"side,omitempty"`
	/// Divide by priceDenominator
	Price int64 `protobuf:"zigzag64,12,opt,name=price,proto3" json:"price,omitempty"`
	/// Divide by quantityDenominator
	Quantity        int64 `protobuf:"zigzag64,13,opt,name=quantity,proto3" json:"quantity,omitempty"`
	OrderCount      int32 `protobuf:"zigzag32,14,opt,name=orderCount,proto3" json:"orderCount,omitempty"`
	ImpliedQuantity int64 `protobuf:"zigzag64,15,opt,name=impliedQuantity,proto3" json:"impliedQuantity,omitempty"`
	// contains filtered or unexported fields
}

/ Modify the quantity or orderCount of an existing price level. / The price itself will not change.

func (*ModifyPriceLevel) Descriptor deprecated 

func (*ModifyPriceLevel) Descriptor() ([]byte, []int)

Deprecated: Use ModifyPriceLevel.ProtoReflect.Descriptor instead.

func (*ModifyPriceLevel) GetImpliedQuantity 

func (x *ModifyPriceLevel) GetImpliedQuantity() int64

func (*ModifyPriceLevel) GetLevel 

func (x *ModifyPriceLevel) GetLevel() int32

func (*ModifyPriceLevel) GetOrderCount 

func (x *ModifyPriceLevel) GetOrderCount() int32

func (*ModifyPriceLevel) GetPrice 

func (x *ModifyPriceLevel) GetPrice() int64

func (*ModifyPriceLevel) GetQuantity 

func (x *ModifyPriceLevel) GetQuantity() int64

func (*ModifyPriceLevel) GetSide 

func (x *ModifyPriceLevel) GetSide() BookSide

func (*ModifyPriceLevel) GetTransactionTime 

func (x *ModifyPriceLevel) GetTransactionTime() int64

func (*ModifyPriceLevel) ProtoMessage 

func (*ModifyPriceLevel) ProtoMessage()

func (*ModifyPriceLevel) ProtoReflect 

func (x *ModifyPriceLevel) ProtoReflect() protoreflect.Message

func (*ModifyPriceLevel) Reset 

func (x *ModifyPriceLevel) Reset()

func (*ModifyPriceLevel) String 

func (x *ModifyPriceLevel) String() string

type MonetaryValue 

type MonetaryValue struct {
	TransactionTime int64 `protobuf:"zigzag64,9,opt,name=transactionTime,proto3" json:"transactionTime,omitempty"`
	/// Date only, format 2012-07-04 -> 20120704
	TradeDate int32 `protobuf:"zigzag32,10,opt,name=tradeDate,proto3" json:"tradeDate,omitempty"`
	/// 2 decimals of precision
	Value             int64  `protobuf:"zigzag64,11,opt,name=value,proto3" json:"value,omitempty"`
	ValueCurrencyCode string `protobuf:"bytes,12,opt,name=valueCurrencyCode,proto3" json:"valueCurrencyCode,omitempty"`
	// contains filtered or unexported fields
}

/ Total monetary value of trades

func (*MonetaryValue) Descriptor deprecated 

func (*MonetaryValue) Descriptor() ([]byte, []int)

Deprecated: Use MonetaryValue.ProtoReflect.Descriptor instead.

func (*MonetaryValue) GetTradeDate 

func (x *MonetaryValue) GetTradeDate() int32

func (*MonetaryValue) GetTransactionTime 

func (x *MonetaryValue) GetTransactionTime() int64

func (*MonetaryValue) GetValue 

func (x *MonetaryValue) GetValue() int64

func (*MonetaryValue) GetValueCurrencyCode 

func (x *MonetaryValue) GetValueCurrencyCode() string

func (*MonetaryValue) ProtoMessage 

func (*MonetaryValue) ProtoMessage()

func (*MonetaryValue) ProtoReflect 

func (x *MonetaryValue) ProtoReflect() protoreflect.Message

func (*MonetaryValue) Reset 

func (x *MonetaryValue) Reset()

func (*MonetaryValue) String 

func (x *MonetaryValue) String() string

type NetAssetValue 

type NetAssetValue struct {
	NetAssetValue   int64 `protobuf:"zigzag64,1,opt,name=netAssetValue,proto3" json:"netAssetValue,omitempty"`
	TransactionTime int64 `protobuf:"zigzag64,2,opt,name=transactionTime,proto3" json:"transactionTime,omitempty"`
	// contains filtered or unexported fields
}

func (*NetAssetValue) Descriptor deprecated 

func (*NetAssetValue) Descriptor() ([]byte, []int)

Deprecated: Use NetAssetValue.ProtoReflect.Descriptor instead.

func (*NetAssetValue) GetNetAssetValue 

func (x *NetAssetValue) GetNetAssetValue() int64

func (*NetAssetValue) GetTransactionTime 

func (x *NetAssetValue) GetTransactionTime() int64

func (*NetAssetValue) ProtoMessage 

func (*NetAssetValue) ProtoMessage()

func (*NetAssetValue) ProtoReflect 

func (x *NetAssetValue) ProtoReflect() protoreflect.Message

func (*NetAssetValue) Reset 

func (x *NetAssetValue) Reset()

func (*NetAssetValue) String 

func (x *NetAssetValue) String() string

type News 

type News struct {

	// Origination time = UTC timestamp nano seconds since Unix epoch
	OriginationTime int64    `protobuf:"zigzag64,1,opt,name=originationTime,proto3" json:"originationTime,omitempty"`
	Source          string   `protobuf:"bytes,2,opt,name=source,proto3" json:"source,omitempty"`
	LanguageCode    string   `protobuf:"bytes,3,opt,name=languageCode,proto3" json:"languageCode,omitempty"`
	HeadLine        string   `protobuf:"bytes,4,opt,name=headLine,proto3" json:"headLine,omitempty"`
	Text            string   `protobuf:"bytes,5,opt,name=text,proto3" json:"text,omitempty"`
	Symbols         []string `protobuf:"bytes,6,rep,name=symbols,proto3" json:"symbols,omitempty"`
	// contains filtered or unexported fields
}

/ News or informational message

func (*News) Descriptor deprecated 

func (*News) Descriptor() ([]byte, []int)

Deprecated: Use News.ProtoReflect.Descriptor instead.

func (*News) GetHeadLine 

func (x *News) GetHeadLine() string

func (*News) GetLanguageCode 

func (x *News) GetLanguageCode() string

func (*News) GetOriginationTime 

func (x *News) GetOriginationTime() int64

func (*News) GetSource 

func (x *News) GetSource() string

func (*News) GetSymbols 

func (x *News) GetSymbols() []string

func (*News) GetText 

func (x *News) GetText() string

func (*News) ProtoMessage 

func (*News) ProtoMessage()

func (*News) ProtoReflect 

func (x *News) ProtoReflect() protoreflect.Message

func (*News) Reset 

func (x *News) Reset()

func (*News) String 

func (x *News) String() string

type NumberOfTrades 

type NumberOfTrades struct {
	TransactionTime int64 `protobuf:"zigzag64,9,opt,name=transactionTime,proto3" json:"transactionTime,omitempty"`
	/// Date only, format 2012-07-04 -> 20120704
	TradeDate    int32 `protobuf:"zigzag32,10,opt,name=tradeDate,proto3" json:"tradeDate,omitempty"`
	NumberTrades int64 `protobuf:"zigzag64,11,opt,name=numberTrades,proto3" json:"numberTrades,omitempty"`
	// contains filtered or unexported fields
}

/ Total number of trades

func (*NumberOfTrades) Descriptor deprecated 

func (*NumberOfTrades) Descriptor() ([]byte, []int)

Deprecated: Use NumberOfTrades.ProtoReflect.Descriptor instead.

func (*NumberOfTrades) GetNumberTrades 

func (x *NumberOfTrades) GetNumberTrades() int64

func (*NumberOfTrades) GetTradeDate 

func (x *NumberOfTrades) GetTradeDate() int32

func (*NumberOfTrades) GetTransactionTime 

func (x *NumberOfTrades) GetTransactionTime() int64

func (*NumberOfTrades) ProtoMessage 

func (*NumberOfTrades) ProtoMessage()

func (*NumberOfTrades) ProtoReflect 

func (x *NumberOfTrades) ProtoReflect() protoreflect.Message

func (*NumberOfTrades) Reset 

func (x *NumberOfTrades) Reset()

func (*NumberOfTrades) String 

func (x *NumberOfTrades) String() string

type Ohlc 

type Ohlc struct {
	MarketId int64  `protobuf:"zigzag64,1,opt,name=marketId,proto3" json:"marketId,omitempty"`
	Symbol   string `protobuf:"bytes,2,opt,name=symbol,proto3" json:"symbol,omitempty"`
	Open     *Open  `protobuf:"bytes,3,opt,name=open,proto3" json:"open,omitempty"`
	High     *High  `protobuf:"bytes,4,opt,name=high,proto3" json:"high,omitempty"`
	Low      *Low   `protobuf:"bytes,5,opt,name=low,proto3" json:"low,omitempty"`
	Close    *Close `protobuf:"bytes,6,opt,name=close,proto3" json:"close,omitempty"`
	/// Sum of volume
	Volume int64 `protobuf:"zigzag64,7,opt,name=volume,proto3" json:"volume,omitempty"`
	/// Sum of price volume using normalized price
	PriceVolume  float64 `protobuf:"fixed64,8,opt,name=priceVolume,proto3" json:"priceVolume,omitempty"`
	NumberTrades int64   `protobuf:"zigzag64,9,opt,name=numberTrades,proto3" json:"numberTrades,omitempty"`
	TradeDate    int32   `protobuf:"zigzag32,10,opt,name=tradeDate,proto3" json:"tradeDate,omitempty"`
	/// UTC Timestamp, nano seconds since Unix epoch
	TransactionTime int64 `protobuf:"zigzag64,11,opt,name=transactionTime,proto3" json:"transactionTime,omitempty"`
	/// Trade Ids used in this OHLC
	TradeIds      []string `protobuf:"bytes,12,rep,name=tradeIds,proto3" json:"tradeIds,omitempty"`
	OpenStartTime int64    `protobuf:"zigzag64,13,opt,name=openStartTime,proto3" json:"openStartTime,omitempty"`
	CloseEndTime  int64    `protobuf:"zigzag64,14,opt,name=closeEndTime,proto3" json:"closeEndTime,omitempty"`
	// contains filtered or unexported fields
}

/ Open,High,Low,Close

func (*Ohlc) Descriptor deprecated 

func (*Ohlc) Descriptor() ([]byte, []int)

Deprecated: Use Ohlc.ProtoReflect.Descriptor instead.

func (*Ohlc) GetClose 

func (x *Ohlc) GetClose() *Close

func (*Ohlc) GetCloseEndTime 

func (x *Ohlc) GetCloseEndTime() int64

func (*Ohlc) GetHigh 

func (x *Ohlc) GetHigh() *High

func (*Ohlc) GetLow 

func (x *Ohlc) GetLow() *Low

func (*Ohlc) GetMarketId 

func (x *Ohlc) GetMarketId() int64

func (*Ohlc) GetNumberTrades 

func (x *Ohlc) GetNumberTrades() int64

func (*Ohlc) GetOpen 

func (x *Ohlc) GetOpen() *Open

func (*Ohlc) GetOpenStartTime 

func (x *Ohlc) GetOpenStartTime() int64

func (*Ohlc) GetPriceVolume 

func (x *Ohlc) GetPriceVolume() float64

func (*Ohlc) GetSymbol 

func (x *Ohlc) GetSymbol() string

func (*Ohlc) GetTradeDate 

func (x *Ohlc) GetTradeDate() int32

func (*Ohlc) GetTradeIds 

func (x *Ohlc) GetTradeIds() []string

func (*Ohlc) GetTransactionTime 

func (x *Ohlc) GetTransactionTime() int64

func (*Ohlc) GetVolume 

func (x *Ohlc) GetVolume() int64

func (*Ohlc) ProtoMessage 

func (*Ohlc) ProtoMessage()

func (*Ohlc) ProtoReflect 

func (x *Ohlc) ProtoReflect() protoreflect.Message

func (*Ohlc) Reset 

func (x *Ohlc) Reset()

func (*Ohlc) String 

func (x *Ohlc) String() string

type Open 

type Open struct {
	TransactionTime int64 `protobuf:"zigzag64,9,opt,name=transactionTime,proto3" json:"transactionTime,omitempty"`
	/// Date only, format 2012-07-04 -> 20120704
	TradeDate int32 `protobuf:"zigzag32,10,opt,name=tradeDate,proto3" json:"tradeDate,omitempty"`
	/// Divide by priceDenominator
	Price                   int64                   `protobuf:"zigzag64,11,opt,name=price,proto3" json:"price,omitempty"`
	OpenCloseSettlementFlag OpenCloseSettlementFlag `` /* 143-byte string literal not displayed */
	Currency                string                  `protobuf:"bytes,13,opt,name=currency,proto3" json:"currency,omitempty"`
	// contains filtered or unexported fields
}

func (*Open) Descriptor deprecated 

func (*Open) Descriptor() ([]byte, []int)

Deprecated: Use Open.ProtoReflect.Descriptor instead.

func (*Open) GetCurrency 

func (x *Open) GetCurrency() string

func (*Open) GetOpenCloseSettlementFlag 

func (x *Open) GetOpenCloseSettlementFlag() OpenCloseSettlementFlag

func (*Open) GetPrice 

func (x *Open) GetPrice() int64

func (*Open) GetTradeDate 

func (x *Open) GetTradeDate() int32

func (*Open) GetTransactionTime 

func (x *Open) GetTransactionTime() int64

func (*Open) ProtoMessage 

func (*Open) ProtoMessage()

func (*Open) ProtoReflect 

func (x *Open) ProtoReflect() protoreflect.Message

func (*Open) Reset 

func (x *Open) Reset()

func (*Open) String 

func (x *Open) String() string

type OpenCloseSettlementFlag 

type OpenCloseSettlementFlag int32
const (
	OpenCloseSettlementFlag_UNKNOWN               OpenCloseSettlementFlag = 0
	OpenCloseSettlementFlag_DAILY_OPEN            OpenCloseSettlementFlag = 1
	OpenCloseSettlementFlag_INDICATIVE_OPEN_PRICE OpenCloseSettlementFlag = 2
)

func (OpenCloseSettlementFlag) Descriptor 

func (OpenCloseSettlementFlag) Descriptor() protoreflect.EnumDescriptor

func (OpenCloseSettlementFlag) Enum 

func (x OpenCloseSettlementFlag) Enum() *OpenCloseSettlementFlag

func (OpenCloseSettlementFlag) EnumDescriptor deprecated 

func (OpenCloseSettlementFlag) EnumDescriptor() ([]byte, []int)

Deprecated: Use OpenCloseSettlementFlag.Descriptor instead.

func (OpenCloseSettlementFlag) Number 

func (x OpenCloseSettlementFlag) Number() protoreflect.EnumNumber

func (OpenCloseSettlementFlag) String 

func (x OpenCloseSettlementFlag) String() string

func (OpenCloseSettlementFlag) Type 

func (OpenCloseSettlementFlag) Type() protoreflect.EnumType

type OpenInterest 

type OpenInterest struct {
	TransactionTime int64 `protobuf:"zigzag64,9,opt,name=transactionTime,proto3" json:"transactionTime,omitempty"`
	// Date only, format 2012-07-04 -> 20120704
	TradeDate int32 `protobuf:"zigzag32,10,opt,name=tradeDate,proto3" json:"tradeDate,omitempty"`
	Volume    int64 `protobuf:"zigzag64,11,opt,name=volume,proto3" json:"volume,omitempty"`
	// contains filtered or unexported fields
}

/ Open interest

func (*OpenInterest) Descriptor deprecated 

func (*OpenInterest) Descriptor() ([]byte, []int)

Deprecated: Use OpenInterest.ProtoReflect.Descriptor instead.

func (*OpenInterest) GetTradeDate 

func (x *OpenInterest) GetTradeDate() int32

func (*OpenInterest) GetTransactionTime 

func (x *OpenInterest) GetTransactionTime() int64

func (*OpenInterest) GetVolume 

func (x *OpenInterest) GetVolume() int64

func (*OpenInterest) ProtoMessage 

func (*OpenInterest) ProtoMessage()

func (*OpenInterest) ProtoReflect 

func (x *OpenInterest) ProtoReflect() protoreflect.Message

func (*OpenInterest) Reset 

func (x *OpenInterest) Reset()

func (*OpenInterest) String 

func (x *OpenInterest) String() string

type OpenfeedGatewayMessage 

type OpenfeedGatewayMessage struct {

	// Types that are assignable to Data:
	//	*OpenfeedGatewayMessage_LoginResponse
	//	*OpenfeedGatewayMessage_LogoutResponse
	//	*OpenfeedGatewayMessage_InstrumentResponse
	//	*OpenfeedGatewayMessage_InstrumentReferenceResponse
	//	*OpenfeedGatewayMessage_SubscriptionResponse
	//	*OpenfeedGatewayMessage_MarketStatus
	//	*OpenfeedGatewayMessage_HeartBeat
	//	*OpenfeedGatewayMessage_InstrumentDefinition
	//	*OpenfeedGatewayMessage_MarketSnapshot
	//	*OpenfeedGatewayMessage_MarketUpdate
	//	*OpenfeedGatewayMessage_VolumeAtPrice
	//	*OpenfeedGatewayMessage_Ohlc
	//	*OpenfeedGatewayMessage_ExchangeResponse
	//	*OpenfeedGatewayMessage_InstrumentAction
	Data isOpenfeedGatewayMessage_Data `protobuf_oneof:"data"`
	// contains filtered or unexported fields
}

/ Openfeed Server Response

func (*OpenfeedGatewayMessage) Descriptor deprecated 

func (*OpenfeedGatewayMessage) Descriptor() ([]byte, []int)

Deprecated: Use OpenfeedGatewayMessage.ProtoReflect.Descriptor instead.

func (*OpenfeedGatewayMessage) GetData 

func (m *OpenfeedGatewayMessage) GetData() isOpenfeedGatewayMessage_Data

func (*OpenfeedGatewayMessage) GetExchangeResponse 

func (x *OpenfeedGatewayMessage) GetExchangeResponse() *ExchangeResponse

func (*OpenfeedGatewayMessage) GetHeartBeat 

func (x *OpenfeedGatewayMessage) GetHeartBeat() *HeartBeat

func (*OpenfeedGatewayMessage) GetInstrumentAction 

func (x *OpenfeedGatewayMessage) GetInstrumentAction() *InstrumentAction

func (*OpenfeedGatewayMessage) GetInstrumentDefinition 

func (x *OpenfeedGatewayMessage) GetInstrumentDefinition() *InstrumentDefinition

func (*OpenfeedGatewayMessage) GetInstrumentReferenceResponse 

func (x *OpenfeedGatewayMessage) GetInstrumentReferenceResponse() *InstrumentReferenceResponse

func (*OpenfeedGatewayMessage) GetInstrumentResponse 

func (x *OpenfeedGatewayMessage) GetInstrumentResponse() *InstrumentResponse

func (*OpenfeedGatewayMessage) GetLoginResponse 

func (x *OpenfeedGatewayMessage) GetLoginResponse() *LoginResponse

func (*OpenfeedGatewayMessage) GetLogoutResponse 

func (x *OpenfeedGatewayMessage) GetLogoutResponse() *LogoutResponse

func (*OpenfeedGatewayMessage) GetMarketSnapshot 

func (x *OpenfeedGatewayMessage) GetMarketSnapshot() *MarketSnapshot

func (*OpenfeedGatewayMessage) GetMarketStatus 

func (x *OpenfeedGatewayMessage) GetMarketStatus() *MarketStatus

func (*OpenfeedGatewayMessage) GetMarketUpdate 

func (x *OpenfeedGatewayMessage) GetMarketUpdate() *MarketUpdate

func (*OpenfeedGatewayMessage) GetOhlc 

func (x *OpenfeedGatewayMessage) GetOhlc() *Ohlc

func (*OpenfeedGatewayMessage) GetSubscriptionResponse 

func (x *OpenfeedGatewayMessage) GetSubscriptionResponse() *SubscriptionResponse

func (*OpenfeedGatewayMessage) GetVolumeAtPrice 

func (x *OpenfeedGatewayMessage) GetVolumeAtPrice() *VolumeAtPrice

func (*OpenfeedGatewayMessage) ProtoMessage 

func (*OpenfeedGatewayMessage) ProtoMessage()

func (*OpenfeedGatewayMessage) ProtoReflect 

func (x *OpenfeedGatewayMessage) ProtoReflect() protoreflect.Message

func (*OpenfeedGatewayMessage) Reset 

func (x *OpenfeedGatewayMessage) Reset()

func (*OpenfeedGatewayMessage) String 

func (x *OpenfeedGatewayMessage) String() string

type OpenfeedGatewayMessage_ExchangeResponse 

type OpenfeedGatewayMessage_ExchangeResponse struct {
	ExchangeResponse *ExchangeResponse `protobuf:"bytes,13,opt,name=exchangeResponse,proto3,oneof"`
}

type OpenfeedGatewayMessage_HeartBeat 

type OpenfeedGatewayMessage_HeartBeat struct {
	HeartBeat *HeartBeat `protobuf:"bytes,7,opt,name=heartBeat,proto3,oneof"`
}

type OpenfeedGatewayMessage_InstrumentAction 

type OpenfeedGatewayMessage_InstrumentAction struct {
	InstrumentAction *InstrumentAction `protobuf:"bytes,14,opt,name=instrumentAction,proto3,oneof"`
}

type OpenfeedGatewayMessage_InstrumentDefinition 

type OpenfeedGatewayMessage_InstrumentDefinition struct {
	InstrumentDefinition *InstrumentDefinition `protobuf:"bytes,8,opt,name=instrumentDefinition,proto3,oneof"`
}

type OpenfeedGatewayMessage_InstrumentReferenceResponse 

type OpenfeedGatewayMessage_InstrumentReferenceResponse struct {
	InstrumentReferenceResponse *InstrumentReferenceResponse `protobuf:"bytes,4,opt,name=instrumentReferenceResponse,proto3,oneof"`
}

type OpenfeedGatewayMessage_InstrumentResponse 

type OpenfeedGatewayMessage_InstrumentResponse struct {
	InstrumentResponse *InstrumentResponse `protobuf:"bytes,3,opt,name=instrumentResponse,proto3,oneof"`
}

type OpenfeedGatewayMessage_LoginResponse 

type OpenfeedGatewayMessage_LoginResponse struct {
	LoginResponse *LoginResponse `protobuf:"bytes,1,opt,name=loginResponse,proto3,oneof"`
}

type OpenfeedGatewayMessage_LogoutResponse 

type OpenfeedGatewayMessage_LogoutResponse struct {
	LogoutResponse *LogoutResponse `protobuf:"bytes,2,opt,name=logoutResponse,proto3,oneof"`
}

type OpenfeedGatewayMessage_MarketSnapshot 

type OpenfeedGatewayMessage_MarketSnapshot struct {
	MarketSnapshot *MarketSnapshot `protobuf:"bytes,9,opt,name=marketSnapshot,proto3,oneof"`
}

type OpenfeedGatewayMessage_MarketStatus 

type OpenfeedGatewayMessage_MarketStatus struct {
	MarketStatus *MarketStatus `protobuf:"bytes,6,opt,name=marketStatus,proto3,oneof"`
}

type OpenfeedGatewayMessage_MarketUpdate 

type OpenfeedGatewayMessage_MarketUpdate struct {
	MarketUpdate *MarketUpdate `protobuf:"bytes,10,opt,name=marketUpdate,proto3,oneof"`
}

type OpenfeedGatewayMessage_Ohlc 

type OpenfeedGatewayMessage_Ohlc struct {
	Ohlc *Ohlc `protobuf:"bytes,12,opt,name=ohlc,proto3,oneof"`
}

type OpenfeedGatewayMessage_SubscriptionResponse 

type OpenfeedGatewayMessage_SubscriptionResponse struct {
	SubscriptionResponse *SubscriptionResponse `protobuf:"bytes,5,opt,name=subscriptionResponse,proto3,oneof"`
}

type OpenfeedGatewayMessage_VolumeAtPrice 

type OpenfeedGatewayMessage_VolumeAtPrice struct {
	VolumeAtPrice *VolumeAtPrice `protobuf:"bytes,11,opt,name=volumeAtPrice,proto3,oneof"`
}

type OpenfeedGatewayRequest 

type OpenfeedGatewayRequest struct {

	// Types that are assignable to Data:
	//	*OpenfeedGatewayRequest_LoginRequest
	//	*OpenfeedGatewayRequest_LogoutRequest
	//	*OpenfeedGatewayRequest_SubscriptionRequest
	//	*OpenfeedGatewayRequest_InstrumentRequest
	//	*OpenfeedGatewayRequest_InstrumentReferenceRequest
	//	*OpenfeedGatewayRequest_ExchangeRequest
	Data isOpenfeedGatewayRequest_Data `protobuf_oneof:"data"`
	// contains filtered or unexported fields
}

/ Openfeed Server request

func (*OpenfeedGatewayRequest) Descriptor deprecated 

func (*OpenfeedGatewayRequest) Descriptor() ([]byte, []int)

Deprecated: Use OpenfeedGatewayRequest.ProtoReflect.Descriptor instead.

func (*OpenfeedGatewayRequest) GetData 

func (m *OpenfeedGatewayRequest) GetData() isOpenfeedGatewayRequest_Data

func (*OpenfeedGatewayRequest) GetExchangeRequest 

func (x *OpenfeedGatewayRequest) GetExchangeRequest() *ExchangeRequest

func (*OpenfeedGatewayRequest) GetInstrumentReferenceRequest 

func (x *OpenfeedGatewayRequest) GetInstrumentReferenceRequest() *InstrumentReferenceRequest

func (*OpenfeedGatewayRequest) GetInstrumentRequest 

func (x *OpenfeedGatewayRequest) GetInstrumentRequest() *InstrumentRequest

func (*OpenfeedGatewayRequest) GetLoginRequest 

func (x *OpenfeedGatewayRequest) GetLoginRequest() *LoginRequest

func (*OpenfeedGatewayRequest) GetLogoutRequest 

func (x *OpenfeedGatewayRequest) GetLogoutRequest() *LogoutRequest

func (*OpenfeedGatewayRequest) GetSubscriptionRequest 

func (x *OpenfeedGatewayRequest) GetSubscriptionRequest() *SubscriptionRequest

func (*OpenfeedGatewayRequest) ProtoMessage 

func (*OpenfeedGatewayRequest) ProtoMessage()

func (*OpenfeedGatewayRequest) ProtoReflect 

func (x *OpenfeedGatewayRequest) ProtoReflect() protoreflect.Message

func (*OpenfeedGatewayRequest) Reset 

func (x *OpenfeedGatewayRequest) Reset()

func (*OpenfeedGatewayRequest) String 

func (x *OpenfeedGatewayRequest) String() string

type OpenfeedGatewayRequest_ExchangeRequest 

type OpenfeedGatewayRequest_ExchangeRequest struct {
	ExchangeRequest *ExchangeRequest `protobuf:"bytes,6,opt,name=exchangeRequest,proto3,oneof"`
}

type OpenfeedGatewayRequest_InstrumentReferenceRequest 

type OpenfeedGatewayRequest_InstrumentReferenceRequest struct {
	InstrumentReferenceRequest *InstrumentReferenceRequest `protobuf:"bytes,5,opt,name=instrumentReferenceRequest,proto3,oneof"`
}

type OpenfeedGatewayRequest_InstrumentRequest 

type OpenfeedGatewayRequest_InstrumentRequest struct {
	InstrumentRequest *InstrumentRequest `protobuf:"bytes,4,opt,name=instrumentRequest,proto3,oneof"`
}

type OpenfeedGatewayRequest_LoginRequest 

type OpenfeedGatewayRequest_LoginRequest struct {
	LoginRequest *LoginRequest `protobuf:"bytes,1,opt,name=loginRequest,proto3,oneof"`
}

type OpenfeedGatewayRequest_LogoutRequest 

type OpenfeedGatewayRequest_LogoutRequest struct {
	LogoutRequest *LogoutRequest `protobuf:"bytes,2,opt,name=logoutRequest,proto3,oneof"`
}

type OpenfeedGatewayRequest_SubscriptionRequest 

type OpenfeedGatewayRequest_SubscriptionRequest struct {
	SubscriptionRequest *SubscriptionRequest `protobuf:"bytes,3,opt,name=subscriptionRequest,proto3,oneof"`
}

type OpenfeedMessage 

type OpenfeedMessage struct {

	/// Nanoecond unix epoch at time of message transmission (UTC)
	SendingTime int64 `protobuf:"zigzag64,1,opt,name=sendingTime,proto3" json:"sendingTime,omitempty"`
	/// The total number of markets available on this channel
	// at the time the message was sent.  For UDP snapshot and definition feeds.
	TotalCount int32 `protobuf:"zigzag32,2,opt,name=totalCount,proto3" json:"totalCount,omitempty"`
	/// The most recent packet sequence number sent on the incremental feed
	// at the time this message was sent.  For UDP snapshot and definition feeds.
	SyncSequence int64 `protobuf:"varint,3,opt,name=syncSequence,proto3" json:"syncSequence,omitempty"`
	// Feed specific context data
	Context *Context `protobuf:"bytes,4,opt,name=context,proto3" json:"context,omitempty"`
	// Types that are assignable to Data:
	//	*OpenfeedMessage_ChannelReset
	//	*OpenfeedMessage_HeartBeat
	//	*OpenfeedMessage_AdminMessage
	//	*OpenfeedMessage_InstrumentDefinition
	//	*OpenfeedMessage_InstrumentGroupStatus
	//	*OpenfeedMessage_MarketSnapshot
	//	*OpenfeedMessage_MarketUpdate
	//	*OpenfeedMessage_MarketStatus
	//	*OpenfeedMessage_EodCommoditySummary
	//	*OpenfeedMessage_InstrumentAction
	Data isOpenfeedMessage_Data `protobuf_oneof:"data"`
	// contains filtered or unexported fields
}

/ A wrapper for Openfeed data. Will contain exactly one of the supported message types

func (*OpenfeedMessage) Descriptor deprecated 

func (*OpenfeedMessage) Descriptor() ([]byte, []int)

Deprecated: Use OpenfeedMessage.ProtoReflect.Descriptor instead.

func (*OpenfeedMessage) GetAdminMessage 

func (x *OpenfeedMessage) GetAdminMessage() *AdminMessage

func (*OpenfeedMessage) GetChannelReset 

func (x *OpenfeedMessage) GetChannelReset() *ChannelReset

func (*OpenfeedMessage) GetContext 

func (x *OpenfeedMessage) GetContext() *Context

func (*OpenfeedMessage) GetData 

func (m *OpenfeedMessage) GetData() isOpenfeedMessage_Data

func (*OpenfeedMessage) GetEodCommoditySummary 

func (x *OpenfeedMessage) GetEodCommoditySummary() *EODCommoditySummary

func (*OpenfeedMessage) GetHeartBeat 

func (x *OpenfeedMessage) GetHeartBeat() *HeartBeat

func (*OpenfeedMessage) GetInstrumentAction 

func (x *OpenfeedMessage) GetInstrumentAction() *InstrumentAction

func (*OpenfeedMessage) GetInstrumentDefinition 

func (x *OpenfeedMessage) GetInstrumentDefinition() *InstrumentDefinition

func (*OpenfeedMessage) GetInstrumentGroupStatus 

func (x *OpenfeedMessage) GetInstrumentGroupStatus() *InstrumentGroupStatus

func (*OpenfeedMessage) GetMarketSnapshot 

func (x *OpenfeedMessage) GetMarketSnapshot() *MarketSnapshot

func (*OpenfeedMessage) GetMarketStatus 

func (x *OpenfeedMessage) GetMarketStatus() *MarketStatus

func (*OpenfeedMessage) GetMarketUpdate 

func (x *OpenfeedMessage) GetMarketUpdate() *MarketUpdate

func (*OpenfeedMessage) GetSendingTime 

func (x *OpenfeedMessage) GetSendingTime() int64

func (*OpenfeedMessage) GetSyncSequence 

func (x *OpenfeedMessage) GetSyncSequence() int64

func (*OpenfeedMessage) GetTotalCount 

func (x *OpenfeedMessage) GetTotalCount() int32

func (*OpenfeedMessage) ProtoMessage 

func (*OpenfeedMessage) ProtoMessage()

func (*OpenfeedMessage) ProtoReflect 

func (x *OpenfeedMessage) ProtoReflect() protoreflect.Message

func (*OpenfeedMessage) Reset 

func (x *OpenfeedMessage) Reset()

func (*OpenfeedMessage) String 

func (x *OpenfeedMessage) String() string

type OpenfeedMessage_AdminMessage 

type OpenfeedMessage_AdminMessage struct {
	AdminMessage *AdminMessage `protobuf:"bytes,12,opt,name=adminMessage,proto3,oneof"`
}

type OpenfeedMessage_ChannelReset 

type OpenfeedMessage_ChannelReset struct {
	ChannelReset *ChannelReset `protobuf:"bytes,10,opt,name=channelReset,proto3,oneof"`
}

type OpenfeedMessage_EodCommoditySummary 

type OpenfeedMessage_EodCommoditySummary struct {
	EodCommoditySummary *EODCommoditySummary `protobuf:"bytes,18,opt,name=eodCommoditySummary,proto3,oneof"`
}

type OpenfeedMessage_HeartBeat 

type OpenfeedMessage_HeartBeat struct {
	HeartBeat *HeartBeat `protobuf:"bytes,11,opt,name=heartBeat,proto3,oneof"`
}

type OpenfeedMessage_InstrumentAction 

type OpenfeedMessage_InstrumentAction struct {
	InstrumentAction *InstrumentAction `protobuf:"bytes,19,opt,name=instrumentAction,proto3,oneof"`
}

type OpenfeedMessage_InstrumentDefinition 

type OpenfeedMessage_InstrumentDefinition struct {
	InstrumentDefinition *InstrumentDefinition `protobuf:"bytes,13,opt,name=instrumentDefinition,proto3,oneof"`
}

type OpenfeedMessage_InstrumentGroupStatus 

type OpenfeedMessage_InstrumentGroupStatus struct {
	InstrumentGroupStatus *InstrumentGroupStatus `protobuf:"bytes,14,opt,name=instrumentGroupStatus,proto3,oneof"`
}

type OpenfeedMessage_MarketSnapshot 

type OpenfeedMessage_MarketSnapshot struct {
	MarketSnapshot *MarketSnapshot `protobuf:"bytes,15,opt,name=marketSnapshot,proto3,oneof"`
}

type OpenfeedMessage_MarketStatus 

type OpenfeedMessage_MarketStatus struct {
	MarketStatus *MarketStatus `protobuf:"bytes,17,opt,name=marketStatus,proto3,oneof"`
}

type OpenfeedMessage_MarketUpdate 

type OpenfeedMessage_MarketUpdate struct {
	MarketUpdate *MarketUpdate `protobuf:"bytes,16,opt,name=marketUpdate,proto3,oneof"`
}

type PrevClose 

type PrevClose struct {
	TransactionTime int64 `protobuf:"zigzag64,9,opt,name=transactionTime,proto3" json:"transactionTime,omitempty"`
	/// Date only, format 2012-07-04 -> 20120704
	TradeDate int32 `protobuf:"zigzag32,10,opt,name=tradeDate,proto3" json:"tradeDate,omitempty"`
	/// Divide by priceDenominator
	Price    int64  `protobuf:"zigzag64,11,opt,name=price,proto3" json:"price,omitempty"`
	Currency string `protobuf:"bytes,12,opt,name=currency,proto3" json:"currency,omitempty"`
	// contains filtered or unexported fields
}

func (*PrevClose) Descriptor deprecated 

func (*PrevClose) Descriptor() ([]byte, []int)

Deprecated: Use PrevClose.ProtoReflect.Descriptor instead.

func (*PrevClose) GetCurrency 

func (x *PrevClose) GetCurrency() string

func (*PrevClose) GetPrice 

func (x *PrevClose) GetPrice() int64

func (*PrevClose) GetTradeDate 

func (x *PrevClose) GetTradeDate() int32

func (*PrevClose) GetTransactionTime 

func (x *PrevClose) GetTransactionTime() int64

func (*PrevClose) ProtoMessage 

func (*PrevClose) ProtoMessage()

func (*PrevClose) ProtoReflect 

func (x *PrevClose) ProtoReflect() protoreflect.Message

func (*PrevClose) Reset 

func (x *PrevClose) Reset()

func (*PrevClose) String 

func (x *PrevClose) String() string

type Quote added in v0.1.7 

type Quote struct {
	Symbol    string `json:"symbol"`
	Open      *int64 `json:"open"`
	High      *int64 `json:"high"`
	Low       *int64 `json:"low"`
	Last      *int64 `json:"last"`
	TradeTime int64  `json:"tradeTime"`
}

type RegulationSHOShortSalePriceTest 

type RegulationSHOShortSalePriceTest int32
const (
	RegulationSHOShortSalePriceTest_UNKNOWN_PRICE_TEST           RegulationSHOShortSalePriceTest = 0
	RegulationSHOShortSalePriceTest_PRICE_TEST_NONE              RegulationSHOShortSalePriceTest = 1
	RegulationSHOShortSalePriceTest_PRICE_TEST_IN_EFFECT         RegulationSHOShortSalePriceTest = 2
	RegulationSHOShortSalePriceTest_PRICE_TEST_REMAINS_IN_EFFECT RegulationSHOShortSalePriceTest = 3
)

func (RegulationSHOShortSalePriceTest) Descriptor 

func (RegulationSHOShortSalePriceTest) Descriptor() protoreflect.EnumDescriptor

func (RegulationSHOShortSalePriceTest) Enum 

func (x RegulationSHOShortSalePriceTest) Enum() *RegulationSHOShortSalePriceTest

func (RegulationSHOShortSalePriceTest) EnumDescriptor deprecated 

func (RegulationSHOShortSalePriceTest) EnumDescriptor() ([]byte, []int)

Deprecated: Use RegulationSHOShortSalePriceTest.Descriptor instead.

func (RegulationSHOShortSalePriceTest) Number 

func (x RegulationSHOShortSalePriceTest) Number() protoreflect.EnumNumber

func (RegulationSHOShortSalePriceTest) String 

func (x RegulationSHOShortSalePriceTest) String() string

func (RegulationSHOShortSalePriceTest) Type 

func (RegulationSHOShortSalePriceTest) Type() protoreflect.EnumType

type Result 

type Result int32
const (
	Result_UNKNOWN_RESULT          Result = 0
	Result_SUCCESS                 Result = 1
	Result_DUPLICATE_LOGIN         Result = 115
	Result_INVALID_SYMBOL          Result = 116
	Result_INVALID_MARKET_ID       Result = 117
	Result_INVALID_EXCHANGE        Result = 118
	Result_INVALID_CHANNEL_ID      Result = 119
	Result_MALFORMED_MESSAGE       Result = 120
	Result_UNEXPECTED_MESSAGE      Result = 121
	Result_NOT_SUBSCRIBED          Result = 122
	Result_DUPLICATE_SUBSCRIPTION  Result = 123
	Result_INVALID_CREDENTIALS     Result = 124
	Result_INSUFFICIENT_PRIVILEGES Result = 125
	Result_AUTHENTICATION_REQUIRED Result = 126
	Result_GENERIC_FAILURE         Result = 127
)

func (Result) Descriptor 

func (Result) Descriptor() protoreflect.EnumDescriptor

func (Result) Enum 

func (x Result) Enum() *Result

func (Result) EnumDescriptor deprecated 

func (Result) EnumDescriptor() ([]byte, []int)

Deprecated: Use Result.Descriptor instead.

func (Result) Number 

func (x Result) Number() protoreflect.EnumNumber

func (Result) String 

func (x Result) String() string

func (Result) Type 

func (Result) Type() protoreflect.EnumType

type Service 

type Service int32
const (
	Service_UNKNOWN_SERVICE    Service = 0
	Service_REAL_TIME          Service = 1
	Service_DELAYED            Service = 2
	Service_REAL_TIME_SNAPSHOT Service = 3
	Service_DELAYED_SNAPSHOT   Service = 4
	Service_END_OF_DAY         Service = 5
)

func (Service) Descriptor 

func (Service) Descriptor() protoreflect.EnumDescriptor

func (Service) Enum 

func (x Service) Enum() *Service

func (Service) EnumDescriptor deprecated 

func (Service) EnumDescriptor() ([]byte, []int)

Deprecated: Use Service.Descriptor instead.

func (Service) Number 

func (x Service) Number() protoreflect.EnumNumber

func (Service) String 

func (x Service) String() string

func (Service) Type 

func (Service) Type() protoreflect.EnumType

type Settlement 

type Settlement struct {
	TransactionTime int64 `protobuf:"zigzag64,9,opt,name=transactionTime,proto3" json:"transactionTime,omitempty"`
	/// Date only, format 2012-07-04 -> 20120704
	TradeDate int32 `protobuf:"zigzag32,10,opt,name=tradeDate,proto3" json:"tradeDate,omitempty"`
	/// Divide by priceDenominator
	Price             int64            `protobuf:"zigzag64,11,opt,name=price,proto3" json:"price,omitempty"`
	PreliminarySettle bool             `protobuf:"varint,12,opt,name=preliminarySettle,proto3" json:"preliminarySettle,omitempty"`
	Currency          string           `protobuf:"bytes,13,opt,name=currency,proto3" json:"currency,omitempty"`
	SettlementSource  SettlementSource `protobuf:"varint,14,opt,name=settlementSource,proto3,enum=org.openfeed.SettlementSource" json:"settlementSource,omitempty"`
	/// Used by CME ITC.
	Session string `protobuf:"bytes,15,opt,name=session,proto3" json:"session,omitempty"`
	/// True if not persisted in the EOD database.
	Transient bool `protobuf:"varint,16,opt,name=transient,proto3" json:"transient,omitempty"`
	/// Reserved
	Reserved bool `protobuf:"varint,127,opt,name=reserved,proto3" json:"reserved,omitempty"`
	// contains filtered or unexported fields
}

// Settlement value for futures and options markets.

func (*Settlement) Descriptor deprecated 

func (*Settlement) Descriptor() ([]byte, []int)

Deprecated: Use Settlement.ProtoReflect.Descriptor instead.

func (*Settlement) GetCurrency 

func (x *Settlement) GetCurrency() string

func (*Settlement) GetPreliminarySettle 

func (x *Settlement) GetPreliminarySettle() bool

func (*Settlement) GetPrice 

func (x *Settlement) GetPrice() int64

func (*Settlement) GetReserved 

func (x *Settlement) GetReserved() bool

func (*Settlement) GetSession 

func (x *Settlement) GetSession() string

func (*Settlement) GetSettlementSource 

func (x *Settlement) GetSettlementSource() SettlementSource

func (*Settlement) GetTradeDate 

func (x *Settlement) GetTradeDate() int32

func (*Settlement) GetTransactionTime 

func (x *Settlement) GetTransactionTime() int64

func (*Settlement) GetTransient added in v0.1.7 

func (x *Settlement) GetTransient() bool

func (*Settlement) ProtoMessage 

func (*Settlement) ProtoMessage()

func (*Settlement) ProtoReflect 

func (x *Settlement) ProtoReflect() protoreflect.Message

func (*Settlement) Reset 

func (x *Settlement) Reset()

func (*Settlement) String 

func (x *Settlement) String() string

type SettlementSource 

type SettlementSource int32
const (
	SettlementSource_UNKNOWN_SETTLEMENT_SOURCE SettlementSource = 0
	SettlementSource_GLOBEX                    SettlementSource = 1
	SettlementSource_ITC                       SettlementSource = 2
	SettlementSource_MANUAL                    SettlementSource = 3
)

func (SettlementSource) Descriptor 

func (SettlementSource) Descriptor() protoreflect.EnumDescriptor

func (SettlementSource) Enum 

func (x SettlementSource) Enum() *SettlementSource

func (SettlementSource) EnumDescriptor deprecated 

func (SettlementSource) EnumDescriptor() ([]byte, []int)

Deprecated: Use SettlementSource.Descriptor instead.

func (SettlementSource) Number 

func (x SettlementSource) Number() protoreflect.EnumNumber

func (SettlementSource) String 

func (x SettlementSource) String() string

func (SettlementSource) Type 

func (SettlementSource) Type() protoreflect.EnumType

type SettlementTerms 

type SettlementTerms int32
const (
	SettlementTerms_UNKNOWN_SETTLEMENT_TERMS SettlementTerms = 0
	SettlementTerms_CASH                     SettlementTerms = 1
	SettlementTerms_NON_NET                  SettlementTerms = 2
	SettlementTerms_CONTINGENT_TRADE         SettlementTerms = 3
	SettlementTerms_CASH_TODAY               SettlementTerms = 4
	SettlementTerms_DATE                     SettlementTerms = 5
)

func (SettlementTerms) Descriptor 

func (SettlementTerms) Descriptor() protoreflect.EnumDescriptor

func (SettlementTerms) Enum 

func (x SettlementTerms) Enum() *SettlementTerms

func (SettlementTerms) EnumDescriptor deprecated 

func (SettlementTerms) EnumDescriptor() ([]byte, []int)

Deprecated: Use SettlementTerms.Descriptor instead.

func (SettlementTerms) Number 

func (x SettlementTerms) Number() protoreflect.EnumNumber

func (SettlementTerms) String 

func (x SettlementTerms) String() string

func (SettlementTerms) Type 

func (SettlementTerms) Type() protoreflect.EnumType

type SharesOutstanding 

type SharesOutstanding struct {
	SharesOutstanding int64 `protobuf:"zigzag64,1,opt,name=sharesOutstanding,proto3" json:"sharesOutstanding,omitempty"`
	TransactionTime   int64 `protobuf:"zigzag64,2,opt,name=transactionTime,proto3" json:"transactionTime,omitempty"`
	// contains filtered or unexported fields
}

func (*SharesOutstanding) Descriptor deprecated 

func (*SharesOutstanding) Descriptor() ([]byte, []int)

Deprecated: Use SharesOutstanding.ProtoReflect.Descriptor instead.

func (*SharesOutstanding) GetSharesOutstanding 

func (x *SharesOutstanding) GetSharesOutstanding() int64

func (*SharesOutstanding) GetTransactionTime 

func (x *SharesOutstanding) GetTransactionTime() int64

func (*SharesOutstanding) ProtoMessage 

func (*SharesOutstanding) ProtoMessage()

func (*SharesOutstanding) ProtoReflect 

func (x *SharesOutstanding) ProtoReflect() protoreflect.Message

func (*SharesOutstanding) Reset 

func (x *SharesOutstanding) Reset()

func (*SharesOutstanding) String 

func (x *SharesOutstanding) String() string

type SnapshotRequest 

type SnapshotRequest struct {
	Channel              int32                                 `protobuf:"varint,1,opt,name=channel,proto3" json:"channel,omitempty"`
	ResetNumber          int32                                 `protobuf:"varint,2,opt,name=resetNumber,proto3" json:"resetNumber,omitempty"`
	RequestId            string                                `protobuf:"bytes,3,opt,name=requestId,proto3" json:"requestId,omitempty"`
	SnapshotRequestTypes []SnapshotRequest_SnapshotRequestType `` /* 155-byte string literal not displayed */
	// contains filtered or unexported fields
}

/ Request for the snapshot to the Market state.

func (*SnapshotRequest) Descriptor deprecated 

func (*SnapshotRequest) Descriptor() ([]byte, []int)

Deprecated: Use SnapshotRequest.ProtoReflect.Descriptor instead.

func (*SnapshotRequest) GetChannel 

func (x *SnapshotRequest) GetChannel() int32

func (*SnapshotRequest) GetRequestId 

func (x *SnapshotRequest) GetRequestId() string

func (*SnapshotRequest) GetResetNumber 

func (x *SnapshotRequest) GetResetNumber() int32

func (*SnapshotRequest) GetSnapshotRequestTypes 

func (x *SnapshotRequest) GetSnapshotRequestTypes() []SnapshotRequest_SnapshotRequestType

func (*SnapshotRequest) ProtoMessage 

func (*SnapshotRequest) ProtoMessage()

func (*SnapshotRequest) ProtoReflect 

func (x *SnapshotRequest) ProtoReflect() protoreflect.Message

func (*SnapshotRequest) Reset 

func (x *SnapshotRequest) Reset()

func (*SnapshotRequest) String 

func (x *SnapshotRequest) String() string

type SnapshotRequestResult 

type SnapshotRequestResult int32
const (
	SnapshotRequestResult_SNAPSHOT_REQUEST_UNKNOWN_RESULT        SnapshotRequestResult = 0
	SnapshotRequestResult_SNAPSHOT_REQUEST_SUCCESS               SnapshotRequestResult = 1
	SnapshotRequestResult_SNAPSHOT_REQUEST_NOT_FOUND             SnapshotRequestResult = 2
	SnapshotRequestResult_SNAPSHOT_REQUEST_SERVICE_NOT_AVAILABLE SnapshotRequestResult = 3
	SnapshotRequestResult_SNAPSHOT_REQUEST_GENERIC_FAILURE       SnapshotRequestResult = 4
)

func (SnapshotRequestResult) Descriptor 

func (SnapshotRequestResult) Descriptor() protoreflect.EnumDescriptor

func (SnapshotRequestResult) Enum 

func (x SnapshotRequestResult) Enum() *SnapshotRequestResult

func (SnapshotRequestResult) EnumDescriptor deprecated 

func (SnapshotRequestResult) EnumDescriptor() ([]byte, []int)

Deprecated: Use SnapshotRequestResult.Descriptor instead.

func (SnapshotRequestResult) Number 

func (x SnapshotRequestResult) Number() protoreflect.EnumNumber

func (SnapshotRequestResult) String 

func (x SnapshotRequestResult) String() string

func (SnapshotRequestResult) Type 

func (SnapshotRequestResult) Type() protoreflect.EnumType

type SnapshotRequest_SnapshotRequestType 

type SnapshotRequest_SnapshotRequestType int32
const (
	SnapshotRequest_ALL             SnapshotRequest_SnapshotRequestType = 0
	SnapshotRequest_QUOTE           SnapshotRequest_SnapshotRequestType = 1
	SnapshotRequest_DEPTH           SnapshotRequest_SnapshotRequestType = 2
	SnapshotRequest_VOLUME_AT_PRICE SnapshotRequest_SnapshotRequestType = 3
)

func (SnapshotRequest_SnapshotRequestType) Descriptor 

func (SnapshotRequest_SnapshotRequestType) Descriptor() protoreflect.EnumDescriptor

func (SnapshotRequest_SnapshotRequestType) Enum 

func (x SnapshotRequest_SnapshotRequestType) Enum() *SnapshotRequest_SnapshotRequestType

func (SnapshotRequest_SnapshotRequestType) EnumDescriptor deprecated 

func (SnapshotRequest_SnapshotRequestType) EnumDescriptor() ([]byte, []int)

Deprecated: Use SnapshotRequest_SnapshotRequestType.Descriptor instead.

func (SnapshotRequest_SnapshotRequestType) Number 

func (x SnapshotRequest_SnapshotRequestType) Number() protoreflect.EnumNumber

func (SnapshotRequest_SnapshotRequestType) String 

func (x SnapshotRequest_SnapshotRequestType) String() string

func (SnapshotRequest_SnapshotRequestType) Type 

func (SnapshotRequest_SnapshotRequestType) Type() protoreflect.EnumType

type Status 

type Status struct {
	Result  Result  `protobuf:"varint,1,opt,name=result,proto3,enum=org.openfeed.Result" json:"result,omitempty"`
	Message string  `protobuf:"bytes,2,opt,name=message,proto3" json:"message,omitempty"`
	Service Service `protobuf:"varint,3,opt,name=service,proto3,enum=org.openfeed.Service" json:"service,omitempty"`
	// contains filtered or unexported fields
}

////////////////// Serivce Messages /////////////////

func (*Status) Descriptor deprecated 

func (*Status) Descriptor() ([]byte, []int)

Deprecated: Use Status.ProtoReflect.Descriptor instead.

func (*Status) GetMessage 

func (x *Status) GetMessage() string

func (*Status) GetResult 

func (x *Status) GetResult() Result

func (*Status) GetService 

func (x *Status) GetService() Service

func (*Status) ProtoMessage 

func (*Status) ProtoMessage()

func (*Status) ProtoReflect 

func (x *Status) ProtoReflect() protoreflect.Message

func (*Status) Reset 

func (x *Status) Reset()

func (*Status) String 

func (x *Status) String() string

type SubscriptionRequest 

type SubscriptionRequest struct {

	/// Client-assigned id for this request.  Response will include same id
	CorrelationId int64  `protobuf:"zigzag64,1,opt,name=correlationId,proto3" json:"correlationId,omitempty"`
	Token         string `protobuf:"bytes,2,opt,name=token,proto3" json:"token,omitempty"`
	/// Preferred service (realtime or delayed).
	Service     Service                        `protobuf:"varint,3,opt,name=service,proto3,enum=org.openfeed.Service" json:"service,omitempty"`
	Unsubscribe bool                           `protobuf:"varint,4,opt,name=unsubscribe,proto3" json:"unsubscribe,omitempty"`
	Requests    []*SubscriptionRequest_Request `protobuf:"bytes,5,rep,name=requests,proto3" json:"requests,omitempty"`
	// contains filtered or unexported fields
}

/ Subscription Request

func (*SubscriptionRequest) Descriptor deprecated 

func (*SubscriptionRequest) Descriptor() ([]byte, []int)

Deprecated: Use SubscriptionRequest.ProtoReflect.Descriptor instead.

func (*SubscriptionRequest) GetCorrelationId 

func (x *SubscriptionRequest) GetCorrelationId() int64

func (*SubscriptionRequest) GetRequests 

func (x *SubscriptionRequest) GetRequests() []*SubscriptionRequest_Request

func (*SubscriptionRequest) GetService 

func (x *SubscriptionRequest) GetService() Service

func (*SubscriptionRequest) GetToken 

func (x *SubscriptionRequest) GetToken() string

func (*SubscriptionRequest) GetUnsubscribe 

func (x *SubscriptionRequest) GetUnsubscribe() bool

func (*SubscriptionRequest) ProtoMessage 

func (*SubscriptionRequest) ProtoMessage()

func (*SubscriptionRequest) ProtoReflect 

func (x *SubscriptionRequest) ProtoReflect() protoreflect.Message

func (*SubscriptionRequest) Reset 

func (x *SubscriptionRequest) Reset()

func (*SubscriptionRequest) String 

func (x *SubscriptionRequest) String() string

type SubscriptionRequest_Request 

type SubscriptionRequest_Request struct {

	// Types that are assignable to Data:
	//	*SubscriptionRequest_Request_Symbol
	//	*SubscriptionRequest_Request_MarketId
	//	*SubscriptionRequest_Request_Exchange
	//	*SubscriptionRequest_Request_ChannelId
	Data             isSubscriptionRequest_Request_Data `protobuf_oneof:"data"`
	SubscriptionType []SubscriptionType                 `` /* 129-byte string literal not displayed */
	/// 0 = send only current snapshot once, else send at interval seconds
	SnapshotIntervalSeconds int32 `protobuf:"zigzag32,11,opt,name=snapshotIntervalSeconds,proto3" json:"snapshotIntervalSeconds,omitempty"`
	/// Spreads and Options must be explicitly requested.
	InstrumentType []InstrumentDefinition_InstrumentType `` /* 144-byte string literal not displayed */
	/// Filter for the exchange and channel subscriptions.
	BulkSubscriptionFilter []*BulkSubscriptionFilter `protobuf:"bytes,13,rep,name=bulkSubscriptionFilter,proto3" json:"bulkSubscriptionFilter,omitempty"`
	// contains filtered or unexported fields
}

func (*SubscriptionRequest_Request) Descriptor deprecated 

func (*SubscriptionRequest_Request) Descriptor() ([]byte, []int)

Deprecated: Use SubscriptionRequest_Request.ProtoReflect.Descriptor instead.

func (*SubscriptionRequest_Request) GetBulkSubscriptionFilter added in v0.1.7 

func (x *SubscriptionRequest_Request) GetBulkSubscriptionFilter() []*BulkSubscriptionFilter

func (*SubscriptionRequest_Request) GetChannelId 

func (x *SubscriptionRequest_Request) GetChannelId() int32

func (*SubscriptionRequest_Request) GetData 

func (m *SubscriptionRequest_Request) GetData() isSubscriptionRequest_Request_Data

func (*SubscriptionRequest_Request) GetExchange 

func (x *SubscriptionRequest_Request) GetExchange() string

func (*SubscriptionRequest_Request) GetInstrumentType 

func (x *SubscriptionRequest_Request) GetInstrumentType() []InstrumentDefinition_InstrumentType

func (*SubscriptionRequest_Request) GetMarketId 

func (x *SubscriptionRequest_Request) GetMarketId() int64

func (*SubscriptionRequest_Request) GetSnapshotIntervalSeconds 

func (x *SubscriptionRequest_Request) GetSnapshotIntervalSeconds() int32

func (*SubscriptionRequest_Request) GetSubscriptionType 

func (x *SubscriptionRequest_Request) GetSubscriptionType() []SubscriptionType

func (*SubscriptionRequest_Request) GetSymbol 

func (x *SubscriptionRequest_Request) GetSymbol() string

func (*SubscriptionRequest_Request) ProtoMessage 

func (*SubscriptionRequest_Request) ProtoMessage()

func (*SubscriptionRequest_Request) ProtoReflect 

func (x *SubscriptionRequest_Request) ProtoReflect() protoreflect.Message

func (*SubscriptionRequest_Request) Reset 

func (x *SubscriptionRequest_Request) Reset()

func (*SubscriptionRequest_Request) String 

func (x *SubscriptionRequest_Request) String() string

type SubscriptionRequest_Request_ChannelId 

type SubscriptionRequest_Request_ChannelId struct {
	ChannelId int32 `protobuf:"zigzag32,4,opt,name=channelId,proto3,oneof"`
}

type SubscriptionRequest_Request_Exchange 

type SubscriptionRequest_Request_Exchange struct {
	Exchange string `protobuf:"bytes,3,opt,name=exchange,proto3,oneof"`
}

type SubscriptionRequest_Request_MarketId 

type SubscriptionRequest_Request_MarketId struct {
	MarketId int64 `protobuf:"zigzag64,2,opt,name=marketId,proto3,oneof"`
}

type SubscriptionRequest_Request_Symbol 

type SubscriptionRequest_Request_Symbol struct {
	Symbol string `protobuf:"bytes,1,opt,name=symbol,proto3,oneof"`
}

type SubscriptionResponse 

type SubscriptionResponse struct {
	CorrelationId           int64            `protobuf:"zigzag64,1,opt,name=correlationId,proto3" json:"correlationId,omitempty"`
	Status                  *Status          `protobuf:"bytes,2,opt,name=status,proto3" json:"status,omitempty"`
	Symbol                  string           `protobuf:"bytes,3,opt,name=symbol,proto3" json:"symbol,omitempty"`
	MarketId                int64            `protobuf:"zigzag64,4,opt,name=marketId,proto3" json:"marketId,omitempty"`
	Exchange                string           `protobuf:"bytes,5,opt,name=exchange,proto3" json:"exchange,omitempty"`
	ChannelId               int32            `protobuf:"zigzag32,6,opt,name=channelId,proto3" json:"channelId,omitempty"`
	NumberOfDefinitions     int32            `protobuf:"zigzag32,7,opt,name=numberOfDefinitions,proto3" json:"numberOfDefinitions,omitempty"`
	SubscriptionType        SubscriptionType `protobuf:"varint,8,opt,name=subscriptionType,proto3,enum=org.openfeed.SubscriptionType" json:"subscriptionType,omitempty"`
	Unsubscribe             bool             `protobuf:"varint,9,opt,name=unsubscribe,proto3" json:"unsubscribe,omitempty"`
	SnapshotIntervalSeconds int32            `protobuf:"zigzag32,10,opt,name=snapshotIntervalSeconds,proto3" json:"snapshotIntervalSeconds,omitempty"`
	// contains filtered or unexported fields
}

func (*SubscriptionResponse) Descriptor deprecated 

func (*SubscriptionResponse) Descriptor() ([]byte, []int)

Deprecated: Use SubscriptionResponse.ProtoReflect.Descriptor instead.

func (*SubscriptionResponse) GetChannelId 

func (x *SubscriptionResponse) GetChannelId() int32

func (*SubscriptionResponse) GetCorrelationId 

func (x *SubscriptionResponse) GetCorrelationId() int64

func (*SubscriptionResponse) GetExchange 

func (x *SubscriptionResponse) GetExchange() string

func (*SubscriptionResponse) GetMarketId 

func (x *SubscriptionResponse) GetMarketId() int64

func (*SubscriptionResponse) GetNumberOfDefinitions 

func (x *SubscriptionResponse) GetNumberOfDefinitions() int32

func (*SubscriptionResponse) GetSnapshotIntervalSeconds added in v0.1.7 

func (x *SubscriptionResponse) GetSnapshotIntervalSeconds() int32

func (*SubscriptionResponse) GetStatus 

func (x *SubscriptionResponse) GetStatus() *Status

func (*SubscriptionResponse) GetSubscriptionType 

func (x *SubscriptionResponse) GetSubscriptionType() SubscriptionType

func (*SubscriptionResponse) GetSymbol 

func (x *SubscriptionResponse) GetSymbol() string

func (*SubscriptionResponse) GetUnsubscribe added in v0.1.7 

func (x *SubscriptionResponse) GetUnsubscribe() bool

func (*SubscriptionResponse) ProtoMessage 

func (*SubscriptionResponse) ProtoMessage()

func (*SubscriptionResponse) ProtoReflect 

func (x *SubscriptionResponse) ProtoReflect() protoreflect.Message

func (*SubscriptionResponse) Reset 

func (x *SubscriptionResponse) Reset()

func (*SubscriptionResponse) String 

func (x *SubscriptionResponse) String() string

type SubscriptionType 

type SubscriptionType int32
const (
	SubscriptionType_ALL               SubscriptionType = 0
	SubscriptionType_QUOTE             SubscriptionType = 1
	SubscriptionType_QUOTE_PARTICIPANT SubscriptionType = 2
	SubscriptionType_DEPTH_PRICE       SubscriptionType = 3
	SubscriptionType_DEPTH_ORDER       SubscriptionType = 4
	SubscriptionType_TRADES            SubscriptionType = 5
	SubscriptionType_CUMLATIVE_VOLUME  SubscriptionType = 6
	SubscriptionType_OHLC              SubscriptionType = 7
	SubscriptionType_OHLC_NON_REGULAR  SubscriptionType = 8
)

func (SubscriptionType) Descriptor 

func (SubscriptionType) Descriptor() protoreflect.EnumDescriptor

func (SubscriptionType) Enum 

func (x SubscriptionType) Enum() *SubscriptionType

func (SubscriptionType) EnumDescriptor deprecated 

func (SubscriptionType) EnumDescriptor() ([]byte, []int)

Deprecated: Use SubscriptionType.Descriptor instead.

func (SubscriptionType) Number 

func (x SubscriptionType) Number() protoreflect.EnumNumber

func (SubscriptionType) String 

func (x SubscriptionType) String() string

func (SubscriptionType) Type 

func (SubscriptionType) Type() protoreflect.EnumType

type SymbolType added in v0.1.7 

type SymbolType int32

/ Symbol type for the subscription filter. 

const (
	SymbolType_BARCHART SymbolType = 0
	SymbolType_EXCHANGE SymbolType = 1
)

func (SymbolType) Descriptor added in v0.1.7 

func (SymbolType) Descriptor() protoreflect.EnumDescriptor

func (SymbolType) Enum added in v0.1.7 

func (x SymbolType) Enum() *SymbolType

func (SymbolType) EnumDescriptor deprecated added in v0.1.7 

func (SymbolType) EnumDescriptor() ([]byte, []int)

Deprecated: Use SymbolType.Descriptor instead.

func (SymbolType) Number added in v0.1.7 

func (x SymbolType) Number() protoreflect.EnumNumber

func (SymbolType) String added in v0.1.7 

func (x SymbolType) String() string

func (SymbolType) Type added in v0.1.7 

func (SymbolType) Type() protoreflect.EnumType

type TCPHistoricalReplayRequest 

type TCPHistoricalReplayRequest struct {
	Channel     int32  `protobuf:"varint,1,opt,name=channel,proto3" json:"channel,omitempty"`
	ResetNumber int32  `protobuf:"varint,2,opt,name=resetNumber,proto3" json:"resetNumber,omitempty"`
	Sequence    int64  `protobuf:"varint,3,opt,name=sequence,proto3" json:"sequence,omitempty"`
	Count       int32  `protobuf:"varint,4,opt,name=count,proto3" json:"count,omitempty"`
	RequestId   string `protobuf:"bytes,5,opt,name=requestId,proto3" json:"requestId,omitempty"`
	// contains filtered or unexported fields
}

TCP replay request.

func (*TCPHistoricalReplayRequest) Descriptor deprecated 

func (*TCPHistoricalReplayRequest) Descriptor() ([]byte, []int)

Deprecated: Use TCPHistoricalReplayRequest.ProtoReflect.Descriptor instead.

func (*TCPHistoricalReplayRequest) GetChannel 

func (x *TCPHistoricalReplayRequest) GetChannel() int32

func (*TCPHistoricalReplayRequest) GetCount 

func (x *TCPHistoricalReplayRequest) GetCount() int32

func (*TCPHistoricalReplayRequest) GetRequestId 

func (x *TCPHistoricalReplayRequest) GetRequestId() string

func (*TCPHistoricalReplayRequest) GetResetNumber 

func (x *TCPHistoricalReplayRequest) GetResetNumber() int32

func (*TCPHistoricalReplayRequest) GetSequence 

func (x *TCPHistoricalReplayRequest) GetSequence() int64

func (*TCPHistoricalReplayRequest) ProtoMessage 

func (*TCPHistoricalReplayRequest) ProtoMessage()

func (*TCPHistoricalReplayRequest) ProtoReflect 

func (x *TCPHistoricalReplayRequest) ProtoReflect() protoreflect.Message

func (*TCPHistoricalReplayRequest) Reset 

func (x *TCPHistoricalReplayRequest) Reset()

func (*TCPHistoricalReplayRequest) String 

func (x *TCPHistoricalReplayRequest) String() string

type TracePoint 

type TracePoint struct {
	Id                 string `protobuf:"bytes,1,opt,name=id,proto3" json:"id,omitempty"`
	ComponentId        string `protobuf:"bytes,2,opt,name=componentId,proto3" json:"componentId,omitempty"`
	TimestampNs        int64  `protobuf:"zigzag64,3,opt,name=timestampNs,proto3" json:"timestampNs,omitempty"`
	ComponentLatencyNs int32  `protobuf:"varint,4,opt,name=componentLatencyNs,proto3" json:"componentLatencyNs,omitempty"`
	// contains filtered or unexported fields
}

Tracing

func (*TracePoint) Descriptor deprecated 

func (*TracePoint) Descriptor() ([]byte, []int)

Deprecated: Use TracePoint.ProtoReflect.Descriptor instead.

func (*TracePoint) GetComponentId 

func (x *TracePoint) GetComponentId() string

func (*TracePoint) GetComponentLatencyNs 

func (x *TracePoint) GetComponentLatencyNs() int32

func (*TracePoint) GetId 

func (x *TracePoint) GetId() string

func (*TracePoint) GetTimestampNs 

func (x *TracePoint) GetTimestampNs() int64

func (*TracePoint) ProtoMessage 

func (*TracePoint) ProtoMessage()

func (*TracePoint) ProtoReflect 

func (x *TracePoint) ProtoReflect() protoreflect.Message

func (*TracePoint) Reset 

func (x *TracePoint) Reset()

func (*TracePoint) String 

func (x *TracePoint) String() string

type Trade 

type Trade struct {

	// Market participant/originator
	OriginatorId []byte `protobuf:"bytes,8,opt,name=originatorId,proto3" json:"originatorId,omitempty"`
	// UTC Timestamp, nano seconds since Unix epoch
	TransactionTime int64 `protobuf:"zigzag64,9,opt,name=transactionTime,proto3" json:"transactionTime,omitempty"`
	/// Divide by priceDenominator
	Price int64 `protobuf:"zigzag64,10,opt,name=price,proto3" json:"price,omitempty"`
	/// Divide by quantityDenominator
	Quantity int64  `protobuf:"zigzag64,11,opt,name=quantity,proto3" json:"quantity,omitempty"`
	TradeId  []byte `protobuf:"bytes,12,opt,name=tradeId,proto3" json:"tradeId,omitempty"`
	/// The side of the aggressing order that caused the trade
	Side BookSide `protobuf:"varint,13,opt,name=side,proto3,enum=org.openfeed.BookSide" json:"side,omitempty"`
	/// Date only, format 2012-07-04 -> 20120704
	TradeDate       int32           `protobuf:"zigzag32,14,opt,name=tradeDate,proto3" json:"tradeDate,omitempty"`
	BuyerId         []byte          `protobuf:"bytes,15,opt,name=buyerId,proto3" json:"buyerId,omitempty"`
	SellerId        []byte          `protobuf:"bytes,16,opt,name=sellerId,proto3" json:"sellerId,omitempty"`
	OpeningTrade    bool            `protobuf:"varint,17,opt,name=openingTrade,proto3" json:"openingTrade,omitempty"`
	SystemPriced    bool            `protobuf:"varint,18,opt,name=systemPriced,proto3" json:"systemPriced,omitempty"`
	MarketOnClose   bool            `protobuf:"varint,19,opt,name=marketOnClose,proto3" json:"marketOnClose,omitempty"`
	OddLot          bool            `protobuf:"varint,20,opt,name=oddLot,proto3" json:"oddLot,omitempty"`
	SettlementTerms SettlementTerms `protobuf:"varint,21,opt,name=settlementTerms,proto3,enum=org.openfeed.SettlementTerms" json:"settlementTerms,omitempty"`
	CrossType       CrossType       `protobuf:"varint,22,opt,name=crossType,proto3,enum=org.openfeed.CrossType" json:"crossType,omitempty"`
	ByPass          bool            `protobuf:"varint,23,opt,name=byPass,proto3" json:"byPass,omitempty"`
	LastPrice       int64           `protobuf:"zigzag64,24,opt,name=lastPrice,proto3" json:"lastPrice,omitempty"`
	SaleCondition   []byte          `protobuf:"bytes,25,opt,name=saleCondition,proto3" json:"saleCondition,omitempty"`
	Currency        string          `protobuf:"bytes,26,opt,name=currency,proto3" json:"currency,omitempty"`
	// Does not update Last
	DoesNotUpdateLast bool `protobuf:"varint,27,opt,name=doesNotUpdateLast,proto3" json:"doesNotUpdateLast,omitempty"`
	// Does not update Volume
	DoesNotUpdateVolume bool   `protobuf:"varint,28,opt,name=doesNotUpdateVolume,proto3" json:"doesNotUpdateVolume,omitempty"`
	Session             string `protobuf:"bytes,30,opt,name=session,proto3" json:"session,omitempty"`
	// Is this a block trade.
	BlockTrade bool `protobuf:"varint,31,opt,name=blockTrade,proto3" json:"blockTrade,omitempty"`
	/// Distribution time in nano seconds since epoch.
	DistributionTime int64 `protobuf:"zigzag64,32,opt,name=distributionTime,proto3" json:"distributionTime,omitempty"`
	/// time in nano seconds since epoch.
	TransactionTime2           int64  `protobuf:"zigzag64,33,opt,name=transactionTime2,proto3" json:"transactionTime2,omitempty"`
	ConsolidatedPriceIndicator string `protobuf:"bytes,34,opt,name=consolidatedPriceIndicator,proto3" json:"consolidatedPriceIndicator,omitempty"`
	/// True if not persisted in the EOD database.
	Transient bool `protobuf:"varint,35,opt,name=transient,proto3" json:"transient,omitempty"`
	/// Index short name used to identify index.
	IndexShortName string `protobuf:"bytes,36,opt,name=indexShortName,proto3" json:"indexShortName,omitempty"`
	// contains filtered or unexported fields
}

/ A live trade. When received, update the "last" field

func (*Trade) Descriptor deprecated 

func (*Trade) Descriptor() ([]byte, []int)

Deprecated: Use Trade.ProtoReflect.Descriptor instead.

func (*Trade) GetBlockTrade 

func (x *Trade) GetBlockTrade() bool

func (*Trade) GetBuyerId 

func (x *Trade) GetBuyerId() []byte

func (*Trade) GetByPass 

func (x *Trade) GetByPass() bool

func (*Trade) GetConsolidatedPriceIndicator 

func (x *Trade) GetConsolidatedPriceIndicator() string

func (*Trade) GetCrossType 

func (x *Trade) GetCrossType() CrossType

func (*Trade) GetCurrency 

func (x *Trade) GetCurrency() string

func (*Trade) GetDistributionTime 

func (x *Trade) GetDistributionTime() int64

func (*Trade) GetDoesNotUpdateLast 

func (x *Trade) GetDoesNotUpdateLast() bool

func (*Trade) GetDoesNotUpdateVolume 

func (x *Trade) GetDoesNotUpdateVolume() bool

func (*Trade) GetIndexShortName added in v0.1.7 

func (x *Trade) GetIndexShortName() string

func (*Trade) GetLastPrice 

func (x *Trade) GetLastPrice() int64

func (*Trade) GetMarketOnClose 

func (x *Trade) GetMarketOnClose() bool

func (*Trade) GetOddLot 

func (x *Trade) GetOddLot() bool

func (*Trade) GetOpeningTrade 

func (x *Trade) GetOpeningTrade() bool

func (*Trade) GetOriginatorId 

func (x *Trade) GetOriginatorId() []byte

func (*Trade) GetPrice 

func (x *Trade) GetPrice() int64

func (*Trade) GetQuantity 

func (x *Trade) GetQuantity() int64

func (*Trade) GetSaleCondition 

func (x *Trade) GetSaleCondition() []byte

func (*Trade) GetSellerId 

func (x *Trade) GetSellerId() []byte

func (*Trade) GetSession 

func (x *Trade) GetSession() string

func (*Trade) GetSettlementTerms 

func (x *Trade) GetSettlementTerms() SettlementTerms

func (*Trade) GetSide 

func (x *Trade) GetSide() BookSide

func (*Trade) GetSystemPriced 

func (x *Trade) GetSystemPriced() bool

func (*Trade) GetTradeDate 

func (x *Trade) GetTradeDate() int32

func (*Trade) GetTradeId 

func (x *Trade) GetTradeId() []byte

func (*Trade) GetTransactionTime 

func (x *Trade) GetTransactionTime() int64

func (*Trade) GetTransactionTime2 

func (x *Trade) GetTransactionTime2() int64

func (*Trade) GetTransient added in v0.1.7 

func (x *Trade) GetTransient() bool

func (*Trade) ProtoMessage 

func (*Trade) ProtoMessage()

func (*Trade) ProtoReflect 

func (x *Trade) ProtoReflect() protoreflect.Message

func (*Trade) Reset 

func (x *Trade) Reset()

func (*Trade) String 

func (x *Trade) String() string

type TradeCancel 

type TradeCancel struct {

	// Market participant/originator
	OriginatorId           []byte `protobuf:"bytes,8,opt,name=originatorId,proto3" json:"originatorId,omitempty"`
	TransactionTime        int64  `protobuf:"zigzag64,9,opt,name=transactionTime,proto3" json:"transactionTime,omitempty"`
	CorrectedTradePrice    int64  `protobuf:"zigzag64,10,opt,name=correctedTradePrice,proto3" json:"correctedTradePrice,omitempty"`
	CorrectedTradeQuantity int64  `protobuf:"zigzag64,11,opt,name=correctedTradeQuantity,proto3" json:"correctedTradeQuantity,omitempty"`
	TradeId                []byte `protobuf:"bytes,12,opt,name=tradeId,proto3" json:"tradeId,omitempty"`
	SaleCondition          []byte `protobuf:"bytes,13,opt,name=saleCondition,proto3" json:"saleCondition,omitempty"`
	Currency               string `protobuf:"bytes,14,opt,name=currency,proto3" json:"currency,omitempty"`
	/// Distribution time in nano seconds since epoch.
	DistributionTime int64 `protobuf:"zigzag64,15,opt,name=distributionTime,proto3" json:"distributionTime,omitempty"`
	/// time in nano seconds since epoch.
	TransactionTime2 int64 `protobuf:"zigzag64,16,opt,name=transactionTime2,proto3" json:"transactionTime2,omitempty"`
	// contains filtered or unexported fields
}

Trade Cancel/Break

func (*TradeCancel) Descriptor deprecated 

func (*TradeCancel) Descriptor() ([]byte, []int)

Deprecated: Use TradeCancel.ProtoReflect.Descriptor instead.

func (*TradeCancel) GetCorrectedTradePrice 

func (x *TradeCancel) GetCorrectedTradePrice() int64

func (*TradeCancel) GetCorrectedTradeQuantity 

func (x *TradeCancel) GetCorrectedTradeQuantity() int64

func (*TradeCancel) GetCurrency 

func (x *TradeCancel) GetCurrency() string

func (*TradeCancel) GetDistributionTime 

func (x *TradeCancel) GetDistributionTime() int64

func (*TradeCancel) GetOriginatorId 

func (x *TradeCancel) GetOriginatorId() []byte

func (*TradeCancel) GetSaleCondition 

func (x *TradeCancel) GetSaleCondition() []byte

func (*TradeCancel) GetTradeId 

func (x *TradeCancel) GetTradeId() []byte

func (*TradeCancel) GetTransactionTime 

func (x *TradeCancel) GetTransactionTime() int64

func (*TradeCancel) GetTransactionTime2 

func (x *TradeCancel) GetTransactionTime2() int64

func (*TradeCancel) ProtoMessage 

func (*TradeCancel) ProtoMessage()

func (*TradeCancel) ProtoReflect 

func (x *TradeCancel) ProtoReflect() protoreflect.Message

func (*TradeCancel) Reset 

func (x *TradeCancel) Reset()

func (*TradeCancel) String 

func (x *TradeCancel) String() string

type TradeCorrection 

type TradeCorrection struct {

	// Market participant/originator
	OriginatorId    []byte `protobuf:"bytes,8,opt,name=originatorId,proto3" json:"originatorId,omitempty"`
	TransactionTime int64  `protobuf:"zigzag64,9,opt,name=transactionTime,proto3" json:"transactionTime,omitempty"`
	// Corrected Price
	Price int64 `protobuf:"zigzag64,10,opt,name=price,proto3" json:"price,omitempty"`
	// Corrected Quantity
	Quantity int64    `protobuf:"zigzag64,11,opt,name=quantity,proto3" json:"quantity,omitempty"`
	TradeId  []byte   `protobuf:"bytes,12,opt,name=tradeId,proto3" json:"tradeId,omitempty"`
	Side     BookSide `protobuf:"varint,13,opt,name=side,proto3,enum=org.openfeed.BookSide" json:"side,omitempty"`
	// Date only, format 2012-07-04 -> 20120704
	TradeDate       int32           `protobuf:"zigzag32,14,opt,name=tradeDate,proto3" json:"tradeDate,omitempty"`
	BuyerId         []byte          `protobuf:"bytes,15,opt,name=buyerId,proto3" json:"buyerId,omitempty"`
	SellerId        []byte          `protobuf:"bytes,16,opt,name=sellerId,proto3" json:"sellerId,omitempty"`
	OpeningTrade    bool            `protobuf:"varint,17,opt,name=openingTrade,proto3" json:"openingTrade,omitempty"`
	SystemPriced    bool            `protobuf:"varint,18,opt,name=systemPriced,proto3" json:"systemPriced,omitempty"`
	MarketOnClose   bool            `protobuf:"varint,19,opt,name=marketOnClose,proto3" json:"marketOnClose,omitempty"`
	OddLot          bool            `protobuf:"varint,20,opt,name=oddLot,proto3" json:"oddLot,omitempty"`
	SettlementTerms SettlementTerms `protobuf:"varint,21,opt,name=settlementTerms,proto3,enum=org.openfeed.SettlementTerms" json:"settlementTerms,omitempty"`
	CrossType       CrossType       `protobuf:"varint,22,opt,name=crossType,proto3,enum=org.openfeed.CrossType" json:"crossType,omitempty"`
	ByPass          bool            `protobuf:"varint,23,opt,name=byPass,proto3" json:"byPass,omitempty"`
	OriginalTradeId []byte          `protobuf:"bytes,24,opt,name=originalTradeId,proto3" json:"originalTradeId,omitempty"`
	SaleCondition   []byte          `protobuf:"bytes,25,opt,name=saleCondition,proto3" json:"saleCondition,omitempty"`
	Currency        string          `protobuf:"bytes,26,opt,name=currency,proto3" json:"currency,omitempty"`
	/// Distribution time in nano seconds since epoch.
	DistributionTime int64 `protobuf:"zigzag64,27,opt,name=distributionTime,proto3" json:"distributionTime,omitempty"`
	/// time in nano seconds since epoch.
	TransactionTime2 int64 `protobuf:"zigzag64,28,opt,name=transactionTime2,proto3" json:"transactionTime2,omitempty"`
	// Original Price
	OriginalTradePrice int64 `protobuf:"zigzag64,29,opt,name=originalTradePrice,proto3" json:"originalTradePrice,omitempty"`
	// Original Quantity
	OriginalTradeQuantity int64 `protobuf:"zigzag64,30,opt,name=originalTradeQuantity,proto3" json:"originalTradeQuantity,omitempty"`
	// contains filtered or unexported fields
}

/ Trade Correction

func (*TradeCorrection) Descriptor deprecated 

func (*TradeCorrection) Descriptor() ([]byte, []int)

Deprecated: Use TradeCorrection.ProtoReflect.Descriptor instead.

func (*TradeCorrection) GetBuyerId 

func (x *TradeCorrection) GetBuyerId() []byte

func (*TradeCorrection) GetByPass 

func (x *TradeCorrection) GetByPass() bool

func (*TradeCorrection) GetCrossType 

func (x *TradeCorrection) GetCrossType() CrossType

func (*TradeCorrection) GetCurrency 

func (x *TradeCorrection) GetCurrency() string

func (*TradeCorrection) GetDistributionTime 

func (x *TradeCorrection) GetDistributionTime() int64

func (*TradeCorrection) GetMarketOnClose 

func (x *TradeCorrection) GetMarketOnClose() bool

func (*TradeCorrection) GetOddLot 

func (x *TradeCorrection) GetOddLot() bool

func (*TradeCorrection) GetOpeningTrade 

func (x *TradeCorrection) GetOpeningTrade() bool

func (*TradeCorrection) GetOriginalTradeId 

func (x *TradeCorrection) GetOriginalTradeId() []byte

func (*TradeCorrection) GetOriginalTradePrice 

func (x *TradeCorrection) GetOriginalTradePrice() int64

func (*TradeCorrection) GetOriginalTradeQuantity 

func (x *TradeCorrection) GetOriginalTradeQuantity() int64

func (*TradeCorrection) GetOriginatorId 

func (x *TradeCorrection) GetOriginatorId() []byte

func (*TradeCorrection) GetPrice 

func (x *TradeCorrection) GetPrice() int64

func (*TradeCorrection) GetQuantity 

func (x *TradeCorrection) GetQuantity() int64

func (*TradeCorrection) GetSaleCondition 

func (x *TradeCorrection) GetSaleCondition() []byte

func (*TradeCorrection) GetSellerId 

func (x *TradeCorrection) GetSellerId() []byte

func (*TradeCorrection) GetSettlementTerms 

func (x *TradeCorrection) GetSettlementTerms() SettlementTerms

func (*TradeCorrection) GetSide 

func (x *TradeCorrection) GetSide() BookSide

func (*TradeCorrection) GetSystemPriced 

func (x *TradeCorrection) GetSystemPriced() bool

func (*TradeCorrection) GetTradeDate 

func (x *TradeCorrection) GetTradeDate() int32

func (*TradeCorrection) GetTradeId 

func (x *TradeCorrection) GetTradeId() []byte

func (*TradeCorrection) GetTransactionTime 

func (x *TradeCorrection) GetTransactionTime() int64

func (*TradeCorrection) GetTransactionTime2 

func (x *TradeCorrection) GetTransactionTime2() int64

func (*TradeCorrection) ProtoMessage 

func (*TradeCorrection) ProtoMessage()

func (*TradeCorrection) ProtoReflect 

func (x *TradeCorrection) ProtoReflect() protoreflect.Message

func (*TradeCorrection) Reset 

func (x *TradeCorrection) Reset()

func (*TradeCorrection) String 

func (x *TradeCorrection) String() string

type Trades 

type Trades struct {
	Trades []*Trades_Entry `protobuf:"bytes,1,rep,name=trades,proto3" json:"trades,omitempty"`
	// contains filtered or unexported fields
}

/ Trades

func (*Trades) Descriptor deprecated 

func (*Trades) Descriptor() ([]byte, []int)

Deprecated: Use Trades.ProtoReflect.Descriptor instead.

func (*Trades) GetTrades 

func (x *Trades) GetTrades() []*Trades_Entry

func (*Trades) ProtoMessage 

func (*Trades) ProtoMessage()

func (*Trades) ProtoReflect 

func (x *Trades) ProtoReflect() protoreflect.Message

func (*Trades) Reset 

func (x *Trades) Reset()

func (*Trades) String 

func (x *Trades) String() string

type Trades_Entry 

type Trades_Entry struct {

	// Types that are assignable to Data:
	//	*Trades_Entry_Trade
	//	*Trades_Entry_TradeCorrection
	//	*Trades_Entry_TradeCancel
	Data isTrades_Entry_Data `protobuf_oneof:"data"`
	// contains filtered or unexported fields
}

func (*Trades_Entry) Descriptor deprecated 

func (*Trades_Entry) Descriptor() ([]byte, []int)

Deprecated: Use Trades_Entry.ProtoReflect.Descriptor instead.

func (*Trades_Entry) GetData 

func (m *Trades_Entry) GetData() isTrades_Entry_Data

func (*Trades_Entry) GetTrade 

func (x *Trades_Entry) GetTrade() *Trade

func (*Trades_Entry) GetTradeCancel 

func (x *Trades_Entry) GetTradeCancel() *TradeCancel

func (*Trades_Entry) GetTradeCorrection 

func (x *Trades_Entry) GetTradeCorrection() *TradeCorrection

func (*Trades_Entry) ProtoMessage 

func (*Trades_Entry) ProtoMessage()

func (*Trades_Entry) ProtoReflect 

func (x *Trades_Entry) ProtoReflect() protoreflect.Message

func (*Trades_Entry) Reset 

func (x *Trades_Entry) Reset()

func (*Trades_Entry) String 

func (x *Trades_Entry) String() string

type Trades_Entry_Trade 

type Trades_Entry_Trade struct {
	Trade *Trade `protobuf:"bytes,1,opt,name=trade,proto3,oneof"`
}

type Trades_Entry_TradeCancel 

type Trades_Entry_TradeCancel struct {
	TradeCancel *TradeCancel `protobuf:"bytes,3,opt,name=tradeCancel,proto3,oneof"`
}

type Trades_Entry_TradeCorrection 

type Trades_Entry_TradeCorrection struct {
	TradeCorrection *TradeCorrection `protobuf:"bytes,2,opt,name=tradeCorrection,proto3,oneof"`
}

type Volume 

type Volume struct {
	TransactionTime int64 `protobuf:"zigzag64,9,opt,name=transactionTime,proto3" json:"transactionTime,omitempty"`
	/// Date only, format 2012-07-04 -> 20120704
	TradeDate int32 `protobuf:"zigzag32,10,opt,name=tradeDate,proto3" json:"tradeDate,omitempty"`
	// Total volume traded.
	Volume int64 `protobuf:"zigzag64,11,opt,name=volume,proto3" json:"volume,omitempty"`
	// contains filtered or unexported fields
}

/ Total volume traded

func (*Volume) Descriptor deprecated 

func (*Volume) Descriptor() ([]byte, []int)

Deprecated: Use Volume.ProtoReflect.Descriptor instead.

func (*Volume) GetTradeDate 

func (x *Volume) GetTradeDate() int32

func (*Volume) GetTransactionTime 

func (x *Volume) GetTransactionTime() int64

func (*Volume) GetVolume 

func (x *Volume) GetVolume() int64

func (*Volume) ProtoMessage 

func (*Volume) ProtoMessage()

func (*Volume) ProtoReflect 

func (x *Volume) ProtoReflect() protoreflect.Message

func (*Volume) Reset 

func (x *Volume) Reset()

func (*Volume) String 

func (x *Volume) String() string

type VolumeAtPrice 

type VolumeAtPrice struct {
	MarketId int64  `protobuf:"zigzag64,1,opt,name=marketId,proto3" json:"marketId,omitempty"`
	Symbol   string `protobuf:"bytes,2,opt,name=symbol,proto3" json:"symbol,omitempty"`
	/// UTC Timestamp of transaction, nano seconds since Unix epoch
	TransactionTime      int64 `protobuf:"zigzag64,3,opt,name=transactionTime,proto3" json:"transactionTime,omitempty"`
	LastPrice            int64 `protobuf:"zigzag64,4,opt,name=lastPrice,proto3" json:"lastPrice,omitempty"`
	LastQuantity         int64 `protobuf:"zigzag64,5,opt,name=lastQuantity,proto3" json:"lastQuantity,omitempty"`
	LastCumulativeVolume int64 `protobuf:"zigzag64,6,opt,name=lastCumulativeVolume,proto3" json:"lastCumulativeVolume,omitempty"`
	/// Date only, format 2012-07-04 -> 20120704
	TradeDate    int32                             `protobuf:"zigzag32,7,opt,name=tradeDate,proto3" json:"tradeDate,omitempty"`
	PriceVolumes []*VolumeAtPrice_PriceLevelVolume `protobuf:"bytes,8,rep,name=priceVolumes,proto3" json:"priceVolumes,omitempty"`
	// contains filtered or unexported fields
}

/ The VolumeAtPrice class encapsulates all of the trades throughout the day, / and organizes a table of volume at prices.

func (*VolumeAtPrice) Descriptor deprecated 

func (*VolumeAtPrice) Descriptor() ([]byte, []int)

Deprecated: Use VolumeAtPrice.ProtoReflect.Descriptor instead.

func (*VolumeAtPrice) GetLastCumulativeVolume 

func (x *VolumeAtPrice) GetLastCumulativeVolume() int64

func (*VolumeAtPrice) GetLastPrice 

func (x *VolumeAtPrice) GetLastPrice() int64

func (*VolumeAtPrice) GetLastQuantity 

func (x *VolumeAtPrice) GetLastQuantity() int64

func (*VolumeAtPrice) GetMarketId 

func (x *VolumeAtPrice) GetMarketId() int64

func (*VolumeAtPrice) GetPriceVolumes 

func (x *VolumeAtPrice) GetPriceVolumes() []*VolumeAtPrice_PriceLevelVolume

func (*VolumeAtPrice) GetSymbol 

func (x *VolumeAtPrice) GetSymbol() string

func (*VolumeAtPrice) GetTradeDate 

func (x *VolumeAtPrice) GetTradeDate() int32

func (*VolumeAtPrice) GetTransactionTime 

func (x *VolumeAtPrice) GetTransactionTime() int64

func (*VolumeAtPrice) ProtoMessage 

func (*VolumeAtPrice) ProtoMessage()

func (*VolumeAtPrice) ProtoReflect 

func (x *VolumeAtPrice) ProtoReflect() protoreflect.Message

func (*VolumeAtPrice) Reset 

func (x *VolumeAtPrice) Reset()

func (*VolumeAtPrice) String 

func (x *VolumeAtPrice) String() string

type VolumeAtPrice_PriceLevelVolume 

type VolumeAtPrice_PriceLevelVolume struct {
	Price  int64 `protobuf:"zigzag64,1,opt,name=price,proto3" json:"price,omitempty"`
	Volume int64 `protobuf:"zigzag64,2,opt,name=volume,proto3" json:"volume,omitempty"`
	// contains filtered or unexported fields
}

func (*VolumeAtPrice_PriceLevelVolume) Descriptor deprecated 

func (*VolumeAtPrice_PriceLevelVolume) Descriptor() ([]byte, []int)

Deprecated: Use VolumeAtPrice_PriceLevelVolume.ProtoReflect.Descriptor instead.

func (*VolumeAtPrice_PriceLevelVolume) GetPrice 

func (x *VolumeAtPrice_PriceLevelVolume) GetPrice() int64

func (*VolumeAtPrice_PriceLevelVolume) GetVolume 

func (x *VolumeAtPrice_PriceLevelVolume) GetVolume() int64

func (*VolumeAtPrice_PriceLevelVolume) ProtoMessage 

func (*VolumeAtPrice_PriceLevelVolume) ProtoMessage()

func (*VolumeAtPrice_PriceLevelVolume) ProtoReflect 

func (x *VolumeAtPrice_PriceLevelVolume) ProtoReflect() protoreflect.Message

func (*VolumeAtPrice_PriceLevelVolume) Reset 

func (x *VolumeAtPrice_PriceLevelVolume) Reset()

func (*VolumeAtPrice_PriceLevelVolume) String 

func (x *VolumeAtPrice_PriceLevelVolume) String() string

type Vwap 

type Vwap struct {
	TransactionTime int64 `protobuf:"zigzag64,9,opt,name=transactionTime,proto3" json:"transactionTime,omitempty"`
	// Date only, format 2012-07-04 -> 20120704
	TradeDate int32 `protobuf:"zigzag32,10,opt,name=tradeDate,proto3" json:"tradeDate,omitempty"`
	Vwap      int64 `protobuf:"zigzag64,11,opt,name=vwap,proto3" json:"vwap,omitempty"`
	// contains filtered or unexported fields
}

/ Volume Weighted Average Price

func (*Vwap) Descriptor deprecated 

func (*Vwap) Descriptor() ([]byte, []int)

Deprecated: Use Vwap.ProtoReflect.Descriptor instead.

func (*Vwap) GetTradeDate 

func (x *Vwap) GetTradeDate() int32

func (*Vwap) GetTransactionTime 

func (x *Vwap) GetTransactionTime() int64

func (*Vwap) GetVwap 

func (x *Vwap) GetVwap() int64

func (*Vwap) ProtoMessage 

func (*Vwap) ProtoMessage()

func (*Vwap) ProtoReflect 

func (x *Vwap) ProtoReflect() protoreflect.Message

func (*Vwap) Reset 

func (x *Vwap) Reset()

func (*Vwap) String 

func (x *Vwap) String() string

type YearHigh 

type YearHigh struct {
	TransactionTime int64 `protobuf:"zigzag64,9,opt,name=transactionTime,proto3" json:"transactionTime,omitempty"`
	/// Divide by priceDenominator
	Price    int64  `protobuf:"zigzag64,10,opt,name=price,proto3" json:"price,omitempty"`
	Currency string `protobuf:"bytes,11,opt,name=currency,proto3" json:"currency,omitempty"`
	// contains filtered or unexported fields
}

/ 52 week

func (*YearHigh) Descriptor deprecated 

func (*YearHigh) Descriptor() ([]byte, []int)

Deprecated: Use YearHigh.ProtoReflect.Descriptor instead.

func (*YearHigh) GetCurrency 

func (x *YearHigh) GetCurrency() string

func (*YearHigh) GetPrice 

func (x *YearHigh) GetPrice() int64

func (*YearHigh) GetTransactionTime 

func (x *YearHigh) GetTransactionTime() int64

func (*YearHigh) ProtoMessage 

func (*YearHigh) ProtoMessage()

func (*YearHigh) ProtoReflect 

func (x *YearHigh) ProtoReflect() protoreflect.Message

func (*YearHigh) Reset 

func (x *YearHigh) Reset()

func (*YearHigh) String 

func (x *YearHigh) String() string

type YearLow 

type YearLow struct {
	TransactionTime int64 `protobuf:"zigzag64,9,opt,name=transactionTime,proto3" json:"transactionTime,omitempty"`
	/// Divide by priceDenominator
	Price    int64  `protobuf:"zigzag64,10,opt,name=price,proto3" json:"price,omitempty"`
	Currency string `protobuf:"bytes,11,opt,name=currency,proto3" json:"currency,omitempty"`
	// contains filtered or unexported fields
}

/ 52 week

func (*YearLow) Descriptor deprecated 

func (*YearLow) Descriptor() ([]byte, []int)

Deprecated: Use YearLow.ProtoReflect.Descriptor instead.

func (*YearLow) GetCurrency 

func (x *YearLow) GetCurrency() string

func (*YearLow) GetPrice 

func (x *YearLow) GetPrice() int64

func (*YearLow) GetTransactionTime 

func (x *YearLow) GetTransactionTime() int64

func (*YearLow) ProtoMessage 

func (*YearLow) ProtoMessage()

func (*YearLow) ProtoReflect 

func (x *YearLow) ProtoReflect() protoreflect.Message

func (*YearLow) Reset 

func (x *YearLow) Reset()

func (*YearLow) String 

func (x *YearLow) String() string

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