Symbol open status

Detailed Description

The mktstate package provides the functionality to determine whether a symbol update has been received within the trading hours of its parent market.

There are three sorts of market CloseType handled by this package:

• "next" - The update after the market close time is the closing value
• "wait" - The next update with CloseField and CloseValue is the closing value. This could be used for example to interrogate a flag on the update
• "snapshot" - Takes a snapshot of the current data at the closing time.

These types sould be defined in the CloseType field, for example for Market AAA with a "next" closetype, the following pipeline configuration option should be used

database-insert "/TRADEGROUP/AAA"           "CloseType"             "next"

For market BBB which is of type "wait" whereby field "Status" has a value of "C" when the symbol has a close price, the following configuration options would be used:

database-insert "/TRADEGROUP/BBB"           "CloseType"             "wait"
database-insert "/TRADEGROUP/BBB"           "CloseField"            "Status"
database-insert "/TRADEGROUP/BBB"           "CloseValue"            "C"

Functions
	mktstate.handle (var updatepkt, var inname, var mkt)
	Handle the market status for equities. More...
	mktstate.force_reclose (var symname, var mkt)
	Force a symbol to reclose. More...
	mktstate.snapshot_close (var symname, var closename, var pricefieldname, var closefieldname)
	Create and send a snapshot close. More...
	mktstate.close_symbol (var mkt, var symname, var pricefieldname, var closefieldname)
	Handle closing a symbol. More...

Function Documentation

mktstate.close_symbol	(	var	mkt,
		var	symname,
		var	pricefieldname,
		var	closefieldname
	)

Handle closing a symbol.

Parameters

mkt	- Market that the symbol belongs to
symname	- Symbolname that we wish to close
pricefieldname	- Name of the output field used for price (data dictionary name)
closefieldname	- Name of the output field used for closing price (data dictionary name)

Return values

nil	- Next updates will close

Returns

- An update packet containing closing values

This function exists solely to handle the snapshot close markets

mktstate.force_reclose	(	var	symname,
		var	mkt
	)

Force a symbol to reclose.

Parameters

symname	- (incoming) Symbolname that we want to force to be open
mkt	- Market

Return values

nil	- No further action required
1	- Create a snapshot now

mktstate.handle	(	var	updatepkt,
		var	inname,
		var	mkt
	)

Handle the market status for equities.

Parameters

updatepkt	- Incoming update
inname	- Symbol name that we want to handle the market status of
mkt	- Market that this symbol belongs to

Note

In this implementation, the symbol name is the incoming feed symbol

Return values

mktstate.CLOSED	- Market is closed (don't send updates)
mktstate.OPEN	- Market is open (send updates)
mktstate.LASTUPDATE	- This is the last update

mktstate.snapshot_close	(	var	symname,
		var	closename,
		var	pricefieldname,
		var	closefieldname
	)

Create and send a snapshot close.

Parameters

symname	- Normalised name
closename	- Name to be used for the closing symbol
pricefieldname	- Name of the output field used for price (data dictionary name)
closefieldname	- Name of the output field used for closing price (data dictionary name)

Returns

An update packet containing the closing values