Type 3 data

Type 3 data stores the history of updates to the record.

A common use for data of this type is holding and viewing daily trade activity, where typically this mechanism will only be used for a day at a time before the Liberator's cache is deleted and the update list starts again.

Here's a record containing type 3 data. It records the history of quotations in a foreign exchange trading system, and the subject is /EURUSD.

Diagram of type 3 data structure in a record

This particular record holds the history of quotes for conversion between Euros and US Dollars. The boxes running from left to right are the fields of the record; these are

  • Desc (description)
  • Bid (bid price)
  • Ask (ask price)
  • Amt (maximum amount of dollars that can be traded at the quoted bid and ask prices)
  • Time (the date and time of the quote)

Each new record update is inserted at the end of the list. So the topmost line of fields contains the oldest known value of the record, and the bottom line of fields contains the most recent value of the record.

Caplin Liberator can maintain type 3 data structures, and it allows you to configure the amount of update history to be retained in the structure. When a client subscribes to a record containing type 3 data, it immediately receives from Liberator all cached updates, followed by any new updates as they occur.

 

See also: