Page Index - SpiderRock/SRDataFeed GitHub Wiki

55 page(s) in this GitHub Wiki:

• Home
• Cache Server
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• CBOE Indices Channel
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• ChannelThreadGroup design comments for CSPi DBL5
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• GreeksFeedHandlerExample
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• Improve how CLR assigns threads to processors and NUMA nodes
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• Migrating from V6 to V7 FAQ
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• msgOptionImpliedQuote: Loop messages
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• msgOptionImpliedQuote: option surface price bounding rules
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• msgOptionNbboQuote: bidMktType and askMktType
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• msgStockBookQuote: updateType = PrevPeriod
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• msgStockPrint: prtCont1 (print condition) field
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• msgStockPrint: prtVolume calculation
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• netTimestamp
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• Normalized OPRA Datafeed: Bandwidth Reduction Algorithm
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• OptionExchangeMask definitions
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• Overlapping data on stock channels
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• printSide in optionPrint messages
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• Sequence Numbers
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• SRDataStream future spec
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• Startup Time for Feeds
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• Stock and Options Feed Size Reduction (and when we queue up quotes)
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• Stock Odd Lot Prints
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• Stock symbology for non standard security categorizations
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• Symbol Mapping by channel
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• Synthetic index price tickers on stockbookquote channels
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• Unknown Message Types on some of our multicast channels
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• V7 feed timestamps
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