Created
August 15, 2012 18:39
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Event Types
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<dealEvent id="1"> | |
<refQ>100</refQ> // reference quotable | |
<reporter>123</reporter> // reporter {Bloomberg, Reuters, Datastream} | |
<serialDay>42000</serialDay> // include Gregorian attribute? | |
<millis>0</millis> // utc millis | |
<level>543.0</level> | |
<facets> // facets include a set of integer flags that indicate CLOSE, OPEN, WARN | |
<facet>1</facet> // mixed purpose but may be small enough set to be ok | |
</facets> | |
<pMaker>100</pMaker> // price maker id | |
<size>1000.0</size> // total units | |
<venue>100</venue> // venue id | |
<deal>100</deal> // deal id | |
<type>1</type> // type indicates IOI or EXECUTION | |
</dealEvent> |
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<indexEvent id="1"> | |
<refQ>100</refQ> | |
<reporter>100</reporter> | |
<serialDay>42000</serialDay> | |
<millis>1000</millis> | |
<level>321.0</level> | |
<facets/> | |
<type>0</type> | |
</indexEvent> |
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