diff --git a/ncdssdk/src/main/python/ncdsclient/consumer/NasdaqKafkaAvroConsumer.py b/ncdssdk/src/main/python/ncdsclient/consumer/NasdaqKafkaAvroConsumer.py index 0d85d6e..a498b86 100644 --- a/ncdssdk/src/main/python/ncdsclient/consumer/NasdaqKafkaAvroConsumer.py +++ b/ncdssdk/src/main/python/ncdsclient/consumer/NasdaqKafkaAvroConsumer.py @@ -93,7 +93,7 @@ def get_kafka_consumer(self, stream_name, timestamp=None): if auto_offset_cfg == "earliest" or auto_offset_cfg == "smallest" or auto_offset_cfg == "beginning": self.logger.debug( f"Auto offset reset config set to: {auto_offset_cfg}") - return SeekToMidnight.seek_to_midnight_at_past_day(kafka_consumer, topic_partition, 0) + return SeekToMidnight.seek_to_midnight_at_past_day(kafka_consumer, topic_partition, 0, self.kafka_props.get(self.kafka_config_loader.TIMEOUT)) else: return kafka_consumer diff --git a/ncdssdk/src/main/python/ncdsclient/internal/ReadSchemaTopic.py b/ncdssdk/src/main/python/ncdsclient/internal/ReadSchemaTopic.py index 7e7449b..88b6856 100644 --- a/ncdssdk/src/main/python/ncdsclient/internal/ReadSchemaTopic.py +++ b/ncdssdk/src/main/python/ncdsclient/internal/ReadSchemaTopic.py @@ -6,7 +6,6 @@ from ncdssdk.src.main.python.ncdsclient.internal.utils.AuthenticationConfigLoader import AuthenticationConfigLoader from ncdssdk.src.main.python.ncdsclient.internal.utils.KafkaConfigLoader import KafkaConfigLoader import ncdssdk.src.main.resources as sysresources -import ncdssdk.src.main.resources.schemas as schemas from ncdssdk.src.main.python.ncdsclient.internal.KafkaAvroConsumer import KafkaAvroConsumer from confluent_kafka import TopicPartition from confluent_kafka import OFFSET_BEGINNING @@ -63,10 +62,6 @@ def read_schema(self, topic): message_schema = avro.schema.parse(latest_record_val['schema']) schema_consumer.close() - if not message_schema: - print("WARNING: Using the Old Schema! It might not be the latest schema.") - message_schema = self.internal_schema(topic) - self.logger.debug("Returning message schema in read_schema") return message_schema @@ -106,7 +101,7 @@ def get_consumer(self, client_id): self.kafka_props = KafkaConfigLoader.load_test_config() self.kafka_props[self.kafka_config_loader.AUTO_OFFSET_RESET_CONFIG] = 'earliest' - self.kafka_props[self.kafka_config_loader.GROUP_ID_CONFIG] = f'{client_id}1' + self.kafka_props[self.kafka_config_loader.GROUP_ID_CONFIG] = client_id kafka_avro_consumer = KafkaAvroConsumer( self.kafka_props, ctrl_msg_schema) @@ -116,7 +111,7 @@ def get_consumer(self, client_id): kafka_avro_consumer.assign([topic_partition]) - return SeekToMidnight.seek_to_midnight_at_past_day(kafka_avro_consumer, topic_partition, 7) + return SeekToMidnight.seek_to_midnight_at_past_day(kafka_avro_consumer, topic_partition, 6, self.kafka_props[self.kafka_config_loader.TIMEOUT]) def internal_schema(self, topic): try: diff --git a/ncdssdk/src/main/python/ncdsclient/internal/utils/SeekToMidnight.py b/ncdssdk/src/main/python/ncdsclient/internal/utils/SeekToMidnight.py index 1816204..73bdb58 100644 --- a/ncdssdk/src/main/python/ncdsclient/internal/utils/SeekToMidnight.py +++ b/ncdssdk/src/main/python/ncdsclient/internal/utils/SeekToMidnight.py @@ -6,14 +6,14 @@ logger = logging.getLogger(__name__) -def seek_to_midnight_at_past_day(kafka_avro_consumer, topic_partition, num_days_ago=0): +def seek_to_midnight_at_past_day(kafka_avro_consumer, topic_partition, num_days_ago=0, timeout=10): topic_partition.offset = get_timestamp_at_midnight(num_days_ago) logger.debug( f"Num days ago: {num_days_ago}. Setting partition offset to timestamp: {topic_partition.offset}") try: logger.debug(f"topic partition: {topic_partition}") offsets_for_times = kafka_avro_consumer.offsets_for_times( - [topic_partition], timeout=5) + [topic_partition], timeout=timeout) except Exception as e: logger.exception(e) sys.exit(0) diff --git a/ncdssdk/src/main/resources/consumer-properties.json b/ncdssdk/src/main/resources/consumer-properties.json deleted file mode 100644 index fcbd463..0000000 --- a/ncdssdk/src/main/resources/consumer-properties.json +++ /dev/null @@ -1,4 +0,0 @@ -{ - "num_messages": 500, - "timeout": 10 -} \ No newline at end of file diff --git a/ncdssdk/src/main/resources/schemas/CQT-CTA-A.avsc b/ncdssdk/src/main/resources/schemas/CQT-CTA-A.avsc deleted file mode 100644 index fddabb4..0000000 --- a/ncdssdk/src/main/resources/schemas/CQT-CTA-A.avsc +++ /dev/null @@ -1,474 +0,0 @@ -[ - { - "type": "record", - "name": "TradeMessage", - "namespace": "com.nasdaq.cqt", - "fields": [ - { - "name": "msg_type", - "type": "string" - }, - { - "name": "symbol", - "type": "string" - }, - { - "name": "price", - "type": "double" - }, - { - "name": "quantity", - "type": "long" - }, - { - "name": "canceled_indicator", - "type": "boolean" - }, - { - "name": "correction_indicator", - "type": "boolean" - }, - { - "name": "dott", - "type": "string" - }, - { - "name": "listing_venue", - "type": "string" - }, - { - "name": "market_center", - "type": "string" - }, - { - "name": "sub_market_center", - "type": "string" - }, - { - "name": "msn", - "type": "long" - }, - { - "name": "omsn", - "type": "long" - }, - { - "name": "sales_conditions", - "type": "string" - }, - { - "name": "trade_date", - "type": "string" - }, - { - "name": "upstream_seq", - "type": "long" - } - ], - "version": "1" - }, - { - "type": "record", - "name": "QuoteMessage", - "namespace": "com.nasdaq.cqt", - "fields": [ - { - "name": "msg_type", - "type": "string" - }, - { - "name": "symbol", - "type": "string" - }, - { - "name": "sipfeed", - "type": "string" - }, - { - "name": "upstream_seq", - "type": "long" - }, - { - "name": "market_center", - "type": "string" - }, - { - "name": "bid_price", - "type": "double" - }, - { - "name": "bid_quantity", - "type": "int" - }, - { - "name": "ask_price", - "type": "double" - }, - { - "name": "ask_quantity", - "type": "int" - }, - { - "name": "quote_conditions", - "type": "string" - }, - { - "name": "start_time", - "type": "string" - } - ], - "version": "1" - }, - { - "type": "record", - "name": "SystemEvent", - "namespace": "com.nasdaq.cqt", - "fields": [ - { - "name": "msg_type", - "type": "string" - }, - { - "name": "event_code", - "type": "string" - }, - { - "name": "market_center", - "type": "string" - }, - { - "name": "upstream_seq", - "type": "long" - } - ], - "version": "1" - }, - { - "type": "record", - "name": "IssueSymbol", - "namespace": "com.nasdaq.cqt", - "fields": [ - { - "name": "msg_type", - "type": "string" - }, - { - "name": "symbol", - "type": "string" - }, - { - "name": "security_name", - "type": "string" - }, - { - "name": "market_tier", - "type": "string" - }, - { - "name": "test_symbol", - "type": "boolean" - }, - { - "name": "round_lot_size", - "type": "int" - }, - { - "name": "financial_status_indicator", - "type": "string" - }, - { - "name": "upstream_seq", - "type": "long" - } - ], - "version": "1" - }, - { - "type": "record", - "name": "TradingAction", - "namespace": "com.nasdaq.cqt", - "fields": [ - { - "name": "msg_type", - "type": "string" - }, - { - "name": "source_market_center", - "type": "string" - }, - { - "name": "action_time", - "type": "string" - }, - { - "name": "symbol", - "type": "string" - }, - { - "name": "sipfeed", - "type": "string" - }, - { - "name": "upstream_seq", - "type": "long" - }, - { - "name": "action", - "type": "int" - }, - { - "name": "reason", - "type": "int" - } - ], - "version": "1" - }, - { - "type": "record", - "name": "MarketCenterTradingAction", - "namespace": "com.nasdaq.cqt", - "fields": [ - { - "name": "msg_type", - "type": "string" - }, - { - "name": "source_market_center", - "type": "string" - }, - { - "name": "market_center", - "type": "string" - }, - { - "name": "action_time", - "type": "string" - }, - { - "name": "symbol", - "type": "string" - }, - { - "name": "sipfeed", - "type": "string" - }, - { - "name": "upstream_seq", - "type": "long" - }, - { - "name": "action", - "type": "int" - }, - { - "name": "reason", - "type": "int" - } - ], - "version": "1" - }, - { - "type": "record", - "name": "RegSHORestrictionIndicator", - "namespace": "com.nasdaq.cqt", - "fields": [ - { - "name": "msg_type", - "type": "string" - }, - { - "name": "source_market_center", - "type": "string" - }, - { - "name": "action_time", - "type": "string" - }, - { - "name": "symbol", - "type": "string" - }, - { - "name": "sipfeed", - "type": "string" - }, - { - "name": "upstream_seq", - "type": "long" - }, - { - "name": "action", - "type": "int" - }, - { - "name": "reason", - "type": "int" - } - ], - "version": "1" - }, - { - "type": "record", - "name": "LimitUpLimitDown", - "namespace": "com.nasdaq.cqt", - "fields": [ - { - "name": "msg_type", - "type": "string" - }, - { - "name": "market_center", - "type": "string" - }, - { - "name": "timestamp", - "type": "string" - }, - { - "name": "symbol", - "type": "string" - }, - { - "name": "luld_price_band_indicator", - "type": "int" - }, - { - "name": "luld_time", - "type": "string" - }, - { - "name": "limit_down_price", - "type": "double" - }, - { - "name": "limit_up_price", - "type": "double" - }, - { - "name": "upstream_seq", - "type": "long" - } - ], - "version": "1" - }, - { - "type": "record", - "name": "MarketWideCircuitBreaker", - "namespace": "com.nasdaq.cqt", - "fields": [ - { - "name": "msg_type", - "type": "string" - }, - { - "name": "market_center", - "type": "string" - }, - { - "name": "timestamp", - "type": "string" - }, - { - "name": "mwcb_status", - "type": "string" - }, - { - "name": "upstream_seq", - "type": "long" - } - ], - "version": "1" - }, - { - "type": "record", - "name": "MarketWideCircuitBreakerDeclineLevel", - "namespace": "com.nasdaq.cqt", - "fields": [ - { - "name": "msg_type", - "type": "string" - }, - { - "name": "market_center", - "type": "string" - }, - { - "name": "timestamp", - "type": "string" - }, - { - "name": "mwcb_level_1", - "type": "double" - }, - { - "name": "mwcb_level_2", - "type": "double" - }, - { - "name": "mwcb_level_3", - "type": "double" - }, - { - "name": "upstream_seq", - "type": "long" - } - ], - "version": "1" - }, - { - "type": "record", - "name": "NBBOQuoteMessage", - "namespace": "com.nasdaq.cqt", - "fields": [ - { - "name": "msg_type", - "type": "string" - }, - { - "name": "symbol", - "type": "string" - }, - { - "name": "sipfeed", - "type": "string" - }, - { - "name": "upstream_seq", - "type": "long" - }, - { - "name": "bid_market_center", - "type": "string" - }, - { - "name": "bid_price", - "type": "double" - }, - { - "name": "bid_quantity", - "type": "int" - }, - { - "name": "ask_market_center", - "type": "string" - }, - { - "name": "ask_price", - "type": "double" - }, - { - "name": "ask_quantity", - "type": "int" - }, - { - "name": "quote_conditions", - "type": "string" - }, - { - "name": "start_time", - "type": "string" - } - ], - "version": "1" - } -] \ No newline at end of file diff --git a/ncdssdk/src/main/resources/schemas/CQT-CTA-B.avsc b/ncdssdk/src/main/resources/schemas/CQT-CTA-B.avsc deleted file mode 100644 index fddabb4..0000000 --- a/ncdssdk/src/main/resources/schemas/CQT-CTA-B.avsc +++ /dev/null @@ -1,474 +0,0 @@ -[ - { - "type": "record", - "name": "TradeMessage", - "namespace": "com.nasdaq.cqt", - "fields": [ - { - "name": "msg_type", - "type": "string" - }, - { - "name": "symbol", - "type": "string" - }, - { - "name": "price", - "type": "double" - }, - { - "name": "quantity", - "type": "long" - }, - { - "name": "canceled_indicator", - "type": "boolean" - }, - { - "name": "correction_indicator", - "type": "boolean" - }, - { - "name": "dott", - "type": "string" - }, - { - "name": "listing_venue", - "type": "string" - }, - { - "name": "market_center", - "type": "string" - }, - { - "name": "sub_market_center", - "type": "string" - }, - { - "name": "msn", - "type": "long" - }, - { - "name": "omsn", - "type": "long" - }, - { - "name": "sales_conditions", - "type": "string" - }, - { - "name": "trade_date", - "type": "string" - }, - { - "name": "upstream_seq", - "type": "long" - } - ], - "version": "1" - }, - { - "type": "record", - "name": "QuoteMessage", - "namespace": "com.nasdaq.cqt", - "fields": [ - { - "name": "msg_type", - "type": "string" - }, - { - "name": "symbol", - "type": "string" - }, - { - "name": "sipfeed", - "type": "string" - }, - { - "name": "upstream_seq", - "type": "long" - }, - { - "name": "market_center", - "type": "string" - }, - { - "name": "bid_price", - "type": "double" - }, - { - "name": "bid_quantity", - "type": "int" - }, - { - "name": "ask_price", - "type": "double" - }, - { - "name": "ask_quantity", - "type": "int" - }, - { - "name": "quote_conditions", - "type": "string" - }, - { - "name": "start_time", - "type": "string" - } - ], - "version": "1" - }, - { - "type": "record", - "name": "SystemEvent", - "namespace": "com.nasdaq.cqt", - "fields": [ - { - "name": "msg_type", - "type": "string" - }, - { - "name": "event_code", - "type": "string" - }, - { - "name": "market_center", - "type": "string" - }, - { - "name": "upstream_seq", - "type": "long" - } - ], - "version": "1" - }, - { - "type": "record", - "name": "IssueSymbol", - "namespace": "com.nasdaq.cqt", - "fields": [ - { - "name": "msg_type", - "type": "string" - }, - { - "name": "symbol", - "type": "string" - }, - { - "name": "security_name", - "type": "string" - }, - { - "name": "market_tier", - "type": "string" - }, - { - "name": "test_symbol", - "type": "boolean" - }, - { - "name": "round_lot_size", - "type": "int" - }, - { - "name": "financial_status_indicator", - "type": "string" - }, - { - "name": "upstream_seq", - "type": "long" - } - ], - "version": "1" - }, - { - "type": "record", - "name": "TradingAction", - "namespace": "com.nasdaq.cqt", - "fields": [ - { - "name": "msg_type", - "type": "string" - }, - { - "name": "source_market_center", - "type": "string" - }, - { - "name": "action_time", - "type": "string" - }, - { - "name": "symbol", - "type": "string" - }, - { - "name": "sipfeed", - "type": "string" - }, - { - "name": "upstream_seq", - "type": "long" - }, - { - "name": "action", - "type": "int" - }, - { - "name": "reason", - "type": "int" - } - ], - "version": "1" - }, - { - "type": "record", - "name": "MarketCenterTradingAction", - "namespace": "com.nasdaq.cqt", - "fields": [ - { - "name": "msg_type", - "type": "string" - }, - { - "name": "source_market_center", - "type": "string" - }, - { - "name": "market_center", - "type": "string" - }, - { - "name": "action_time", - "type": "string" - }, - { - "name": "symbol", - "type": "string" - }, - { - "name": "sipfeed", - "type": "string" - }, - { - "name": "upstream_seq", - "type": "long" - }, - { - "name": "action", - "type": "int" - }, - { - "name": "reason", - "type": "int" - } - ], - "version": "1" - }, - { - "type": "record", - "name": "RegSHORestrictionIndicator", - "namespace": "com.nasdaq.cqt", - "fields": [ - { - "name": "msg_type", - "type": "string" - }, - { - "name": "source_market_center", - "type": "string" - }, - { - "name": "action_time", - "type": "string" - }, - { - "name": "symbol", - "type": "string" - }, - { - "name": "sipfeed", - "type": "string" - }, - { - "name": "upstream_seq", - "type": "long" - }, - { - "name": "action", - "type": "int" - }, - { - "name": "reason", - "type": "int" - } - ], - "version": "1" - }, - { - "type": "record", - "name": "LimitUpLimitDown", - "namespace": "com.nasdaq.cqt", - "fields": [ - { - "name": "msg_type", - "type": "string" - }, - { - "name": "market_center", - "type": "string" - }, - { - "name": "timestamp", - "type": "string" - }, - { - "name": "symbol", - "type": "string" - }, - { - "name": "luld_price_band_indicator", - "type": "int" - }, - { - "name": "luld_time", - "type": "string" - }, - { - "name": "limit_down_price", - "type": "double" - }, - { - "name": "limit_up_price", - "type": "double" - }, - { - "name": "upstream_seq", - "type": "long" - } - ], - "version": "1" - }, - { - "type": "record", - "name": "MarketWideCircuitBreaker", - "namespace": "com.nasdaq.cqt", - "fields": [ - { - "name": "msg_type", - "type": "string" - }, - { - "name": "market_center", - "type": "string" - }, - { - "name": "timestamp", - "type": "string" - }, - { - "name": "mwcb_status", - "type": "string" - }, - { - "name": "upstream_seq", - "type": "long" - } - ], - "version": "1" - }, - { - "type": "record", - "name": "MarketWideCircuitBreakerDeclineLevel", - "namespace": "com.nasdaq.cqt", - "fields": [ - { - "name": "msg_type", - "type": "string" - }, - { - "name": "market_center", - "type": "string" - }, - { - "name": "timestamp", - "type": "string" - }, - { - "name": "mwcb_level_1", - "type": "double" - }, - { - "name": "mwcb_level_2", - "type": "double" - }, - { - "name": "mwcb_level_3", - "type": "double" - }, - { - "name": "upstream_seq", - "type": "long" - } - ], - "version": "1" - }, - { - "type": "record", - "name": "NBBOQuoteMessage", - "namespace": "com.nasdaq.cqt", - "fields": [ - { - "name": "msg_type", - "type": "string" - }, - { - "name": "symbol", - "type": "string" - }, - { - "name": "sipfeed", - "type": "string" - }, - { - "name": "upstream_seq", - "type": "long" - }, - { - "name": "bid_market_center", - "type": "string" - }, - { - "name": "bid_price", - "type": "double" - }, - { - "name": "bid_quantity", - "type": "int" - }, - { - "name": "ask_market_center", - "type": "string" - }, - { - "name": "ask_price", - "type": "double" - }, - { - "name": "ask_quantity", - "type": "int" - }, - { - "name": "quote_conditions", - "type": "string" - }, - { - "name": "start_time", - "type": "string" - } - ], - "version": "1" - } -] \ No newline at end of file diff --git a/ncdssdk/src/main/resources/schemas/CQT-OTCBB.avsc b/ncdssdk/src/main/resources/schemas/CQT-OTCBB.avsc deleted file mode 100644 index fddabb4..0000000 --- a/ncdssdk/src/main/resources/schemas/CQT-OTCBB.avsc +++ /dev/null @@ -1,474 +0,0 @@ -[ - { - "type": "record", - "name": "TradeMessage", - "namespace": "com.nasdaq.cqt", - "fields": [ - { - "name": "msg_type", - "type": "string" - }, - { - "name": "symbol", - "type": "string" - }, - { - "name": "price", - "type": "double" - }, - { - "name": "quantity", - "type": "long" - }, - { - "name": "canceled_indicator", - "type": "boolean" - }, - { - "name": "correction_indicator", - "type": "boolean" - }, - { - "name": "dott", - "type": "string" - }, - { - "name": "listing_venue", - "type": "string" - }, - { - "name": "market_center", - "type": "string" - }, - { - "name": "sub_market_center", - "type": "string" - }, - { - "name": "msn", - "type": "long" - }, - { - "name": "omsn", - "type": "long" - }, - { - "name": "sales_conditions", - "type": "string" - }, - { - "name": "trade_date", - "type": "string" - }, - { - "name": "upstream_seq", - "type": "long" - } - ], - "version": "1" - }, - { - "type": "record", - "name": "QuoteMessage", - "namespace": "com.nasdaq.cqt", - "fields": [ - { - "name": "msg_type", - "type": "string" - }, - { - "name": "symbol", - "type": "string" - }, - { - "name": "sipfeed", - "type": "string" - }, - { - "name": "upstream_seq", - "type": "long" - }, - { - "name": "market_center", - "type": "string" - }, - { - "name": "bid_price", - "type": "double" - }, - { - "name": "bid_quantity", - "type": "int" - }, - { - "name": "ask_price", - "type": "double" - }, - { - "name": "ask_quantity", - "type": "int" - }, - { - "name": "quote_conditions", - "type": "string" - }, - { - "name": "start_time", - "type": "string" - } - ], - "version": "1" - }, - { - "type": "record", - "name": "SystemEvent", - "namespace": "com.nasdaq.cqt", - "fields": [ - { - "name": "msg_type", - "type": "string" - }, - { - "name": "event_code", - "type": "string" - }, - { - "name": "market_center", - "type": "string" - }, - { - "name": "upstream_seq", - "type": "long" - } - ], - "version": "1" - }, - { - "type": "record", - "name": "IssueSymbol", - "namespace": "com.nasdaq.cqt", - "fields": [ - { - "name": "msg_type", - "type": "string" - }, - { - "name": "symbol", - "type": "string" - }, - { - "name": "security_name", - "type": "string" - }, - { - "name": "market_tier", - "type": "string" - }, - { - "name": "test_symbol", - "type": "boolean" - }, - { - "name": "round_lot_size", - "type": "int" - }, - { - "name": "financial_status_indicator", - "type": "string" - }, - { - "name": "upstream_seq", - "type": "long" - } - ], - "version": "1" - }, - { - "type": "record", - "name": "TradingAction", - "namespace": "com.nasdaq.cqt", - "fields": [ - { - "name": "msg_type", - "type": "string" - }, - { - "name": "source_market_center", - "type": "string" - }, - { - "name": "action_time", - "type": "string" - }, - { - "name": "symbol", - "type": "string" - }, - { - "name": "sipfeed", - "type": "string" - }, - { - "name": "upstream_seq", - "type": "long" - }, - { - "name": "action", - "type": "int" - }, - { - "name": "reason", - "type": "int" - } - ], - "version": "1" - }, - { - "type": "record", - "name": "MarketCenterTradingAction", - "namespace": "com.nasdaq.cqt", - "fields": [ - { - "name": "msg_type", - "type": "string" - }, - { - "name": "source_market_center", - "type": "string" - }, - { - "name": "market_center", - "type": "string" - }, - { - "name": "action_time", - "type": "string" - }, - { - "name": "symbol", - "type": "string" - }, - { - "name": "sipfeed", - "type": "string" - }, - { - "name": "upstream_seq", - "type": "long" - }, - { - "name": "action", - "type": "int" - }, - { - "name": "reason", - "type": "int" - } - ], - "version": "1" - }, - { - "type": "record", - "name": "RegSHORestrictionIndicator", - "namespace": "com.nasdaq.cqt", - "fields": [ - { - "name": "msg_type", - "type": "string" - }, - { - "name": "source_market_center", - "type": "string" - }, - { - "name": "action_time", - "type": "string" - }, - { - "name": "symbol", - "type": "string" - }, - { - "name": "sipfeed", - "type": "string" - }, - { - "name": "upstream_seq", - "type": "long" - }, - { - "name": "action", - "type": "int" - }, - { - "name": "reason", - "type": "int" - } - ], - "version": "1" - }, - { - "type": "record", - "name": "LimitUpLimitDown", - "namespace": "com.nasdaq.cqt", - "fields": [ - { - "name": "msg_type", - "type": "string" - }, - { - "name": "market_center", - "type": "string" - }, - { - "name": "timestamp", - "type": "string" - }, - { - "name": "symbol", - "type": "string" - }, - { - "name": "luld_price_band_indicator", - "type": "int" - }, - { - "name": "luld_time", - "type": "string" - }, - { - "name": "limit_down_price", - "type": "double" - }, - { - "name": "limit_up_price", - "type": "double" - }, - { - "name": "upstream_seq", - "type": "long" - } - ], - "version": "1" - }, - { - "type": "record", - "name": "MarketWideCircuitBreaker", - "namespace": "com.nasdaq.cqt", - "fields": [ - { - "name": "msg_type", - "type": "string" - }, - { - "name": "market_center", - "type": "string" - }, - { - "name": "timestamp", - "type": "string" - }, - { - "name": "mwcb_status", - "type": "string" - }, - { - "name": "upstream_seq", - "type": "long" - } - ], - "version": "1" - }, - { - "type": "record", - "name": "MarketWideCircuitBreakerDeclineLevel", - "namespace": "com.nasdaq.cqt", - "fields": [ - { - "name": "msg_type", - "type": "string" - }, - { - "name": "market_center", - "type": "string" - }, - { - "name": "timestamp", - "type": "string" - }, - { - "name": "mwcb_level_1", - "type": "double" - }, - { - "name": "mwcb_level_2", - "type": "double" - }, - { - "name": "mwcb_level_3", - "type": "double" - }, - { - "name": "upstream_seq", - "type": "long" - } - ], - "version": "1" - }, - { - "type": "record", - "name": "NBBOQuoteMessage", - "namespace": "com.nasdaq.cqt", - "fields": [ - { - "name": "msg_type", - "type": "string" - }, - { - "name": "symbol", - "type": "string" - }, - { - "name": "sipfeed", - "type": "string" - }, - { - "name": "upstream_seq", - "type": "long" - }, - { - "name": "bid_market_center", - "type": "string" - }, - { - "name": "bid_price", - "type": "double" - }, - { - "name": "bid_quantity", - "type": "int" - }, - { - "name": "ask_market_center", - "type": "string" - }, - { - "name": "ask_price", - "type": "double" - }, - { - "name": "ask_quantity", - "type": "int" - }, - { - "name": "quote_conditions", - "type": "string" - }, - { - "name": "start_time", - "type": "string" - } - ], - "version": "1" - } -] \ No newline at end of file diff --git a/ncdssdk/src/main/resources/schemas/CQT-UTPBIN.avsc b/ncdssdk/src/main/resources/schemas/CQT-UTPBIN.avsc deleted file mode 100644 index fddabb4..0000000 --- a/ncdssdk/src/main/resources/schemas/CQT-UTPBIN.avsc +++ /dev/null @@ -1,474 +0,0 @@ -[ - { - "type": "record", - "name": "TradeMessage", - "namespace": "com.nasdaq.cqt", - "fields": [ - { - "name": "msg_type", - "type": "string" - }, - { - "name": "symbol", - "type": "string" - }, - { - "name": "price", - "type": "double" - }, - { - "name": "quantity", - "type": "long" - }, - { - "name": "canceled_indicator", - "type": "boolean" - }, - { - "name": "correction_indicator", - "type": "boolean" - }, - { - "name": "dott", - "type": "string" - }, - { - "name": "listing_venue", - "type": "string" - }, - { - "name": "market_center", - "type": "string" - }, - { - "name": "sub_market_center", - "type": "string" - }, - { - "name": "msn", - "type": "long" - }, - { - "name": "omsn", - "type": "long" - }, - { - "name": "sales_conditions", - "type": "string" - }, - { - "name": "trade_date", - "type": "string" - }, - { - "name": "upstream_seq", - "type": "long" - } - ], - "version": "1" - }, - { - "type": "record", - "name": "QuoteMessage", - "namespace": "com.nasdaq.cqt", - "fields": [ - { - "name": "msg_type", - "type": "string" - }, - { - "name": "symbol", - "type": "string" - }, - { - "name": "sipfeed", - "type": "string" - }, - { - "name": "upstream_seq", - "type": "long" - }, - { - "name": "market_center", - "type": "string" - }, - { - "name": "bid_price", - "type": "double" - }, - { - "name": "bid_quantity", - "type": "int" - }, - { - "name": "ask_price", - "type": "double" - }, - { - "name": "ask_quantity", - "type": "int" - }, - { - "name": "quote_conditions", - "type": "string" - }, - { - "name": "start_time", - "type": "string" - } - ], - "version": "1" - }, - { - "type": "record", - "name": "SystemEvent", - "namespace": "com.nasdaq.cqt", - "fields": [ - { - "name": "msg_type", - "type": "string" - }, - { - "name": "event_code", - "type": "string" - }, - { - "name": "market_center", - "type": "string" - }, - { - "name": "upstream_seq", - "type": "long" - } - ], - "version": "1" - }, - { - "type": "record", - "name": "IssueSymbol", - "namespace": "com.nasdaq.cqt", - "fields": [ - { - "name": "msg_type", - "type": "string" - }, - { - "name": "symbol", - "type": "string" - }, - { - "name": "security_name", - "type": "string" - }, - { - "name": "market_tier", - "type": "string" - }, - { - "name": "test_symbol", - "type": "boolean" - }, - { - "name": "round_lot_size", - "type": "int" - }, - { - "name": "financial_status_indicator", - "type": "string" - }, - { - "name": "upstream_seq", - "type": "long" - } - ], - "version": "1" - }, - { - "type": "record", - "name": "TradingAction", - "namespace": "com.nasdaq.cqt", - "fields": [ - { - "name": "msg_type", - "type": "string" - }, - { - "name": "source_market_center", - "type": "string" - }, - { - "name": "action_time", - "type": "string" - }, - { - "name": "symbol", - "type": "string" - }, - { - "name": "sipfeed", - "type": "string" - }, - { - "name": "upstream_seq", - "type": "long" - }, - { - "name": "action", - "type": "int" - }, - { - "name": "reason", - "type": "int" - } - ], - "version": "1" - }, - { - "type": "record", - "name": "MarketCenterTradingAction", - "namespace": "com.nasdaq.cqt", - "fields": [ - { - "name": "msg_type", - "type": "string" - }, - { - "name": "source_market_center", - "type": "string" - }, - { - "name": "market_center", - "type": "string" - }, - { - "name": "action_time", - "type": "string" - }, - { - "name": "symbol", - "type": "string" - }, - { - "name": "sipfeed", - "type": "string" - }, - { - "name": "upstream_seq", - "type": "long" - }, - { - "name": "action", - "type": "int" - }, - { - "name": "reason", - "type": "int" - } - ], - "version": "1" - }, - { - "type": "record", - "name": "RegSHORestrictionIndicator", - "namespace": "com.nasdaq.cqt", - "fields": [ - { - "name": "msg_type", - "type": "string" - }, - { - "name": "source_market_center", - "type": "string" - }, - { - "name": "action_time", - "type": "string" - }, - { - "name": "symbol", - "type": "string" - }, - { - "name": "sipfeed", - "type": "string" - }, - { - "name": "upstream_seq", - "type": "long" - }, - { - "name": "action", - "type": "int" - }, - { - "name": "reason", - "type": "int" - } - ], - "version": "1" - }, - { - "type": "record", - "name": "LimitUpLimitDown", - "namespace": "com.nasdaq.cqt", - "fields": [ - { - "name": "msg_type", - "type": "string" - }, - { - "name": "market_center", - "type": "string" - }, - { - "name": "timestamp", - "type": "string" - }, - { - "name": "symbol", - "type": "string" - }, - { - "name": "luld_price_band_indicator", - "type": "int" - }, - { - "name": "luld_time", - "type": "string" - }, - { - "name": "limit_down_price", - "type": "double" - }, - { - "name": "limit_up_price", - "type": "double" - }, - { - "name": "upstream_seq", - "type": "long" - } - ], - "version": "1" - }, - { - "type": "record", - "name": "MarketWideCircuitBreaker", - "namespace": "com.nasdaq.cqt", - "fields": [ - { - "name": "msg_type", - "type": "string" - }, - { - "name": "market_center", - "type": "string" - }, - { - "name": "timestamp", - "type": "string" - }, - { - "name": "mwcb_status", - "type": "string" - }, - { - "name": "upstream_seq", - "type": "long" - } - ], - "version": "1" - }, - { - "type": "record", - "name": "MarketWideCircuitBreakerDeclineLevel", - "namespace": "com.nasdaq.cqt", - "fields": [ - { - "name": "msg_type", - "type": "string" - }, - { - "name": "market_center", - "type": "string" - }, - { - "name": "timestamp", - "type": "string" - }, - { - "name": "mwcb_level_1", - "type": "double" - }, - { - "name": "mwcb_level_2", - "type": "double" - }, - { - "name": "mwcb_level_3", - "type": "double" - }, - { - "name": "upstream_seq", - "type": "long" - } - ], - "version": "1" - }, - { - "type": "record", - "name": "NBBOQuoteMessage", - "namespace": "com.nasdaq.cqt", - "fields": [ - { - "name": "msg_type", - "type": "string" - }, - { - "name": "symbol", - "type": "string" - }, - { - "name": "sipfeed", - "type": "string" - }, - { - "name": "upstream_seq", - "type": "long" - }, - { - "name": "bid_market_center", - "type": "string" - }, - { - "name": "bid_price", - "type": "double" - }, - { - "name": "bid_quantity", - "type": "int" - }, - { - "name": "ask_market_center", - "type": "string" - }, - { - "name": "ask_price", - "type": "double" - }, - { - "name": "ask_quantity", - "type": "int" - }, - { - "name": "quote_conditions", - "type": "string" - }, - { - "name": "start_time", - "type": "string" - } - ], - "version": "1" - } -] \ No newline at end of file diff --git a/ncdssdk/src/main/resources/schemas/CTA-A-UF30.avsc b/ncdssdk/src/main/resources/schemas/CTA-A-UF30.avsc deleted file mode 100644 index ed4e451..0000000 --- a/ncdssdk/src/main/resources/schemas/CTA-A-UF30.avsc +++ /dev/null @@ -1,3715 +0,0 @@ -[ { - "type" : "record", - "name" : "SeqAdminText", - "namespace" : "com.nasdaq.marketdata.sequencer.applications.datafeed.ultrafeed.ultrafeed30.messaging", - "fields" : [ { - "name" : "SoupPartition", - "type" : "int" - }, { - "name" : "SoupSequence", - "type" : "long" - }, { - "name" : "msgType", - "type" : "string" - }, { - "name" : "protocol", - "type" : "string" - }, { - "name" : "channelIndex", - "type" : "string" - }, { - "name" : "msgFlags", - "type" : "string" - }, { - "name" : "srcSequence", - "type" : "int" - }, { - "name" : "srcNanos", - "type" : "int" - }, { - "name" : "text", - "type" : "string" - } ], - "version" : "1" -}, { - "type" : "record", - "name" : "SeqAlternateSymbol", - "namespace" : "com.nasdaq.marketdata.sequencer.applications.datafeed.ultrafeed.ultrafeed30.messaging", - "fields" : [ { - "name" : "SoupPartition", - "type" : "int" - }, { - "name" : "SoupSequence", - "type" : "long" - }, { - "name" : "msgType", - "type" : "string" - }, { - "name" : "sLocate", - "type" : "int" - }, { - "name" : "symbolType", - "type" : "string" - }, { - "name" : "symbol", - "type" : "string" - } ], - "version" : "1" -}, { - "type" : "record", - "name" : "SeqAsOfTrade", - "namespace" : "com.nasdaq.marketdata.sequencer.applications.datafeed.ultrafeed.ultrafeed30.messaging", - "fields" : [ { - "name" : "SoupPartition", - "type" : "int" - }, { - "name" : "SoupSequence", - "type" : "long" - }, { - "name" : "msgType", - "type" : "string" - }, { - "name" : "protocol", - "type" : "string" - }, { - "name" : "channelIndex", - "type" : "string" - }, { - "name" : "msgFlags", - "type" : "string" - }, { - "name" : "srcSequence", - "type" : "int" - }, { - "name" : "srcNanos", - "type" : "int" - }, { - "name" : "sLocate", - "type" : "int" - }, { - "name" : "mcLocate", - "type" : "int" - }, { - "name" : "tradeId", - "type" : "int" - }, { - "name" : "denom", - "type" : "string" - }, { - "name" : "price", - "type" : "long" - }, { - "name" : "volume", - "type" : "long" - }, { - "name" : "priceFlags", - "type" : "string" - }, { - "name" : "eligFlags", - "type" : "string" - }, { - "name" : "reportFlags", - "type" : "int" - }, { - "name" : "month", - "type" : "string" - }, { - "name" : "day", - "type" : "string" - }, { - "name" : "year", - "type" : "int" - }, { - "name" : "reportNanos", - "type" : "long" - }, { - "name" : "appendages", - "type" : "bytes" - } ], - "version" : "1" -}, { - "type" : "record", - "name" : "SeqAsOfTradeCancel", - "namespace" : "com.nasdaq.marketdata.sequencer.applications.datafeed.ultrafeed.ultrafeed30.messaging", - "fields" : [ { - "name" : "SoupPartition", - "type" : "int" - }, { - "name" : "SoupSequence", - "type" : "long" - }, { - "name" : "msgType", - "type" : "string" - }, { - "name" : "protocol", - "type" : "string" - }, { - "name" : "channelIndex", - "type" : "string" - }, { - "name" : "msgFlags", - "type" : "string" - }, { - "name" : "srcSequence", - "type" : "int" - }, { - "name" : "srcNanos", - "type" : "int" - }, { - "name" : "sLocate", - "type" : "int" - }, { - "name" : "mcLocate", - "type" : "int" - }, { - "name" : "tradeId", - "type" : "int" - }, { - "name" : "denom", - "type" : "string" - }, { - "name" : "price", - "type" : "long" - }, { - "name" : "volume", - "type" : "long" - }, { - "name" : "priceFlags", - "type" : "string" - }, { - "name" : "eligFlags", - "type" : "string" - }, { - "name" : "reportFlags", - "type" : "int" - }, { - "name" : "month", - "type" : "string" - }, { - "name" : "day", - "type" : "string" - }, { - "name" : "year", - "type" : "int" - }, { - "name" : "reportNanos", - "type" : "long" - }, { - "name" : "cancelFlags", - "type" : "string" - }, { - "name" : "appendages", - "type" : "bytes" - } ], - "version" : "1" -}, { - "type" : "record", - "name" : "SeqAsOfTradeCorrection", - "namespace" : "com.nasdaq.marketdata.sequencer.applications.datafeed.ultrafeed.ultrafeed30.messaging", - "fields" : [ { - "name" : "SoupPartition", - "type" : "int" - }, { - "name" : "SoupSequence", - "type" : "long" - }, { - "name" : "msgType", - "type" : "string" - }, { - "name" : "protocol", - "type" : "string" - }, { - "name" : "channelIndex", - "type" : "string" - }, { - "name" : "msgFlags", - "type" : "string" - }, { - "name" : "srcSequence", - "type" : "int" - }, { - "name" : "srcNanos", - "type" : "int" - }, { - "name" : "sLocate", - "type" : "int" - }, { - "name" : "mcLocate", - "type" : "int" - }, { - "name" : "oldTradeId", - "type" : "int" - }, { - "name" : "oldDenom", - "type" : "string" - }, { - "name" : "oldPrice", - "type" : "long" - }, { - "name" : "oldVolume", - "type" : "long" - }, { - "name" : "oldPriceFlags", - "type" : "string" - }, { - "name" : "oldEligFlags", - "type" : "string" - }, { - "name" : "oldReportFlags", - "type" : "int" - }, { - "name" : "oldMonth", - "type" : "string" - }, { - "name" : "oldDay", - "type" : "string" - }, { - "name" : "oldYear", - "type" : "int" - }, { - "name" : "oldReportNanos", - "type" : "long" - }, { - "name" : "newTradeId", - "type" : "int" - }, { - "name" : "newDenom", - "type" : "string" - }, { - "name" : "newPrice", - "type" : "long" - }, { - "name" : "newVolume", - "type" : "long" - }, { - "name" : "newPriceFlags", - "type" : "string" - }, { - "name" : "newEligFlags", - "type" : "string" - }, { - "name" : "newReportFlags", - "type" : "int" - }, { - "name" : "newMonth", - "type" : "string" - }, { - "name" : "newDay", - "type" : "string" - }, { - "name" : "newYear", - "type" : "int" - }, { - "name" : "newReportNanos", - "type" : "long" - }, { - "name" : "correctionFlags", - "type" : "string" - }, { - "name" : "appendages", - "type" : "bytes" - } ], - "version" : "1" -}, { - "type" : "record", - "name" : "SeqAsOfTradeFractional", - "namespace" : "com.nasdaq.marketdata.sequencer.applications.datafeed.ultrafeed.ultrafeed30.messaging", - "fields" : [ { - "name" : "SoupPartition", - "type" : "int" - }, { - "name" : "SoupSequence", - "type" : "long" - }, { - "name" : "msgType", - "type" : "string" - }, { - "name" : "protocol", - "type" : "string" - }, { - "name" : "channelIndex", - "type" : "string" - }, { - "name" : "msgFlags", - "type" : "string" - }, { - 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- "name" : "quoteFlags", - "type" : "string" - }, { - "name" : "bidFlags", - "type" : "string" - }, { - "name" : "askFlags", - "type" : "string" - }, { - "name" : "appendages", - "type" : "bytes" - } ], - "version" : "1" -}, { - "type" : "record", - "name" : "SeqTwoSidedQuoteLong", - "namespace" : "com.nasdaq.marketdata.sequencer.applications.datafeed.ultrafeed.ultrafeed30.messaging", - "fields" : [ { - "name" : "SoupPartition", - "type" : "int" - }, { - "name" : "SoupSequence", - "type" : "long" - }, { - "name" : "msgType", - "type" : "string" - }, { - "name" : "protocol", - "type" : "string" - }, { - "name" : "channelIndex", - "type" : "string" - }, { - "name" : "msgFlags", - "type" : "string" - }, { - "name" : "srcSequence", - "type" : "int" - }, { - "name" : "srcNanos", - "type" : "int" - }, { - "name" : "sLocate", - "type" : "int" - }, { - "name" : "mcLocate", - "type" : "int" - }, { - "name" : "mmLocate", - "type" : "int" - }, { - "name" : "bidPrice", - "type" : "int" - }, { - "name" : "bidSize", - "type" : "int" - }, { - "name" : "askPrice", - "type" : "int" - }, { - "name" : "askSize", - "type" : "int" - }, { - "name" : "condition", - "type" : "string" - }, { - "name" : "quoteFlags", - "type" : "string" - }, { - "name" : "bidFlags", - "type" : "string" - }, { - "name" : "askFlags", - "type" : "string" - }, { - "name" : "appendages", - "type" : "bytes" - } ], - "version" : "1" -}, { - "type" : "record", - "name" : "SeqTwoSidedQuoteShort", - "namespace" : "com.nasdaq.marketdata.sequencer.applications.datafeed.ultrafeed.ultrafeed30.messaging", - "fields" : [ { - "name" : "SoupPartition", - "type" : "int" - }, { - "name" : "SoupSequence", - "type" : "long" - }, { - "name" : "msgType", - "type" : "string" - }, { - "name" : "protocol", - "type" : "string" - }, { - "name" : "channelIndex", - "type" : "string" - }, { - "name" : "msgFlags", - "type" : "string" - }, { - "name" : "srcSequence", - "type" : "int" - }, { - "name" : "srcNanos", - "type" : "int" - }, { - "name" : "sLocate", - "type" : "int" - }, { - "name" : "mcLocate", - "type" : "int" - }, { - "name" : "mmLocate", - "type" : "int" - }, { - "name" : "bidPrice", - "type" : "int" - }, { - "name" : "bidSize", - "type" : "int" - }, { - "name" : "askPrice", - "type" : "int" - }, { - "name" : "askSize", - "type" : "int" - }, { - "name" : "condition", - "type" : "string" - }, { - "name" : "quoteFlags", - "type" : "string" - }, { - "name" : "bidFlags", - "type" : "string" - }, { - "name" : "askFlags", - "type" : "string" - }, { - "name" : "appendages", - "type" : "bytes" - } ], - "version" : "1" -}, { - "type" : "record", - "name" : "SeqValueUpdate", - "namespace" : "com.nasdaq.marketdata.sequencer.applications.datafeed.ultrafeed.ultrafeed30.messaging", - "fields" : [ { - "name" : "SoupPartition", - "type" : "int" - }, { - "name" : "SoupSequence", - "type" : "long" - }, { - "name" : "msgType", - "type" : "string" - }, { - "name" : "protocol", - "type" : "string" - }, { - "name" : "channelIndex", - "type" : "string" - }, { - "name" : "msgFlags", - "type" : "string" - }, { - "name" : "srcSequence", - "type" : "int" - }, { - "name" : "srcNanos", - "type" : "int" - }, { - "name" : "sLocate", - "type" : "int" - }, { - "name" : "mcLocate", - "type" : "int" - }, { - "name" : "flags", - "type" : "int" - }, { - "name" : "appendages", - "type" : "bytes" - } ], - "version" : "1" -} ] \ No newline at end of file diff --git a/ncdssdk/src/main/resources/schemas/GIDS.avsc b/ncdssdk/src/main/resources/schemas/GIDS.avsc deleted file mode 100644 index ceb5fa9..0000000 --- a/ncdssdk/src/main/resources/schemas/GIDS.avsc +++ /dev/null @@ -1,565 +0,0 @@ -[ { - "type" : "record", - "name" : "SeqCommoditySummary", - "namespace" : "com.nasdaq.marketdata.sequencer.applications.datafeed.gids20feed.messaging", - "fields" : [ { - "name" : "SoupPartition", - "type" : "int" - }, { - "name" : "SoupSequence", - "type" : "long" - }, { - "name" : "msgType", - "type" : "string" - }, { - "name" : "timeStamp", - "type" : "int" - }, { - "name" : "fpType", - "type" : "string" - }, { - "name" : "brand", - "type" : "string" - }, { - "name" : "series", - "type" : "string" - }, { - "name" : "instrumentID", - "type" : "string" - }, { - "name" : "summaryType", - "type" : "string" - }, { - "name" : "sodValue", - "type" : "long" - }, { - "name" : "high", - "type" : "long" - }, { - "name" : "low", - "type" : "long" - }, { - "name" : "eodValue", - "type" : "long" - }, { - "name" : "netChange", - "type" : "long" - }, { - "name" : "effectiveDate", - "type" : "int" - }, { - "name" : "currency", - "type" : "string" - } ], - "version" : "1" -}, { - "type" : "record", - "name" : "SeqEquitiesSummary", - "namespace" : "com.nasdaq.marketdata.sequencer.applications.datafeed.gids20feed.messaging", - "fields" : [ { - "name" : "SoupPartition", - "type" : "int" - }, { - "name" : "SoupSequence", - "type" : "long" - }, { - "name" : "msgType", - "type" : "string" - }, { - "name" : "timeStamp", - "type" : "int" - }, { - "name" : "fpType", - "type" : "string" - }, { - "name" : "brand", - "type" : "string" - }, { - "name" : "series", - "type" : "string" - }, { - "name" : "instrumentID", - "type" : "string" - }, { - "name" : "summaryType", - "type" : "string" - }, { - "name" : "sodValue", - "type" : "long" - }, { - "name" : "high", - "type" : "long" - }, { - "name" : "low", - "type" : "long" - }, { - "name" : "eodValue", - "type" : "long" - }, { - "name" : "netChange", - "type" : "long" - }, { - "name" : "effectiveDate", - "type" : "int" - }, { - "name" : "currency", - "type" : "string" - } ], - "version" : "1" -}, { - "type" : "record", - "name" : "SeqEtpDirectoryAndDailyValue", - "namespace" : "com.nasdaq.marketdata.sequencer.applications.datafeed.gids20feed.messaging", - "fields" : [ { - "name" : "SoupPartition", - "type" : "int" - }, { - "name" : "SoupSequence", - "type" : "long" - }, { - "name" : "msgType", - "type" : "string" - }, { - "name" : "timeStamp", - "type" : "int" - }, { - "name" : "fpType", - "type" : "string" - }, { - "name" : "industryMIC", - "type" : "string" - }, { - "name" : "etpTradingSymbol", - "type" : "string" - }, { - "name" : "etpIpvSymbol", - "type" : "string" - }, { - "name" : "schedule", - "type" : "string" - }, { - "name" : "frequency", - "type" : "string" - }, { - "name" : "state", - "type" : "string" - }, { - "name" : "navSymbol", - "type" : "string" - }, { - "name" : "NAV", - "type" : "long" - }, { - "name" : "ecuSymbol", - "type" : "string" - }, { - "name" : "ECU", - "type" : "long" - }, { - "name" : "totalCashSymbol", - "type" : "string" - }, { - "name" : "totalCash", - "type" : "long" - }, { - "name" : "ecsSymbol", - "type" : "string" - }, { - "name" : "ECS", - "type" : "long" - }, { - "name" : "tsoSymbol", - "type" : "string" - }, { - "name" : "tsoOutstanding", - "type" : "long" - }, { - "name" : "effectiveDate", - "type" : "int" - }, { - "name" : "yield", - "type" : "long" - }, { - "name" : "coupon", - "type" : "long" - }, { - "name" : "maturityDate", - "type" : "int" - }, { - "name" : "currency", - "type" : "string" - }, { - "name" : "etpName", - "type" : "string" - } ], - "version" : "1" -}, { - "type" : "record", - "name" : "SeqEtpIpvValue", - "namespace" : "com.nasdaq.marketdata.sequencer.applications.datafeed.gids20feed.messaging", - "fields" : [ { - "name" : "SoupPartition", - "type" : "int" - }, { - "name" : "SoupSequence", - "type" : "long" - }, { - "name" : "msgType", - "type" : "string" - }, { - "name" : "timeStamp", - "type" : "int" - }, { - "name" : "fpType", - "type" : "string" - }, { - "name" : "ipvSymbol", - "type" : "string" - }, { - "name" : "ipvValue", - "type" : "long" - }, { - "name" : "currency", - "type" : "string" - } ], - "version" : "1" -}, { - "type" : "record", - "name" : "SeqEtpSummary", - "namespace" : "com.nasdaq.marketdata.sequencer.applications.datafeed.gids20feed.messaging", - "fields" : [ { - "name" : "SoupPartition", - "type" : "int" - }, { - "name" : "SoupSequence", - "type" : "long" - }, { - "name" : "msgType", - "type" : "string" - }, { - "name" : "timeStamp", - "type" : "int" - }, { - "name" : "fpType", - "type" : "string" - }, { - "name" : "summaryType", - "type" : "string" - }, { - "name" : "ipvSymbol", - "type" : "string" - }, { - "name" : "sodValue", - "type" : "long" - }, { - "name" : "high", - "type" : "long" - }, { - "name" : "low", - "type" : "long" - }, { - "name" : "eodValue", - "type" : "long" - }, { - "name" : "netChange", - "type" : "long" - }, { - "name" : "effectiveDate", - "type" : "int" - }, { - "name" : "currency", - "type" : "string" - } ], - "version" : "1" -}, { - "type" : "record", - "name" : "SeqFixedIncomeSummary", - "namespace" : "com.nasdaq.marketdata.sequencer.applications.datafeed.gids20feed.messaging", - "fields" : [ { - "name" : "SoupPartition", - "type" : "int" - }, { - "name" : "SoupSequence", - "type" : "long" - }, { - "name" : "msgType", - "type" : "string" - }, { - "name" : "timeStamp", - "type" : "int" - }, { - "name" : "fpType", - "type" : "string" - }, { - "name" : "brand", - "type" : "string" - }, { - "name" : "series", - "type" : "string" - }, { - "name" : "instrumentID", - "type" : "string" - }, { - "name" : "summaryType", - "type" : "string" - }, { - "name" : "sodValue", - "type" : "long" - }, { - "name" : "high", - "type" : "long" - }, { - "name" : "low", - "type" : "long" - }, { - "name" : "eodValue", - "type" : "long" - }, { - "name" : "netChange", - "type" : "long" - }, { - "name" : "effectiveDate", - "type" : "int" - }, { - "name" : "yield", - "type" : "long" - }, { - "name" : "duration", - "type" : "long" - }, { - "name" : "coupon", - "type" : "long" - }, { - "name" : "currency", - "type" : "string" - } ], - "version" : "1" -}, { - "type" : "record", - "name" : "SeqIndexDirectory", - "namespace" : "com.nasdaq.marketdata.sequencer.applications.datafeed.gids20feed.messaging", - "fields" : [ { - "name" : "SoupPartition", - "type" : "int" - }, { - "name" : "SoupSequence", - "type" : "long" - }, { - "name" : "msgType", - "type" : "string" - }, { - "name" : "timeStamp", - "type" : "int" - }, { - "name" : "instrumentID", - "type" : "string" - }, { - "name" : "disseminationFlag", - "type" : "string" - }, { - "name" : "fpType", - "type" : "string" - }, { - "name" : "brand", - "type" : "string" - }, { - "name" : "series", - "type" : "string" - }, { - "name" : "strategy", - "type" : "string" - }, { - "name" : "assetType", - "type" : "string" - }, { - "name" : "marketCapSize", - "type" : "string" - }, { - "name" : "currency", - "type" : "string" - }, { - "name" : "geography", - "type" : "string" - }, { - "name" : "settlementType", - "type" : "string" - }, { - "name" : "calculationMethod", - "type" : "string" - }, { - "name" : "state", - "type" : "string" - }, { - "name" : "indexUsage", - "type" : "string" - }, { - "name" : "schedule", - "type" : "string" - }, { - "name" : "frequency", - "type" : "string" - }, { - "name" : "numberOfIssueParticipation", - "type" : "int" - }, { - "name" : "baseValue", - "type" : "long" - }, { - "name" : "baseDate", - "type" : "int" - }, { - "name" : "instrumentName", - "type" : "string" - } ], - "version" : "1" -}, { - "type" : "record", - "name" : "SeqIndexTickDetail", - "namespace" : "com.nasdaq.marketdata.sequencer.applications.datafeed.gids20feed.messaging", - "fields" : [ { - "name" : "SoupPartition", - "type" : "int" - }, { - "name" : "SoupSequence", - "type" : "long" - }, { - "name" : "msgType", - "type" : "string" - }, { - "name" : "timeStamp", - "type" : "int" - }, { - "name" : "fpType", - "type" : "string" - }, { - "name" : "brand", - "type" : "string" - }, { - "name" : "series", - "type" : "string" - }, { - "name" : "instrumentID", - "type" : "string" - }, { - "name" : "tickValue", - "type" : "long" - }, { - "name" : "tickDirection", - "type" : "string" - }, { - "name" : "currency", - "type" : "string" - } ], - "version" : "1" -}, { - "type" : "record", - "name" : "SeqIssueSymbolParticipation", - "namespace" : "com.nasdaq.marketdata.sequencer.applications.datafeed.gids20feed.messaging", - "fields" : [ { - "name" : "SoupPartition", - "type" : "int" - }, { - "name" : "SoupSequence", - "type" : "long" - }, { - "name" : "msgType", - "type" : "string" - }, { - "name" : "timeStamp", - "type" : "int" - }, { - "name" : "instrumentID", - "type" : "string" - }, { - "name" : "issueSymbol", - "type" : "string" - }, { - "name" : "issueMIC", - "type" : "string" - }, { - "name" : "issueName", - "type" : "string" - } ], - "version" : "1" -}, { - "type" : "record", - "name" : "SeqSettlementValue", - "namespace" : "com.nasdaq.marketdata.sequencer.applications.datafeed.gids20feed.messaging", - "fields" : [ { - "name" : "SoupPartition", - "type" : "int" - }, { - "name" : "SoupSequence", - "type" : "long" - }, { - "name" : "msgType", - "type" : "string" - }, { - "name" : "timeStamp", - "type" : "int" - }, { - "name" : "fpType", - "type" : "string" - }, { - "name" : "brand", - "type" : "string" - }, { - "name" : "series", - "type" : "string" - }, { - "name" : "instrumentID", - "type" : "string" - }, { - "name" : "settlementValue", - "type" : "long" - }, { - "name" : "settlementType", - "type" : "string" - }, { - "name" : "currency", - "type" : "string" - } ], - "version" : "1" -}, { - "type" : "record", - "name" : "SeqSystemEvent", - "namespace" : "com.nasdaq.marketdata.sequencer.applications.datafeed.gids20feed.messaging", - "fields" : [ { - "name" : "SoupPartition", - "type" : "int" - }, { - "name" : "SoupSequence", - "type" : "long" - }, { - "name" : "msgType", - "type" : "string" - }, { - "name" : "timeStamp", - "type" : "int" - }, { - "name" : "event", - "type" : "string" - }, { - "name" : "schedule", - "type" : "string" - } ], - "version" : "1" -}, { - "type" : "record", - "name" : "SeqSystemSeconds", - "namespace" : "com.nasdaq.marketdata.sequencer.applications.datafeed.gids20feed.messaging", - "fields" : [ { - "name" : "SoupPartition", - "type" : "int" - }, { - "name" : "SoupSequence", - "type" : "long" - }, { - "name" : "msgType", - "type" : "string" - }, { - "name" : "second", - "type" : "int" - } ], - "version" : "1" -} ] \ No newline at end of file diff --git a/ncdssdk/src/main/resources/schemas/MOCK.avsc b/ncdssdk/src/main/resources/schemas/MOCK.avsc deleted file mode 100644 index 5eb8ae7..0000000 --- a/ncdssdk/src/main/resources/schemas/MOCK.avsc +++ /dev/null @@ -1,16 +0,0 @@ -{ - "type" : "record", - "name" : "SeqEtpIpvValue", - "namespace" : "com.nasdaq.mdic.mocker", - "fields" : [ { - "name" : "SoupPartition", - "type" : "int" - }, { - "name" : "SoupSequence", - "type" : "long" - }, { - "name" : "msgType", - "type" : "string" - } ], - "version" : "1" -} \ No newline at end of file diff --git a/ncdssdk/src/main/resources/schemas/NASDAQ-DIGITAL-ASSETS.avsc b/ncdssdk/src/main/resources/schemas/NASDAQ-DIGITAL-ASSETS.avsc deleted file mode 100644 index c1b9407..0000000 --- a/ncdssdk/src/main/resources/schemas/NASDAQ-DIGITAL-ASSETS.avsc +++ /dev/null @@ -1,96 +0,0 @@ -[ - { - "type":"record", - "name":"OrderEvent", - "namespace":"com.amber.spot", - "fields":[ - { - "name":"exchange", - "type": ["null", "string"], - "default": null - }, - { - "name":"pair", - "type": ["null", "string"], - "default": null - }, - { - "name":"timestamp", - "type": ["null", "long"], - "default": null - }, - { - "name":"timestampNanoseconds", - "type": ["null", "long"], - "default": null - }, - { - "name":"price", - "type": ["null", "double"], - "default": null - }, - { - "name":"volume", - "type": ["null", "double"], - "default": null - }, - { - "name":"isBid", - "type": ["null", "boolean"], - "default": null - }, - { - "name":"sequence", - "type": ["null", "long"], - "default": null - } - ] - }, - { - "type":"record", - "name":"Trade", - "namespace":"com.amber.spot", - "fields":[ - { - "name":"exchange", - "type": ["null", "string"], - "default": null - }, - { - "name":"pair", - "type": ["null", "string"], - "default": null - }, - { - "name":"timestamp", - "type": ["null", "long"], - "default": null - }, - { - "name":"timestampNanoseconds", - "type": ["null", "long"], - "default": null - }, - { - "name":"tradeId", - "type": ["null", "long"], - "default": null - }, - { - "name":"price", - "type": ["null", "double"], - "default": null - }, - { - "name":"volume", - "type": ["null", "double"], - "default": null - }, - { - "name":"isBid", - "type": ["null", "boolean"], - "default": null - } - ] - } -] \ No newline at end of file diff --git a/ncdssdk/src/main/resources/schemas/NFN.avsc b/ncdssdk/src/main/resources/schemas/NFN.avsc deleted file mode 100644 index 83197c6..0000000 --- a/ncdssdk/src/main/resources/schemas/NFN.avsc +++ /dev/null @@ -1 +0,0 @@ -[ {"name": "Heartbeat","type": "record","namespace": "com.nasdaq.ncds.nfn","fields": [{"name": "TimeStamp","type": "long"}], "version" : "1"},{ "type" : "record", "name" : "AdminDailyStatistics", "namespace" : "com.nasdaq.ncds.nfn", "fields" : [ {"name":"MessageCategory", "type" : "string"}, 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"version" : "1" -}, { - "type" : "record", - "name" : "SeqETMFQuoteMessage", - "namespace" : "com.nasdaq.equities.island.applications.datafeed.qbbo.messaging21", - "fields" : [ { - "name" : "SoupPartition", - "type" : "int" - }, { - "name" : "SoupSequence", - "type" : "long" - }, { - "name" : "msgType", - "type" : "string" - }, { - "name" : "trackingID", - "type" : "long" - }, { - "name" : "symbol", - "type" : "string" - }, { - "name" : "market", - "type" : "string" - }, { - "name" : "bidPrice", - "type" : "int" - }, { - "name" : "bidQuantity", - "type" : "int" - }, { - "name" : "bidNavPremium", - "type" : "int" - }, { - "name" : "askPrice", - "type" : "int" - }, { - "name" : "askQuantity", - "type" : "int" - }, { - "name" : "askNavPremium", - "type" : "int" - } ], - "version" : "1" -}, { - "type" : "record", - "name" : "SeqIPOQuotePeriodMessage", - "namespace" : "com.nasdaq.equities.island.applications.datafeed.qbbo.messaging21", - "fields" : [ { - "name" : "SoupPartition", - "type" : 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"com.nasdaq.equities.island.applications.datafeed.qbbo.messaging21", - "fields" : [ { - "name" : "SoupPartition", - "type" : "int" - }, { - "name" : "SoupSequence", - "type" : "long" - }, { - "name" : "msgType", - "type" : "string" - }, { - "name" : "trackingID", - "type" : "long" - }, { - "name" : "breachLevel", - "type" : "string" - } ], - "version" : "1" -}, { - "type" : "record", - "name" : "SeqMarketCenterActionMessage", - "namespace" : "com.nasdaq.equities.island.applications.datafeed.qbbo.messaging21", - "fields" : [ { - "name" : "SoupPartition", - "type" : "int" - }, { - "name" : "SoupSequence", - "type" : "long" - }, { - "name" : "msgType", - "type" : "string" - }, { - "name" : "trackingID", - "type" : "long" - }, { - "name" : "symbol", - "type" : "string" - }, { - "name" : "marketCenter", - "type" : "string" - }, { - "name" : "action", - "type" : "string" - } ], - "version" : "1" -}, { - "type" : "record", - "name" : "SeqQuoteMessage", - "namespace" : "com.nasdaq.equities.island.applications.datafeed.qbbo.messaging21", - "fields" : [ { - "name" : "SoupPartition", - "type" : "int" - }, { - "name" : "SoupSequence", - "type" : "long" - }, { - "name" : "msgType", - "type" : "string" - }, { - "name" : "trackingID", - "type" : "long" - }, { - "name" : "symbol", - "type" : "string" - }, { - "name" : "market", - "type" : "string" - }, { - "name" : "bidPrice", - "type" : "int" - }, { - "name" : "bidQuantity", - "type" : "int" - }, { - "name" : "askPrice", - "type" : "int" - }, { - "name" : "askQuantity", - "type" : "int" - } ], - "version" : "1" -}, { - "type" : "record", - "name" : "SeqRegSHORestrictionMessage", - "namespace" : "com.nasdaq.equities.island.applications.datafeed.qbbo.messaging21", - "fields" : [ { - "name" : "SoupPartition", - "type" : "int" - }, { - "name" : "SoupSequence", - "type" : "long" - }, { - "name" : "msgType", - "type" : "string" - }, { - "name" : "trackingID", - "type" : "long" - }, { - "name" : "symbol", - "type" : "string" - }, { - "name" : "regSHOAction", - "type" : "string" - } ], - "version" : "1" -}, { - "type" : "record", - "name" : "SeqRetailInterestMessage", - "namespace" : "com.nasdaq.equities.island.applications.datafeed.qbbo.messaging21", - "fields" : [ { - "name" : "SoupPartition", - "type" : "int" - }, { - "name" : "SoupSequence", - "type" : "long" - }, { - "name" : "msgType", - "type" : "string" - }, { - "name" : "trackingID", - "type" : "long" - }, { - "name" : "symbol", - "type" : "string" - }, { - "name" : "interest", - "type" : "string" - } ], - "version" : "1" -}, { - "type" : "record", - "name" : "SeqSystemEventMessage", - "namespace" : "com.nasdaq.equities.island.applications.datafeed.qbbo.messaging21", - "fields" : [ { - "name" : "SoupPartition", - "type" : "int" - }, { - "name" : "SoupSequence", - "type" : "long" - }, { - "name" : "msgType", - "type" : "string" - }, { - "name" : "trackingID", - "type" : "long" - }, { - "name" : "event", - "type" : "string" - } ], - "version" : "1" -}, { - "type" : "record", - "name" : "SeqTradingStateMessage", - "namespace" : "com.nasdaq.equities.island.applications.datafeed.qbbo.messaging21", - "fields" : [ { - "name" : "SoupPartition", - "type" : "int" - }, { - "name" : "SoupSequence", - "type" : "long" - }, { - "name" : "msgType", - "type" : "string" - }, { - "name" : "trackingID", - "type" : "long" - }, { - "name" : "symbol", - "type" : "string" - }, { - "name" : "market", - "type" : "string" - }, { - "name" : "tradingState", - "type" : "string" - }, { - "name" : "reason", - "type" : "string" - } ], - "version" : "1" -} ] \ No newline at end of file diff --git a/ncdssdk/src/main/resources/schemas/QBBO-A-PSX.avsc b/ncdssdk/src/main/resources/schemas/QBBO-A-PSX.avsc deleted file mode 100644 index 71ef4ff..0000000 --- a/ncdssdk/src/main/resources/schemas/QBBO-A-PSX.avsc +++ /dev/null @@ -1,343 +0,0 @@ -[ { - "type" : "record", - "name" : "SeqDirectoryMessage", - "namespace" : "com.nasdaq.equities.island.applications.datafeed.qbbo.messaging21", - "fields" : [ { - "name" : "SoupPartition", - "type" : "int" - }, { - "name" : "SoupSequence", - "type" : "long" - }, { - "name" : "msgType", - "type" : "string" - }, { - "name" : "trackingID", - "type" : "long" - }, { - "name" : "symbol", - "type" : "string" - }, { - "name" : "marketCategory", - "type" : "string" - }, { - "name" : "fsi", - "type" : "string" - }, { - "name" : "roundLotSize", - "type" : "int" - }, { - "name" : "roundLotOnly", - "type" : "string" - }, { - "name" : "issueClass", - "type" : "string" - }, { - "name" : "issueSubtype", - "type" : "string" - }, { - "name" : "authenticity", - "type" : "string" - }, { - "name" : "shortThreshold", - "type" : "string" - }, { - "name" : "ipo", - "type" : "string" - }, { - "name" : "luldTier", - "type" : "string" - }, { - "name" : "etf", - "type" : "string" - }, { - "name" : "etfFactor", - "type" : "int" - }, { - "name" : "inverseETF", - "type" : "string" - } ], - "version" : "1" -}, { - "type" : "record", - "name" : "SeqETMFQuoteMessage", - "namespace" : "com.nasdaq.equities.island.applications.datafeed.qbbo.messaging21", - "fields" : [ { - "name" : "SoupPartition", - "type" : "int" - }, { - "name" : "SoupSequence", - "type" : "long" - }, { - "name" : "msgType", - "type" : "string" - }, { - "name" : "trackingID", - "type" : "long" - }, { - "name" : "symbol", - "type" : "string" - }, { - "name" : "market", - "type" : "string" - }, { - "name" : "bidPrice", - "type" : "int" - }, { - "name" : "bidQuantity", - "type" : "int" - }, { - "name" : "bidNavPremium", - "type" : "int" - }, { - "name" : "askPrice", - "type" : "int" - }, { - "name" : "askQuantity", - "type" : "int" - }, { - "name" : "askNavPremium", - "type" : "int" - } ], - "version" : "1" -}, { - "type" : "record", - "name" : "SeqIPOQuotePeriodMessage", - "namespace" : "com.nasdaq.equities.island.applications.datafeed.qbbo.messaging21", - "fields" : [ { - "name" : "SoupPartition", - "type" : "int" - }, { - "name" : "SoupSequence", - "type" : "long" - }, { - "name" : "msgType", - "type" : "string" - }, { - "name" : "trackingID", - "type" : "long" - }, { - "name" : "symbol", - "type" : "string" - }, { - "name" : "releaseTime", - "type" : "int" - }, { - "name" : "releaseQualifier", - "type" : "string" - }, { - "name" : "ipoPrice", - "type" : "int" - } ], - "version" : "1" -}, { - "type" : "record", - "name" : "SeqMWCBDeclineMessage", - "namespace" : "com.nasdaq.equities.island.applications.datafeed.qbbo.messaging21", - "fields" : [ { - "name" : "SoupPartition", - "type" : "int" - }, { - "name" : "SoupSequence", - "type" : "long" - }, { - "name" : "msgType", - "type" : "string" - }, { - "name" : "trackingID", - "type" : "long" - }, { - "name" : "level1", - "type" : "long" - }, { - "name" : "level2", - "type" : "long" - }, { - "name" : "level3", - "type" : "long" - } ], - "version" : "1" -}, { - "type" : "record", - "name" : "SeqMWCBStatusMessage", - "namespace" : "com.nasdaq.equities.island.applications.datafeed.qbbo.messaging21", - "fields" : [ { - "name" : "SoupPartition", - "type" : "int" - }, { - "name" : "SoupSequence", - "type" : "long" - }, { - "name" : "msgType", - "type" : "string" - }, { - "name" : "trackingID", - "type" : "long" - }, { - "name" : "breachLevel", - "type" : "string" - } ], - "version" : "1" -}, { - "type" : "record", - "name" : "SeqMarketCenterActionMessage", - "namespace" : "com.nasdaq.equities.island.applications.datafeed.qbbo.messaging21", - "fields" : [ { - "name" : "SoupPartition", - "type" : "int" - }, { - "name" : "SoupSequence", - "type" : "long" - }, { - "name" : "msgType", - "type" : "string" - }, { - "name" : "trackingID", - "type" : "long" - }, { - "name" : "symbol", - "type" : "string" - }, { - "name" : "marketCenter", - "type" : "string" - }, { - "name" : "action", - "type" : "string" - } ], - "version" : "1" -}, { - "type" : "record", - "name" : "SeqQuoteMessage", - "namespace" : "com.nasdaq.equities.island.applications.datafeed.qbbo.messaging21", - "fields" : [ { - "name" : "SoupPartition", - "type" : "int" - }, { - "name" : "SoupSequence", - "type" : "long" - }, { - "name" : "msgType", - "type" : "string" - }, { - "name" : "trackingID", - "type" : "long" - }, { - "name" : "symbol", - "type" : "string" - }, { - "name" : "market", - "type" : "string" - }, { - "name" : "bidPrice", - "type" : "int" - }, { - "name" : "bidQuantity", - "type" : "int" - }, { - "name" : "askPrice", - "type" : "int" - }, { - "name" : "askQuantity", - "type" : "int" - } ], - "version" : "1" -}, { - "type" : "record", - "name" : "SeqRegSHORestrictionMessage", - "namespace" : "com.nasdaq.equities.island.applications.datafeed.qbbo.messaging21", - "fields" : [ { - "name" : "SoupPartition", - "type" : "int" - }, { - "name" : "SoupSequence", - "type" : "long" - }, { - "name" : "msgType", - "type" : "string" - }, { - "name" : "trackingID", - "type" : "long" - }, { - "name" : "symbol", - "type" : "string" - }, { - "name" : "regSHOAction", - "type" : "string" - } ], - "version" : "1" -}, { - "type" : "record", - "name" : "SeqRetailInterestMessage", - "namespace" : "com.nasdaq.equities.island.applications.datafeed.qbbo.messaging21", - "fields" : [ { - "name" : "SoupPartition", - "type" : "int" - }, { - "name" : "SoupSequence", - "type" : "long" - }, { - "name" : "msgType", - "type" : "string" - }, { - "name" : "trackingID", - "type" : "long" - }, { - "name" : "symbol", - "type" : "string" - }, { - "name" : "interest", - "type" : "string" - } ], - "version" : "1" -}, { - "type" : "record", - "name" : "SeqSystemEventMessage", - "namespace" : "com.nasdaq.equities.island.applications.datafeed.qbbo.messaging21", - "fields" : [ { - "name" : "SoupPartition", - "type" : "int" - }, { - "name" : "SoupSequence", - "type" : "long" - }, { - "name" : "msgType", - "type" : "string" - }, { - "name" : "trackingID", - "type" : "long" - }, { - "name" : "event", - "type" : "string" - } ], - "version" : "1" -}, { - "type" : "record", - "name" : "SeqTradingStateMessage", - "namespace" : "com.nasdaq.equities.island.applications.datafeed.qbbo.messaging21", - "fields" : [ { - "name" : "SoupPartition", - "type" : "int" - }, { - "name" : "SoupSequence", - "type" : "long" - }, { - "name" : "msgType", - "type" : "string" - }, { - "name" : "trackingID", - "type" : "long" - }, { - "name" : "symbol", - "type" : "string" - }, { - "name" : "market", - "type" : "string" - }, { - "name" : "tradingState", - "type" : "string" - }, { - "name" : "reason", - "type" : "string" - } ], - "version" : "1" -} ] \ No newline at end of file diff --git a/ncdssdk/src/main/resources/schemas/QBBO-B-BSX.avsc b/ncdssdk/src/main/resources/schemas/QBBO-B-BSX.avsc deleted file mode 100644 index 71ef4ff..0000000 --- a/ncdssdk/src/main/resources/schemas/QBBO-B-BSX.avsc +++ /dev/null @@ -1,343 +0,0 @@ -[ { - "type" : "record", - "name" : "SeqDirectoryMessage", - "namespace" : "com.nasdaq.equities.island.applications.datafeed.qbbo.messaging21", - "fields" : [ { - "name" : "SoupPartition", - "type" : "int" - }, { - "name" : "SoupSequence", - "type" : "long" - }, { - "name" : "msgType", - "type" : "string" - }, { - "name" : "trackingID", - "type" : "long" - }, { - "name" : "symbol", - "type" : "string" - }, { - "name" : "marketCategory", - "type" : "string" - }, { - "name" : "fsi", - "type" : "string" - }, { - "name" : "roundLotSize", - "type" : "int" - }, { - "name" : "roundLotOnly", - "type" : "string" - }, { - "name" : "issueClass", - "type" : "string" - }, { - "name" : "issueSubtype", - "type" : "string" - }, { - "name" : "authenticity", - "type" : "string" - }, { - "name" : "shortThreshold", - "type" : "string" - }, { - "name" : "ipo", - "type" : "string" - }, { - "name" : "luldTier", - "type" : "string" - }, { - "name" : "etf", - "type" : "string" - }, { - "name" : "etfFactor", - "type" : "int" - }, { - "name" : "inverseETF", - "type" : "string" - } ], - "version" : "1" -}, { - "type" : "record", - "name" : "SeqETMFQuoteMessage", - "namespace" : "com.nasdaq.equities.island.applications.datafeed.qbbo.messaging21", - "fields" : [ { - "name" : "SoupPartition", - "type" : "int" - }, { - "name" : "SoupSequence", - "type" : "long" - }, { - "name" : "msgType", - "type" : "string" - }, { - "name" : "trackingID", - "type" : "long" - }, { - "name" : "symbol", - "type" : "string" - }, { - "name" : "market", - "type" : "string" - }, { - "name" : "bidPrice", - "type" : "int" - }, { - "name" : "bidQuantity", - "type" : "int" - }, { - "name" : "bidNavPremium", - "type" : "int" - }, { - "name" : "askPrice", - "type" : "int" - }, { - "name" : "askQuantity", - "type" : "int" - }, { - "name" : "askNavPremium", - "type" : "int" - } ], - "version" : "1" -}, { - "type" : "record", - "name" : "SeqIPOQuotePeriodMessage", - "namespace" : "com.nasdaq.equities.island.applications.datafeed.qbbo.messaging21", - "fields" : [ { - "name" : "SoupPartition", - "type" : "int" - }, { - "name" : "SoupSequence", - "type" : "long" - }, { - "name" : "msgType", - "type" : "string" - }, { - "name" : "trackingID", - "type" : "long" - }, { - "name" : "symbol", - "type" : "string" - }, { - "name" : "releaseTime", - "type" : "int" - }, { - "name" : "releaseQualifier", - "type" : "string" - }, { - "name" : "ipoPrice", - "type" : "int" - } ], - "version" : "1" -}, { - "type" : "record", - "name" : "SeqMWCBDeclineMessage", - "namespace" : "com.nasdaq.equities.island.applications.datafeed.qbbo.messaging21", - "fields" : [ { - "name" : "SoupPartition", - "type" : "int" - }, { - "name" : "SoupSequence", - "type" : "long" - }, { - "name" : "msgType", - "type" : "string" - }, { - "name" : "trackingID", - "type" : "long" - }, { - "name" : "level1", - "type" : "long" - }, { - "name" : "level2", - "type" : "long" - }, { - "name" : "level3", - "type" : "long" - } ], - "version" : "1" -}, { - "type" : "record", - "name" : "SeqMWCBStatusMessage", - "namespace" : "com.nasdaq.equities.island.applications.datafeed.qbbo.messaging21", - "fields" : [ { - "name" : "SoupPartition", - "type" : "int" - }, { - "name" : "SoupSequence", - "type" : "long" - }, { - "name" : "msgType", - "type" : "string" - }, { - "name" : "trackingID", - "type" : "long" - }, { - "name" : "breachLevel", - "type" : "string" - } ], - "version" : "1" -}, { - "type" : "record", - "name" : "SeqMarketCenterActionMessage", - "namespace" : "com.nasdaq.equities.island.applications.datafeed.qbbo.messaging21", - "fields" : [ { - "name" : "SoupPartition", - "type" : "int" - }, { - "name" : "SoupSequence", - "type" : "long" - }, { - "name" : "msgType", - "type" : "string" - }, { - "name" : "trackingID", - "type" : "long" - }, { - "name" : "symbol", - "type" : "string" - }, { - "name" : "marketCenter", - "type" : "string" - }, { - "name" : "action", - "type" : "string" - } ], - "version" : "1" -}, { - "type" : "record", - "name" : "SeqQuoteMessage", - "namespace" : "com.nasdaq.equities.island.applications.datafeed.qbbo.messaging21", - "fields" : [ { - "name" : "SoupPartition", - "type" : "int" - }, { - "name" : "SoupSequence", - "type" : "long" - }, { - "name" : "msgType", - "type" : "string" - }, { - "name" : "trackingID", - "type" : "long" - }, { - "name" : "symbol", - "type" : "string" - }, { - "name" : "market", - "type" : "string" - }, { - "name" : "bidPrice", - "type" : "int" - }, { - "name" : "bidQuantity", - "type" : "int" - }, { - "name" : "askPrice", - "type" : "int" - }, { - "name" : "askQuantity", - "type" : "int" - } ], - "version" : "1" -}, { - "type" : "record", - "name" : "SeqRegSHORestrictionMessage", - "namespace" : "com.nasdaq.equities.island.applications.datafeed.qbbo.messaging21", - "fields" : [ { - "name" : "SoupPartition", - "type" : "int" - }, { - "name" : "SoupSequence", - "type" : "long" - }, { - "name" : "msgType", - "type" : "string" - }, { - "name" : "trackingID", - "type" : "long" - }, { - "name" : "symbol", - "type" : "string" - }, { - "name" : "regSHOAction", - "type" : "string" - } ], - "version" : "1" -}, { - "type" : "record", - "name" : "SeqRetailInterestMessage", - "namespace" : "com.nasdaq.equities.island.applications.datafeed.qbbo.messaging21", - "fields" : [ { - "name" : "SoupPartition", - "type" : "int" - }, { - "name" : "SoupSequence", - "type" : "long" - }, { - "name" : "msgType", - "type" : "string" - }, { - "name" : "trackingID", - "type" : "long" - }, { - "name" : "symbol", - "type" : "string" - }, { - "name" : "interest", - "type" : "string" - } ], - "version" : "1" -}, { - "type" : "record", - "name" : "SeqSystemEventMessage", - "namespace" : "com.nasdaq.equities.island.applications.datafeed.qbbo.messaging21", - "fields" : [ { - "name" : "SoupPartition", - "type" : "int" - }, { - "name" : "SoupSequence", - "type" : "long" - }, { - "name" : "msgType", - "type" : "string" - }, { - "name" : "trackingID", - "type" : "long" - }, { - "name" : "event", - "type" : "string" - } ], - "version" : "1" -}, { - "type" : "record", - "name" : "SeqTradingStateMessage", - "namespace" : "com.nasdaq.equities.island.applications.datafeed.qbbo.messaging21", - "fields" : [ { - "name" : "SoupPartition", - "type" : "int" - }, { - "name" : "SoupSequence", - "type" : "long" - }, { - "name" : "msgType", - "type" : "string" - }, { - "name" : "trackingID", - "type" : "long" - }, { - "name" : "symbol", - "type" : "string" - }, { - "name" : "market", - "type" : "string" - }, { - "name" : "tradingState", - "type" : "string" - }, { - "name" : "reason", - "type" : "string" - } ], - "version" : "1" -} ] \ No newline at end of file diff --git a/ncdssdk/src/main/resources/schemas/QBBO-B-CORE.avsc b/ncdssdk/src/main/resources/schemas/QBBO-B-CORE.avsc deleted file mode 100644 index 71ef4ff..0000000 --- a/ncdssdk/src/main/resources/schemas/QBBO-B-CORE.avsc +++ /dev/null @@ -1,343 +0,0 @@ -[ { - "type" : "record", - "name" : "SeqDirectoryMessage", - "namespace" : "com.nasdaq.equities.island.applications.datafeed.qbbo.messaging21", - "fields" : [ { - "name" : "SoupPartition", - "type" : "int" - }, { - "name" : "SoupSequence", - "type" : "long" - }, { - "name" : "msgType", - "type" : "string" - }, { - "name" : "trackingID", - "type" : "long" - }, { - "name" : "symbol", - "type" : "string" - }, { - "name" : "marketCategory", - "type" : "string" - }, { - "name" : "fsi", - "type" : "string" - }, { - "name" : "roundLotSize", - "type" : "int" - }, { - "name" : "roundLotOnly", - "type" : "string" - }, { - "name" : "issueClass", - "type" : "string" - }, { - "name" : "issueSubtype", - "type" : "string" - }, { - "name" : "authenticity", - "type" : "string" - }, { - "name" : "shortThreshold", - "type" : "string" - }, { - "name" : "ipo", - "type" : "string" - }, { - "name" : "luldTier", - "type" : "string" - }, { - "name" : "etf", - "type" : "string" - }, { - "name" : "etfFactor", - "type" : "int" - }, { - "name" : "inverseETF", - "type" : "string" - } ], - "version" : "1" -}, { - "type" : "record", - "name" : "SeqETMFQuoteMessage", - "namespace" : "com.nasdaq.equities.island.applications.datafeed.qbbo.messaging21", - "fields" : [ { - "name" : "SoupPartition", - "type" : "int" - }, { - "name" : "SoupSequence", - "type" : "long" - }, { - "name" : "msgType", - "type" : "string" - }, { - "name" : "trackingID", - "type" : "long" - }, { - "name" : "symbol", - "type" : "string" - }, { - "name" : "market", - "type" : "string" - }, { - "name" : "bidPrice", - "type" : "int" - }, { - "name" : "bidQuantity", - "type" : "int" - }, { - "name" : "bidNavPremium", - "type" : "int" - }, { - "name" : "askPrice", - "type" : "int" - }, { - "name" : "askQuantity", - "type" : "int" - }, { - "name" : "askNavPremium", - "type" : "int" - } ], - "version" : "1" -}, { - "type" : "record", - "name" : "SeqIPOQuotePeriodMessage", - "namespace" : "com.nasdaq.equities.island.applications.datafeed.qbbo.messaging21", - "fields" : [ { - "name" : "SoupPartition", - "type" : "int" - }, { - "name" : "SoupSequence", - "type" : "long" - }, { - "name" : "msgType", - "type" : "string" - }, { - "name" : "trackingID", - "type" : "long" - }, { - "name" : "symbol", - "type" : "string" - }, { - "name" : "releaseTime", - "type" : "int" - }, { - "name" : "releaseQualifier", - "type" : "string" - }, { - "name" : "ipoPrice", - "type" : "int" - } ], - "version" : "1" -}, { - "type" : "record", - "name" : "SeqMWCBDeclineMessage", - "namespace" : "com.nasdaq.equities.island.applications.datafeed.qbbo.messaging21", - "fields" : [ { - "name" : "SoupPartition", - "type" : "int" - }, { - "name" : "SoupSequence", - "type" : "long" - }, { - "name" : "msgType", - "type" : "string" - }, { - "name" : "trackingID", - "type" : "long" - }, { - "name" : "level1", - "type" : "long" - }, { - "name" : "level2", - "type" : "long" - }, { - "name" : "level3", - "type" : "long" - } ], - "version" : "1" -}, { - "type" : "record", - "name" : "SeqMWCBStatusMessage", - "namespace" : "com.nasdaq.equities.island.applications.datafeed.qbbo.messaging21", - "fields" : [ { - "name" : "SoupPartition", - "type" : "int" - }, { - "name" : "SoupSequence", - "type" : "long" - }, { - "name" : "msgType", - "type" : "string" - }, { - "name" : "trackingID", - "type" : "long" - }, { - "name" : "breachLevel", - "type" : "string" - } ], - "version" : "1" -}, { - "type" : "record", - "name" : "SeqMarketCenterActionMessage", - "namespace" : "com.nasdaq.equities.island.applications.datafeed.qbbo.messaging21", - "fields" : [ { - "name" : "SoupPartition", - "type" : "int" - }, { - "name" : "SoupSequence", - "type" : "long" - }, { - "name" : "msgType", - "type" : "string" - }, { - "name" : "trackingID", - "type" : "long" - }, { - "name" : "symbol", - "type" : "string" - }, { - "name" : "marketCenter", - "type" : "string" - }, { - "name" : "action", - "type" : "string" - } ], - "version" : "1" -}, { - "type" : "record", - "name" : "SeqQuoteMessage", - "namespace" : "com.nasdaq.equities.island.applications.datafeed.qbbo.messaging21", - "fields" : [ { - "name" : "SoupPartition", - "type" : "int" - }, { - "name" : "SoupSequence", - "type" : "long" - }, { - "name" : "msgType", - "type" : "string" - }, { - "name" : "trackingID", - "type" : "long" - }, { - "name" : "symbol", - "type" : "string" - }, { - "name" : "market", - "type" : "string" - }, { - "name" : "bidPrice", - "type" : "int" - }, { - "name" : "bidQuantity", - "type" : "int" - }, { - "name" : "askPrice", - "type" : "int" - }, { - "name" : "askQuantity", - "type" : "int" - } ], - "version" : "1" -}, { - "type" : "record", - "name" : "SeqRegSHORestrictionMessage", - "namespace" : "com.nasdaq.equities.island.applications.datafeed.qbbo.messaging21", - "fields" : [ { - "name" : "SoupPartition", - "type" : "int" - }, { - "name" : "SoupSequence", - "type" : "long" - }, { - "name" : "msgType", - "type" : "string" - }, { - "name" : "trackingID", - "type" : "long" - }, { - "name" : "symbol", - "type" : "string" - }, { - "name" : "regSHOAction", - "type" : "string" - } ], - "version" : "1" -}, { - "type" : "record", - "name" : "SeqRetailInterestMessage", - "namespace" : "com.nasdaq.equities.island.applications.datafeed.qbbo.messaging21", - "fields" : [ { - "name" : "SoupPartition", - "type" : "int" - }, { - "name" : "SoupSequence", - "type" : "long" - }, { - "name" : "msgType", - "type" : "string" - }, { - "name" : "trackingID", - "type" : "long" - }, { - "name" : "symbol", - "type" : "string" - }, { - "name" : "interest", - "type" : "string" - } ], - "version" : "1" -}, { - "type" : "record", - "name" : "SeqSystemEventMessage", - "namespace" : "com.nasdaq.equities.island.applications.datafeed.qbbo.messaging21", - "fields" : [ { - "name" : "SoupPartition", - "type" : "int" - }, { - "name" : "SoupSequence", - "type" : "long" - }, { - "name" : "msgType", - "type" : "string" - }, { - "name" : "trackingID", - "type" : "long" - }, { - "name" : "event", - "type" : "string" - } ], - "version" : "1" -}, { - "type" : "record", - "name" : "SeqTradingStateMessage", - "namespace" : "com.nasdaq.equities.island.applications.datafeed.qbbo.messaging21", - "fields" : [ { - "name" : "SoupPartition", - "type" : "int" - }, { - "name" : "SoupSequence", - "type" : "long" - }, { - "name" : "msgType", - "type" : "string" - }, { - "name" : "trackingID", - "type" : "long" - }, { - "name" : "symbol", - "type" : "string" - }, { - "name" : "market", - "type" : "string" - }, { - "name" : "tradingState", - "type" : "string" - }, { - "name" : "reason", - "type" : "string" - } ], - "version" : "1" -} ] \ No newline at end of file diff --git a/ncdssdk/src/main/resources/schemas/QBBO-B-PSX.avsc b/ncdssdk/src/main/resources/schemas/QBBO-B-PSX.avsc deleted file mode 100644 index 71ef4ff..0000000 --- a/ncdssdk/src/main/resources/schemas/QBBO-B-PSX.avsc +++ /dev/null @@ -1,343 +0,0 @@ -[ { - "type" : "record", - "name" : "SeqDirectoryMessage", - "namespace" : "com.nasdaq.equities.island.applications.datafeed.qbbo.messaging21", - "fields" : [ { - "name" : "SoupPartition", - "type" : "int" - }, { - "name" : "SoupSequence", - "type" : "long" - }, { - "name" : "msgType", - "type" : "string" - }, { - "name" : "trackingID", - "type" : "long" - }, { - "name" : "symbol", - "type" : "string" - }, { - "name" : "marketCategory", - "type" : "string" - }, { - "name" : "fsi", - "type" : "string" - }, { - "name" : "roundLotSize", - "type" : "int" - }, { - "name" : "roundLotOnly", - "type" : "string" - }, { - "name" : "issueClass", - "type" : "string" - }, { - "name" : "issueSubtype", - "type" : "string" - }, { - "name" : "authenticity", - "type" : "string" - }, { - "name" : "shortThreshold", - "type" : "string" - }, { - "name" : "ipo", - "type" : "string" - }, { - "name" : "luldTier", - "type" : "string" - }, { - "name" : "etf", - "type" : "string" - }, { - "name" : "etfFactor", - "type" : "int" - }, { - "name" : "inverseETF", - "type" : "string" - } ], - "version" : "1" -}, { - "type" : "record", - "name" : "SeqETMFQuoteMessage", - "namespace" : "com.nasdaq.equities.island.applications.datafeed.qbbo.messaging21", - "fields" : [ { - "name" : "SoupPartition", - "type" : "int" - }, { - "name" : "SoupSequence", - "type" : "long" - }, { - "name" : "msgType", - "type" : "string" - }, { - "name" : "trackingID", - "type" : "long" - }, { - "name" : "symbol", - "type" : "string" - }, { - "name" : "market", - "type" : "string" - }, { - "name" : "bidPrice", - "type" : "int" - }, { - "name" : "bidQuantity", - "type" : "int" - }, { - "name" : "bidNavPremium", - "type" : "int" - }, { - "name" : "askPrice", - "type" : "int" - }, { - "name" : "askQuantity", - "type" : "int" - }, { - "name" : "askNavPremium", - "type" : "int" - } ], - "version" : "1" -}, { - "type" : "record", - "name" : "SeqIPOQuotePeriodMessage", - "namespace" : "com.nasdaq.equities.island.applications.datafeed.qbbo.messaging21", - "fields" : [ { - "name" : "SoupPartition", - "type" : "int" - }, { - "name" : "SoupSequence", - "type" : "long" - }, { - "name" : "msgType", - "type" : "string" - }, { - "name" : "trackingID", - "type" : "long" - }, { - "name" : "symbol", - "type" : "string" - }, { - "name" : "releaseTime", - "type" : "int" - }, { - "name" : "releaseQualifier", - "type" : "string" - }, { - "name" : "ipoPrice", - "type" : "int" - } ], - "version" : "1" -}, { - "type" : "record", - "name" : "SeqMWCBDeclineMessage", - "namespace" : "com.nasdaq.equities.island.applications.datafeed.qbbo.messaging21", - "fields" : [ { - "name" : "SoupPartition", - "type" : "int" - }, { - "name" : "SoupSequence", - "type" : "long" - }, { - "name" : "msgType", - "type" : "string" - }, { - "name" : "trackingID", - "type" : "long" - }, { - "name" : "level1", - "type" : "long" - }, { - "name" : "level2", - "type" : "long" - }, { - "name" : "level3", - "type" : "long" - } ], - "version" : "1" -}, { - "type" : "record", - "name" : "SeqMWCBStatusMessage", - "namespace" : "com.nasdaq.equities.island.applications.datafeed.qbbo.messaging21", - "fields" : [ { - "name" : "SoupPartition", - "type" : "int" - }, { - "name" : "SoupSequence", - "type" : "long" - }, { - "name" : "msgType", - "type" : "string" - }, { - "name" : "trackingID", - "type" : "long" - }, { - "name" : "breachLevel", - "type" : "string" - } ], - "version" : "1" -}, { - "type" : "record", - "name" : "SeqMarketCenterActionMessage", - "namespace" : "com.nasdaq.equities.island.applications.datafeed.qbbo.messaging21", - "fields" : [ { - "name" : "SoupPartition", - "type" : "int" - }, { - "name" : "SoupSequence", - "type" : "long" - }, { - "name" : "msgType", - "type" : "string" - }, { - "name" : "trackingID", - "type" : "long" - }, { - "name" : "symbol", - "type" : "string" - }, { - "name" : "marketCenter", - "type" : "string" - }, { - "name" : "action", - "type" : "string" - } ], - "version" : "1" -}, { - "type" : "record", - "name" : "SeqQuoteMessage", - "namespace" : "com.nasdaq.equities.island.applications.datafeed.qbbo.messaging21", - "fields" : [ { - "name" : "SoupPartition", - "type" : "int" - }, { - "name" : "SoupSequence", - "type" : "long" - }, { - "name" : "msgType", - "type" : "string" - }, { - "name" : "trackingID", - "type" : "long" - }, { - "name" : "symbol", - "type" : "string" - }, { - "name" : "market", - "type" : "string" - }, { - "name" : "bidPrice", - "type" : "int" - }, { - "name" : "bidQuantity", - "type" : "int" - }, { - "name" : "askPrice", - "type" : "int" - }, { - "name" : "askQuantity", - "type" : "int" - } ], - "version" : "1" -}, { - "type" : "record", - "name" : "SeqRegSHORestrictionMessage", - "namespace" : "com.nasdaq.equities.island.applications.datafeed.qbbo.messaging21", - "fields" : [ { - "name" : "SoupPartition", - "type" : "int" - }, { - "name" : "SoupSequence", - "type" : "long" - }, { - "name" : "msgType", - "type" : "string" - }, { - "name" : "trackingID", - "type" : "long" - }, { - "name" : "symbol", - "type" : "string" - }, { - "name" : "regSHOAction", - "type" : "string" - } ], - "version" : "1" -}, { - "type" : "record", - "name" : "SeqRetailInterestMessage", - "namespace" : "com.nasdaq.equities.island.applications.datafeed.qbbo.messaging21", - "fields" : [ { - "name" : "SoupPartition", - "type" : "int" - }, { - "name" : "SoupSequence", - "type" : "long" - }, { - "name" : "msgType", - "type" : "string" - }, { - "name" : "trackingID", - "type" : "long" - }, { - "name" : "symbol", - "type" : "string" - }, { - "name" : "interest", - "type" : "string" - } ], - "version" : "1" -}, { - "type" : "record", - "name" : "SeqSystemEventMessage", - "namespace" : "com.nasdaq.equities.island.applications.datafeed.qbbo.messaging21", - "fields" : [ { - "name" : "SoupPartition", - "type" : "int" - }, { - "name" : "SoupSequence", - "type" : "long" - }, { - "name" : "msgType", - "type" : "string" - }, { - "name" : "trackingID", - "type" : "long" - }, { - "name" : "event", - "type" : "string" - } ], - "version" : "1" -}, { - "type" : "record", - "name" : "SeqTradingStateMessage", - "namespace" : "com.nasdaq.equities.island.applications.datafeed.qbbo.messaging21", - "fields" : [ { - "name" : "SoupPartition", - "type" : "int" - }, { - "name" : "SoupSequence", - "type" : "long" - }, { - "name" : "msgType", - "type" : "string" - }, { - "name" : "trackingID", - "type" : "long" - }, { - "name" : "symbol", - "type" : "string" - }, { - "name" : "market", - "type" : "string" - }, { - "name" : "tradingState", - "type" : "string" - }, { - "name" : "reason", - "type" : "string" - } ], - "version" : "1" -} ] \ No newline at end of file diff --git a/ncdssdk/src/main/resources/schemas/QBBO-C-BSX.avsc b/ncdssdk/src/main/resources/schemas/QBBO-C-BSX.avsc deleted file mode 100644 index 71ef4ff..0000000 --- a/ncdssdk/src/main/resources/schemas/QBBO-C-BSX.avsc +++ /dev/null @@ -1,343 +0,0 @@ -[ { - "type" : "record", - "name" : "SeqDirectoryMessage", - "namespace" : "com.nasdaq.equities.island.applications.datafeed.qbbo.messaging21", - "fields" : [ { - "name" : "SoupPartition", - "type" : "int" - }, { - "name" : "SoupSequence", - "type" : "long" - }, { - "name" : "msgType", - "type" : "string" - }, { - "name" : "trackingID", - "type" : "long" - }, { - "name" : "symbol", - "type" : "string" - }, { - "name" : "marketCategory", - "type" : "string" - }, { - "name" : "fsi", - "type" : "string" - }, { - "name" : "roundLotSize", - "type" : "int" - }, { - "name" : "roundLotOnly", - "type" : "string" - }, { - "name" : "issueClass", - "type" : "string" - }, { - "name" : "issueSubtype", - "type" : "string" - }, { - "name" : "authenticity", - "type" : "string" - }, { - "name" : "shortThreshold", - "type" : "string" - }, { - "name" : "ipo", - "type" : "string" - }, { - "name" : "luldTier", - "type" : "string" - }, { - "name" : "etf", - "type" : "string" - }, { - "name" : "etfFactor", - "type" : "int" - }, { - "name" : "inverseETF", - "type" : "string" - } ], - "version" : "1" -}, { - "type" : "record", - "name" : "SeqETMFQuoteMessage", - "namespace" : "com.nasdaq.equities.island.applications.datafeed.qbbo.messaging21", - "fields" : [ { - "name" : "SoupPartition", - "type" : "int" - }, { - "name" : "SoupSequence", - "type" : "long" - }, { - "name" : "msgType", - "type" : "string" - }, { - "name" : "trackingID", - "type" : "long" - }, { - "name" : "symbol", - "type" : "string" - }, { - "name" : "market", - "type" : "string" - }, { - "name" : "bidPrice", - "type" : "int" - }, { - "name" : "bidQuantity", - "type" : "int" - }, { - "name" : "bidNavPremium", - "type" : "int" - }, { - "name" : "askPrice", - "type" : "int" - }, { - "name" : "askQuantity", - "type" : "int" - }, { - "name" : "askNavPremium", - "type" : "int" - } ], - "version" : "1" -}, { - "type" : "record", - "name" : "SeqIPOQuotePeriodMessage", - "namespace" : "com.nasdaq.equities.island.applications.datafeed.qbbo.messaging21", - "fields" : [ { - "name" : "SoupPartition", - "type" : "int" - }, { - "name" : "SoupSequence", - "type" : "long" - }, { - "name" : "msgType", - "type" : "string" - }, { - "name" : "trackingID", - "type" : "long" - }, { - "name" : "symbol", - "type" : "string" - }, { - "name" : "releaseTime", - "type" : "int" - }, { - "name" : "releaseQualifier", - "type" : "string" - }, { - "name" : "ipoPrice", - "type" : "int" - } ], - "version" : "1" -}, { - "type" : "record", - "name" : "SeqMWCBDeclineMessage", - "namespace" : "com.nasdaq.equities.island.applications.datafeed.qbbo.messaging21", - "fields" : [ { - "name" : "SoupPartition", - "type" : "int" - }, { - "name" : "SoupSequence", - "type" : "long" - }, { - "name" : "msgType", - "type" : "string" - }, { - "name" : "trackingID", - "type" : "long" - }, { - "name" : "level1", - "type" : "long" - }, { - "name" : "level2", - "type" : "long" - }, { - "name" : "level3", - "type" : "long" - } ], - "version" : "1" -}, { - "type" : "record", - "name" : "SeqMWCBStatusMessage", - "namespace" : "com.nasdaq.equities.island.applications.datafeed.qbbo.messaging21", - "fields" : [ { - "name" : "SoupPartition", - "type" : "int" - }, { - "name" : "SoupSequence", - "type" : "long" - }, { - "name" : "msgType", - "type" : "string" - }, { - "name" : "trackingID", - "type" : "long" - }, { - "name" : "breachLevel", - "type" : "string" - } ], - "version" : "1" -}, { - "type" : "record", - "name" : "SeqMarketCenterActionMessage", - "namespace" : "com.nasdaq.equities.island.applications.datafeed.qbbo.messaging21", - "fields" : [ { - "name" : "SoupPartition", - "type" : "int" - }, { - "name" : "SoupSequence", - "type" : "long" - }, { - "name" : "msgType", - "type" : "string" - }, { - "name" : "trackingID", - "type" : "long" - }, { - "name" : "symbol", - "type" : "string" - }, { - "name" : "marketCenter", - "type" : "string" - }, { - "name" : "action", - "type" : "string" - } ], - "version" : "1" -}, { - "type" : "record", - "name" : "SeqQuoteMessage", - "namespace" : "com.nasdaq.equities.island.applications.datafeed.qbbo.messaging21", - "fields" : [ { - "name" : "SoupPartition", - "type" : "int" - }, { - "name" : "SoupSequence", - "type" : "long" - }, { - "name" : "msgType", - "type" : "string" - }, { - "name" : "trackingID", - "type" : "long" - }, { - "name" : "symbol", - "type" : "string" - }, { - "name" : "market", - "type" : "string" - }, { - "name" : "bidPrice", - "type" : "int" - }, { - "name" : "bidQuantity", - "type" : "int" - }, { - "name" : "askPrice", - "type" : "int" - }, { - "name" : "askQuantity", - "type" : "int" - } ], - "version" : "1" -}, { - "type" : "record", - "name" : "SeqRegSHORestrictionMessage", - "namespace" : "com.nasdaq.equities.island.applications.datafeed.qbbo.messaging21", - "fields" : [ { - "name" : "SoupPartition", - "type" : "int" - }, { - "name" : "SoupSequence", - "type" : "long" - }, { - "name" : "msgType", - "type" : "string" - }, { - "name" : "trackingID", - "type" : "long" - }, { - "name" : "symbol", - "type" : "string" - }, { - "name" : "regSHOAction", - "type" : "string" - } ], - "version" : "1" -}, { - "type" : "record", - "name" : "SeqRetailInterestMessage", - "namespace" : "com.nasdaq.equities.island.applications.datafeed.qbbo.messaging21", - "fields" : [ { - "name" : "SoupPartition", - "type" : "int" - }, { - "name" : "SoupSequence", - "type" : "long" - }, { - "name" : "msgType", - "type" : "string" - }, { - "name" : "trackingID", - "type" : "long" - }, { - "name" : "symbol", - "type" : "string" - }, { - "name" : "interest", - "type" : "string" - } ], - "version" : "1" -}, { - "type" : "record", - "name" : "SeqSystemEventMessage", - "namespace" : "com.nasdaq.equities.island.applications.datafeed.qbbo.messaging21", - "fields" : [ { - "name" : "SoupPartition", - "type" : "int" - }, { - "name" : "SoupSequence", - "type" : "long" - }, { - "name" : "msgType", - "type" : "string" - }, { - "name" : "trackingID", - "type" : "long" - }, { - "name" : "event", - "type" : "string" - } ], - "version" : "1" -}, { - "type" : "record", - "name" : "SeqTradingStateMessage", - "namespace" : "com.nasdaq.equities.island.applications.datafeed.qbbo.messaging21", - "fields" : [ { - "name" : "SoupPartition", - "type" : "int" - }, { - "name" : "SoupSequence", - "type" : "long" - }, { - "name" : "msgType", - "type" : "string" - }, { - "name" : "trackingID", - "type" : "long" - }, { - "name" : "symbol", - "type" : "string" - }, { - "name" : "market", - "type" : "string" - }, { - "name" : "tradingState", - "type" : "string" - }, { - "name" : "reason", - "type" : "string" - } ], - "version" : "1" -} ] \ No newline at end of file diff --git a/ncdssdk/src/main/resources/schemas/QBBO-C-CORE.avsc b/ncdssdk/src/main/resources/schemas/QBBO-C-CORE.avsc deleted file mode 100644 index 71ef4ff..0000000 --- a/ncdssdk/src/main/resources/schemas/QBBO-C-CORE.avsc +++ /dev/null @@ -1,343 +0,0 @@ -[ { - "type" : "record", - "name" : "SeqDirectoryMessage", - "namespace" : "com.nasdaq.equities.island.applications.datafeed.qbbo.messaging21", - "fields" : [ { - "name" : "SoupPartition", - "type" : "int" - }, { - "name" : "SoupSequence", - "type" : "long" - }, { - "name" : "msgType", - "type" : "string" - }, { - "name" : "trackingID", - "type" : "long" - }, { - "name" : "symbol", - "type" : "string" - }, { - "name" : "marketCategory", - "type" : "string" - }, { - "name" : "fsi", - "type" : "string" - }, { - "name" : "roundLotSize", - "type" : "int" - }, { - "name" : "roundLotOnly", - "type" : "string" - }, { - "name" : "issueClass", - "type" : "string" - }, { - "name" : "issueSubtype", - "type" : "string" - }, { - "name" : "authenticity", - "type" : "string" - }, { - "name" : "shortThreshold", - "type" : "string" - }, { - "name" : "ipo", - "type" : "string" - }, { - "name" : "luldTier", - "type" : "string" - }, { - "name" : "etf", - "type" : "string" - }, { - "name" : "etfFactor", - "type" : "int" - }, { - "name" : "inverseETF", - "type" : "string" - } ], - "version" : "1" -}, { - "type" : "record", - "name" : "SeqETMFQuoteMessage", - "namespace" : "com.nasdaq.equities.island.applications.datafeed.qbbo.messaging21", - "fields" : [ { - "name" : "SoupPartition", - "type" : "int" - }, { - "name" : "SoupSequence", - "type" : "long" - }, { - "name" : "msgType", - "type" : "string" - }, { - "name" : "trackingID", - "type" : "long" - }, { - "name" : "symbol", - "type" : "string" - }, { - "name" : "market", - "type" : "string" - }, { - "name" : "bidPrice", - "type" : "int" - }, { - "name" : "bidQuantity", - "type" : "int" - }, { - "name" : "bidNavPremium", - "type" : "int" - }, { - "name" : "askPrice", - "type" : "int" - }, { - "name" : "askQuantity", - "type" : "int" - }, { - "name" : "askNavPremium", - "type" : "int" - } ], - "version" : "1" -}, { - "type" : "record", - "name" : "SeqIPOQuotePeriodMessage", - "namespace" : "com.nasdaq.equities.island.applications.datafeed.qbbo.messaging21", - "fields" : [ { - "name" : "SoupPartition", - "type" : "int" - }, { - "name" : "SoupSequence", - "type" : "long" - }, { - "name" : "msgType", - "type" : "string" - }, { - "name" : "trackingID", - "type" : "long" - }, { - "name" : "symbol", - "type" : "string" - }, { - "name" : "releaseTime", - "type" : "int" - }, { - "name" : "releaseQualifier", - "type" : "string" - }, { - "name" : "ipoPrice", - "type" : "int" - } ], - "version" : "1" -}, { - "type" : "record", - "name" : "SeqMWCBDeclineMessage", - "namespace" : "com.nasdaq.equities.island.applications.datafeed.qbbo.messaging21", - "fields" : [ { - "name" : "SoupPartition", - "type" : "int" - }, { - "name" : "SoupSequence", - "type" : "long" - }, { - "name" : "msgType", - "type" : "string" - }, { - "name" : "trackingID", - "type" : "long" - }, { - "name" : "level1", - "type" : "long" - }, { - "name" : "level2", - "type" : "long" - }, { - "name" : "level3", - "type" : "long" - } ], - "version" : "1" -}, { - "type" : "record", - "name" : "SeqMWCBStatusMessage", - "namespace" : "com.nasdaq.equities.island.applications.datafeed.qbbo.messaging21", - "fields" : [ { - "name" : "SoupPartition", - "type" : "int" - }, { - "name" : "SoupSequence", - "type" : "long" - }, { - "name" : "msgType", - "type" : "string" - }, { - "name" : "trackingID", - "type" : "long" - }, { - "name" : "breachLevel", - "type" : "string" - } ], - "version" : "1" -}, { - "type" : "record", - "name" : "SeqMarketCenterActionMessage", - "namespace" : "com.nasdaq.equities.island.applications.datafeed.qbbo.messaging21", - "fields" : [ { - "name" : "SoupPartition", - "type" : "int" - }, { - "name" : "SoupSequence", - "type" : "long" - }, { - "name" : "msgType", - "type" : "string" - }, { - "name" : "trackingID", - "type" : "long" - }, { - "name" : "symbol", - "type" : "string" - }, { - "name" : "marketCenter", - "type" : "string" - }, { - "name" : "action", - "type" : "string" - } ], - "version" : "1" -}, { - "type" : "record", - "name" : "SeqQuoteMessage", - "namespace" : "com.nasdaq.equities.island.applications.datafeed.qbbo.messaging21", - "fields" : [ { - "name" : "SoupPartition", - "type" : "int" - }, { - "name" : "SoupSequence", - "type" : "long" - }, { - "name" : "msgType", - "type" : "string" - }, { - "name" : "trackingID", - "type" : "long" - }, { - "name" : "symbol", - "type" : "string" - }, { - "name" : "market", - "type" : "string" - }, { - "name" : "bidPrice", - "type" : "int" - }, { - "name" : "bidQuantity", - "type" : "int" - }, { - "name" : "askPrice", - "type" : "int" - }, { - "name" : "askQuantity", - "type" : "int" - } ], - "version" : "1" -}, { - "type" : "record", - "name" : "SeqRegSHORestrictionMessage", - "namespace" : "com.nasdaq.equities.island.applications.datafeed.qbbo.messaging21", - "fields" : [ { - "name" : "SoupPartition", - "type" : "int" - }, { - "name" : "SoupSequence", - "type" : "long" - }, { - "name" : "msgType", - "type" : "string" - }, { - "name" : "trackingID", - "type" : "long" - }, { - "name" : "symbol", - "type" : "string" - }, { - "name" : "regSHOAction", - "type" : "string" - } ], - "version" : "1" -}, { - "type" : "record", - "name" : "SeqRetailInterestMessage", - "namespace" : "com.nasdaq.equities.island.applications.datafeed.qbbo.messaging21", - "fields" : [ { - "name" : "SoupPartition", - "type" : "int" - }, { - "name" : "SoupSequence", - "type" : "long" - }, { - "name" : "msgType", - "type" : "string" - }, { - "name" : "trackingID", - "type" : "long" - }, { - "name" : "symbol", - "type" : "string" - }, { - "name" : "interest", - "type" : "string" - } ], - "version" : "1" -}, { - "type" : "record", - "name" : "SeqSystemEventMessage", - "namespace" : "com.nasdaq.equities.island.applications.datafeed.qbbo.messaging21", - "fields" : [ { - "name" : "SoupPartition", - "type" : "int" - }, { - "name" : "SoupSequence", - "type" : "long" - }, { - "name" : "msgType", - "type" : "string" - }, { - "name" : "trackingID", - "type" : "long" - }, { - "name" : "event", - "type" : "string" - } ], - "version" : "1" -}, { - "type" : "record", - "name" : "SeqTradingStateMessage", - "namespace" : "com.nasdaq.equities.island.applications.datafeed.qbbo.messaging21", - "fields" : [ { - "name" : "SoupPartition", - "type" : "int" - }, { - "name" : "SoupSequence", - "type" : "long" - }, { - "name" : "msgType", - "type" : "string" - }, { - "name" : "trackingID", - "type" : "long" - }, { - "name" : "symbol", - "type" : "string" - }, { - "name" : "market", - "type" : "string" - }, { - "name" : "tradingState", - "type" : "string" - }, { - "name" : "reason", - "type" : "string" - } ], - "version" : "1" -} ] \ No newline at end of file diff --git a/ncdssdk/src/main/resources/schemas/QBBO-C-PSX.avsc b/ncdssdk/src/main/resources/schemas/QBBO-C-PSX.avsc deleted file mode 100644 index 71ef4ff..0000000 --- a/ncdssdk/src/main/resources/schemas/QBBO-C-PSX.avsc +++ /dev/null @@ -1,343 +0,0 @@ -[ { - "type" : "record", - "name" : "SeqDirectoryMessage", - "namespace" : "com.nasdaq.equities.island.applications.datafeed.qbbo.messaging21", - "fields" : [ { - "name" : "SoupPartition", - "type" : "int" - }, { - "name" : "SoupSequence", - "type" : "long" - }, { - "name" : "msgType", - "type" : "string" - }, { - "name" : "trackingID", - "type" : "long" - }, { - "name" : "symbol", - "type" : "string" - }, { - "name" : "marketCategory", - "type" : "string" - }, { - "name" : "fsi", - "type" : "string" - }, { - "name" : "roundLotSize", - "type" : "int" - }, { - "name" : "roundLotOnly", - "type" : "string" - }, { - "name" : "issueClass", - "type" : "string" - }, { - "name" : "issueSubtype", - "type" : "string" - }, { - "name" : "authenticity", - "type" : "string" - }, { - "name" : "shortThreshold", - "type" : "string" - }, { - "name" : "ipo", - "type" : "string" - }, { - "name" : "luldTier", - "type" : "string" - }, { - "name" : "etf", - "type" : "string" - }, { - "name" : "etfFactor", - "type" : "int" - }, { - "name" : "inverseETF", - "type" : "string" - } ], - "version" : "1" -}, { - "type" : "record", - "name" : "SeqETMFQuoteMessage", - "namespace" : "com.nasdaq.equities.island.applications.datafeed.qbbo.messaging21", - "fields" : [ { - "name" : "SoupPartition", - "type" : "int" - }, { - "name" : "SoupSequence", - "type" : "long" - }, { - "name" : "msgType", - "type" : "string" - }, { - "name" : "trackingID", - "type" : "long" - }, { - "name" : "symbol", - "type" : "string" - }, { - "name" : "market", - "type" : "string" - }, { - "name" : "bidPrice", - "type" : "int" - }, { - "name" : "bidQuantity", - "type" : "int" - }, { - "name" : "bidNavPremium", - "type" : "int" - }, { - "name" : "askPrice", - "type" : "int" - }, { - "name" : "askQuantity", - "type" : "int" - }, { - "name" : "askNavPremium", - "type" : "int" - } ], - "version" : "1" -}, { - "type" : "record", - "name" : "SeqIPOQuotePeriodMessage", - "namespace" : "com.nasdaq.equities.island.applications.datafeed.qbbo.messaging21", - "fields" : [ { - "name" : "SoupPartition", - "type" : "int" - }, { - "name" : "SoupSequence", - "type" : "long" - }, { - "name" : "msgType", - "type" : "string" - }, { - "name" : "trackingID", - "type" : "long" - }, { - "name" : "symbol", - "type" : "string" - }, { - "name" : "releaseTime", - "type" : "int" - }, { - "name" : "releaseQualifier", - "type" : "string" - }, { - "name" : "ipoPrice", - "type" : "int" - } ], - "version" : "1" -}, { - "type" : "record", - "name" : "SeqMWCBDeclineMessage", - "namespace" : "com.nasdaq.equities.island.applications.datafeed.qbbo.messaging21", - "fields" : [ { - "name" : "SoupPartition", - "type" : "int" - }, { - "name" : "SoupSequence", - "type" : "long" - }, { - "name" : "msgType", - "type" : "string" - }, { - "name" : "trackingID", - "type" : "long" - }, { - "name" : "level1", - "type" : "long" - }, { - "name" : "level2", - "type" : "long" - }, { - "name" : "level3", - "type" : "long" - } ], - "version" : "1" -}, { - "type" : "record", - "name" : "SeqMWCBStatusMessage", - "namespace" : "com.nasdaq.equities.island.applications.datafeed.qbbo.messaging21", - "fields" : [ { - "name" : "SoupPartition", - "type" : "int" - }, { - "name" : "SoupSequence", - "type" : "long" - }, { - "name" : "msgType", - "type" : "string" - }, { - "name" : "trackingID", - "type" : "long" - }, { - "name" : "breachLevel", - "type" : "string" - } ], - "version" : "1" -}, { - "type" : "record", - "name" : "SeqMarketCenterActionMessage", - "namespace" : "com.nasdaq.equities.island.applications.datafeed.qbbo.messaging21", - "fields" : [ { - "name" : "SoupPartition", - "type" : "int" - }, { - "name" : "SoupSequence", - "type" : "long" - }, { - "name" : "msgType", - "type" : "string" - }, { - "name" : "trackingID", - "type" : "long" - }, { - "name" : "symbol", - "type" : "string" - }, { - "name" : "marketCenter", - "type" : "string" - }, { - "name" : "action", - "type" : "string" - } ], - "version" : "1" -}, { - "type" : "record", - "name" : "SeqQuoteMessage", - "namespace" : "com.nasdaq.equities.island.applications.datafeed.qbbo.messaging21", - "fields" : [ { - "name" : "SoupPartition", - "type" : "int" - }, { - "name" : "SoupSequence", - "type" : "long" - }, { - "name" : "msgType", - "type" : "string" - }, { - "name" : "trackingID", - "type" : "long" - }, { - "name" : "symbol", - "type" : "string" - }, { - "name" : "market", - "type" : "string" - }, { - "name" : "bidPrice", - "type" : "int" - }, { - "name" : "bidQuantity", - "type" : "int" - }, { - "name" : "askPrice", - "type" : "int" - }, { - "name" : "askQuantity", - "type" : "int" - } ], - "version" : "1" -}, { - "type" : "record", - "name" : "SeqRegSHORestrictionMessage", - "namespace" : "com.nasdaq.equities.island.applications.datafeed.qbbo.messaging21", - "fields" : [ { - "name" : "SoupPartition", - "type" : "int" - }, { - "name" : "SoupSequence", - "type" : "long" - }, { - "name" : "msgType", - "type" : "string" - }, { - "name" : "trackingID", - "type" : "long" - }, { - "name" : "symbol", - "type" : "string" - }, { - "name" : "regSHOAction", - "type" : "string" - } ], - "version" : "1" -}, { - "type" : "record", - "name" : "SeqRetailInterestMessage", - "namespace" : "com.nasdaq.equities.island.applications.datafeed.qbbo.messaging21", - "fields" : [ { - "name" : "SoupPartition", - "type" : "int" - }, { - "name" : "SoupSequence", - "type" : "long" - }, { - "name" : "msgType", - "type" : "string" - }, { - "name" : "trackingID", - "type" : "long" - }, { - "name" : "symbol", - "type" : "string" - }, { - "name" : "interest", - "type" : "string" - } ], - "version" : "1" -}, { - "type" : "record", - "name" : "SeqSystemEventMessage", - "namespace" : "com.nasdaq.equities.island.applications.datafeed.qbbo.messaging21", - "fields" : [ { - "name" : "SoupPartition", - "type" : "int" - }, { - "name" : "SoupSequence", - "type" : "long" - }, { - "name" : "msgType", - "type" : "string" - }, { - "name" : "trackingID", - "type" : "long" - }, { - "name" : "event", - "type" : "string" - } ], - "version" : "1" -}, { - "type" : "record", - "name" : "SeqTradingStateMessage", - "namespace" : "com.nasdaq.equities.island.applications.datafeed.qbbo.messaging21", - "fields" : [ { - "name" : "SoupPartition", - "type" : "int" - }, { - "name" : "SoupSequence", - "type" : "long" - }, { - "name" : "msgType", - "type" : "string" - }, { - "name" : "trackingID", - "type" : "long" - }, { - "name" : "symbol", - "type" : "string" - }, { - "name" : "market", - "type" : "string" - }, { - "name" : "tradingState", - "type" : "string" - }, { - "name" : "reason", - "type" : "string" - } ], - "version" : "1" -} ] \ No newline at end of file diff --git a/ncdssdk/src/main/resources/schemas/TOTALVIEW-BSX.avsc b/ncdssdk/src/main/resources/schemas/TOTALVIEW-BSX.avsc deleted file mode 100644 index 8ca8257..0000000 --- a/ncdssdk/src/main/resources/schemas/TOTALVIEW-BSX.avsc +++ /dev/null @@ -1,736 +0,0 @@ -[ { - "type" : "record", - "name" : "SeqAddAttributedOrderMessage", - "namespace" : "com.nasdaq.equities.island.applications.datafeed.itch.itch50.messaging", - "fields" : [ { - "name" : "SoupPartition", - "type" : "int" - }, { - "name" : "SoupSequence", - "type" : "long" - }, { - "name" : "msgType", - "type" : "string" - }, { - "name" : "symbolLocate", - "type" : "int" - }, { - "name" : "uniqueTimestamp", - "type" : "long" - }, { - "name" : "orderId", - "type" : "long" - }, { - "name" : "side", - "type" : "string" - }, { - "name" : "quantity", - "type" : "int" - }, { - "name" : "symbol", - "type" : "string" - }, { - "name" : "price", - "type" : "int" - }, { - "name" : "mpid", - "type" : "string" - } ], - "version" : "1" -}, { - "type" : "record", - "name" : "SeqAddOrderMessage", - "namespace" : "com.nasdaq.equities.island.applications.datafeed.itch.itch50.messaging", - "fields" : [ { - "name" : "SoupPartition", - "type" : "int" - }, { - "name" : "SoupSequence", - "type" : "long" - }, { - "name" : "msgType", - "type" : "string" - }, { - "name" : "symbolLocate", - "type" : "int" - }, { - "name" : "uniqueTimestamp", - "type" : "long" - }, { - "name" : "orderId", - "type" : "long" - }, { - "name" : "side", - "type" : "string" - }, { - "name" : "quantity", - "type" : "int" - }, { - "name" : "symbol", - "type" : "string" - }, { - "name" : "price", - "type" : "int" - } ], - "version" : "1" -}, { - "type" : "record", - "name" : "SeqBrokenTradeMessage", - "namespace" : "com.nasdaq.equities.island.applications.datafeed.itch.itch50.messaging", - "fields" : [ { - "name" : "SoupPartition", - "type" : "int" - }, { - "name" : "SoupSequence", - "type" : "long" - }, { - "name" : "msgType", - "type" : "string" - }, { - "name" : "symbolLocate", - "type" : "int" - }, { - "name" : "uniqueTimestamp", - "type" : "long" - }, { - "name" : "matchId", - "type" : "long" - } ], - "version" : "1" -}, { - "type" : "record", - "name" : "SeqCrossTradeMessage", - "namespace" : "com.nasdaq.equities.island.applications.datafeed.itch.itch50.messaging", - "fields" : [ { - "name" : "SoupPartition", - "type" : "int" - }, { - "name" : "SoupSequence", - "type" : "long" - }, { - "name" : "msgType", - "type" : "string" - }, { - "name" : "symbolLocate", - "type" : "int" - }, { - "name" : "uniqueTimestamp", - "type" : "long" - }, { - "name" : "quantity", - "type" : "long" - }, { - "name" : "symbol", - "type" : "string" - }, { - "name" : "price", - "type" : "int" - }, { - "name" : "matchId", - "type" : "long" - }, { - "name" : "crossType", - "type" : "string" - } ], - "version" : "1" -}, { - "type" : "record", - "name" : "SeqFirmPermissionsMessage", - "namespace" : "com.nasdaq.equities.island.applications.datafeed.itch.itch50.messaging", - "fields" : [ { - "name" : "SoupPartition", - "type" : "int" - }, { - "name" : "SoupSequence", - "type" : "long" - }, { - "name" : "msgType", - "type" : "string" - }, { - "name" : "symbolLocate", - "type" : "int" - }, { - "name" : "uniqueTimestamp", - "type" : "long" - }, { - "name" : "mpid", - "type" : "string" - }, { - "name" : "symbol", - "type" : "string" - }, { - "name" : "pmm", - "type" : "string" - }, { - "name" : "mmm", - "type" : "string" - }, { - "name" : "mps", - "type" : "string" - } ], - "version" : "1" -}, { - "type" : "record", - "name" : "SeqIpoQuotingPeriodMessage", - "namespace" : "com.nasdaq.equities.island.applications.datafeed.itch.itch50.messaging", - "fields" : [ { - "name" : "SoupPartition", - "type" : "int" - }, { - "name" : "SoupSequence", - "type" : "long" - }, { - "name" : "msgType", - "type" : "string" - }, { - "name" : "symbolLocate", - "type" : "int" - }, { - "name" : "uniqueTimestamp", - "type" : "long" - }, { - "name" : "symbol", - "type" : "string" - }, { - "name" : "quoteReleaseTime", - "type" : "int" - }, { - "name" : "quoteReleaseQuant", - "type" : "string" - }, { - "name" : "ipoPrice", - "type" : "int" - } ], - "version" : "1" -}, { - "type" : "record", - "name" : "SeqLULDReopenMessage", - "namespace" : "com.nasdaq.equities.island.applications.datafeed.itch.itch50.messaging", - "fields" : [ { - "name" : "SoupPartition", - "type" : "int" - }, { - "name" : "SoupSequence", - "type" : "long" - }, { - "name" : "msgType", - "type" : "string" - }, { - "name" : "symbolLocate", - "type" : "int" - }, { - "name" : "uniqueTimestamp", - "type" : "long" - }, { - "name" : "symbol", - "type" : "string" - }, { - "name" : "refPrice", - "type" : "int" - }, { - "name" : "upperPrice", - "type" : "int" - }, { - "name" : "lowerPrice", - "type" : "int" - }, { - "name" : "extensions", - "type" : "int" - } ], - "version" : "1" -}, { - "type" : "record", - "name" : "SeqMarketCenterActionMessage", - "namespace" : "com.nasdaq.equities.island.applications.datafeed.itch.itch50.messaging", - "fields" : [ { - "name" : "SoupPartition", - "type" : "int" - }, { - "name" : "SoupSequence", - "type" : "long" - }, { - "name" : "msgType", - "type" : "string" - }, { - "name" : "symbolLocate", - "type" : "int" - }, { - "name" : "uniqueTimestamp", - "type" : "long" - }, { - "name" : "symbol", - "type" : "string" - }, { - "name" : "marketCenter", - "type" : "string" - }, { - "name" : "action", - "type" : "string" - } ], - "version" : "1" -}, { - "type" : "record", - "name" : "SeqMwcbLevelsMessage", - "namespace" : "com.nasdaq.equities.island.applications.datafeed.itch.itch50.messaging", - "fields" : [ { - "name" : "SoupPartition", - "type" : "int" - }, { - "name" : "SoupSequence", - "type" : "long" - }, { - "name" : "msgType", - "type" : "string" - }, { - "name" : "symbolLocate", - "type" : "int" - }, { - "name" : "uniqueTimestamp", - "type" : "long" - }, { - "name" : "level1", - "type" : "long" - }, { - "name" : "level2", - "type" : "long" - }, { - "name" : "level3", - "type" : "long" - } ], - "version" : "1" -}, { - "type" : "record", - "name" : "SeqMwcbStatusMessage", - "namespace" : "com.nasdaq.equities.island.applications.datafeed.itch.itch50.messaging", - "fields" : [ { - "name" : "SoupPartition", - "type" : "int" - }, { - "name" : "SoupSequence", - "type" : "long" - }, { - "name" : "msgType", - "type" : "string" - }, { - "name" : "symbolLocate", - "type" : "int" - }, { - "name" : "uniqueTimestamp", - "type" : "long" - }, { - "name" : "breachedLevel", - "type" : "string" - } ], - "version" : "1" -}, { - "type" : "record", - "name" : "SeqNOIIMessage", - "namespace" : "com.nasdaq.equities.island.applications.datafeed.itch.itch50.messaging", - "fields" : [ { - "name" : "SoupPartition", - "type" : "int" - }, { - "name" : "SoupSequence", - "type" : "long" - }, { - "name" : "msgType", - "type" : "string" - }, { - "name" : "symbolLocate", - "type" : "int" - }, { - "name" : "uniqueTimestamp", - "type" : "long" - }, { - "name" : "quantity", - "type" : "long" - }, { - "name" : "imbalance", - "type" : "long" - }, { - "name" : "imbalanceDir", - "type" : "string" - }, { - "name" : "symbol", - "type" : "string" - }, { - "name" : "farPrice", - "type" : "int" - }, { - "name" : "nearPrice", - "type" : "int" - }, { - "name" : "refPrice", - "type" : "int" - }, { - "name" : "crossType", - "type" : "string" - }, { - "name" : "priceVarianceInd", - "type" : "string" - } ], - "version" : "1" -}, { - "type" : "record", - "name" : "SeqOrderCancelMessage", - "namespace" : "com.nasdaq.equities.island.applications.datafeed.itch.itch50.messaging", - "fields" : [ { - "name" : "SoupPartition", - "type" : "int" - }, { - "name" : "SoupSequence", - "type" : "long" - }, { - "name" : "msgType", - "type" : "string" - }, { - "name" : "symbolLocate", - "type" : "int" - }, { - "name" : "uniqueTimestamp", - "type" : "long" - }, { - "name" : "orderId", - "type" : "long" - }, { - "name" : "quantity", - "type" : "int" - } ], - "version" : "1" -}, { - "type" : "record", - "name" : "SeqOrderDeleteMessage", - "namespace" : "com.nasdaq.equities.island.applications.datafeed.itch.itch50.messaging", - "fields" : [ { - "name" : "SoupPartition", - "type" : "int" - }, { - "name" : "SoupSequence", - "type" : "long" - }, { - "name" : "msgType", - "type" : "string" - }, { - "name" : "symbolLocate", - "type" : "int" - }, { - "name" : "uniqueTimestamp", - "type" : "long" - }, { - "name" : "orderId", - "type" : "long" - } ], - "version" : "1" -}, { - "type" : "record", - "name" : "SeqOrderExecutedMessage", - "namespace" : "com.nasdaq.equities.island.applications.datafeed.itch.itch50.messaging", - "fields" : [ { - "name" : "SoupPartition", - "type" : "int" - }, { - "name" : "SoupSequence", - "type" : "long" - }, { - "name" : "msgType", - "type" : "string" - }, { - "name" : "symbolLocate", - "type" : "int" - }, { - "name" : "uniqueTimestamp", - "type" : "long" - }, { - "name" : "orderId", - "type" : "long" - }, { - "name" : "quantity", - "type" : "int" - }, { - "name" : "matchId", - "type" : "long" - } ], - "version" : "1" -}, { - "type" : "record", - "name" : "SeqOrderExecutedWithPriceMessage", - "namespace" : "com.nasdaq.equities.island.applications.datafeed.itch.itch50.messaging", - "fields" : [ { - "name" : "SoupPartition", - "type" : "int" - }, { - "name" : "SoupSequence", - "type" : "long" - }, { - "name" : "msgType", - "type" : "string" - }, { - "name" : "symbolLocate", - "type" : "int" - }, { - "name" : "uniqueTimestamp", - "type" : "long" - }, { - "name" : "orderId", - "type" : "long" - }, { - "name" : "quantity", - "type" : "int" - }, { - "name" : "matchId", - "type" : "long" - }, { - "name" : "printable", - "type" : "string" - }, { - "name" : "price", - "type" : "int" - } ], - "version" : "1" -}, { - "type" : "record", - "name" : "SeqRegSHOStateMessage", - "namespace" : "com.nasdaq.equities.island.applications.datafeed.itch.itch50.messaging", - "fields" : [ { - "name" : "SoupPartition", - "type" : "int" - }, { - "name" : "SoupSequence", - "type" : "long" - }, { - "name" : "msgType", - "type" : "string" - }, { - "name" : "symbolLocate", - "type" : "int" - }, { - "name" : "uniqueTimestamp", - "type" : "long" - }, { - "name" : "symbol", - "type" : "string" - }, { - "name" : "state", - "type" : "string" - } ], - "version" : "1" -}, { - "type" : "record", - "name" : "SeqReplaceOrderMessage", - "namespace" : "com.nasdaq.equities.island.applications.datafeed.itch.itch50.messaging", - "fields" : [ { - "name" : "SoupPartition", - "type" : "int" - }, { - "name" : "SoupSequence", - "type" : "long" - }, { - "name" : "msgType", - "type" : "string" - }, { - "name" : "symbolLocate", - "type" : "int" - }, { - "name" : "uniqueTimestamp", - "type" : "long" - }, { - "name" : "orderId", - "type" : "long" - }, { - "name" : "newOrderId", - "type" : "long" - }, { - "name" : "quantity", - "type" : "int" - }, { - "name" : "price", - "type" : "int" - } ], - "version" : "1" -}, { - "type" : "record", - "name" : "SeqRetailInterestMessage", - "namespace" : "com.nasdaq.equities.island.applications.datafeed.itch.itch50.messaging", - "fields" : [ { - "name" : "SoupPartition", - "type" : "int" - }, { - "name" : "SoupSequence", - "type" : "long" - }, { - "name" : "msgType", - "type" : "string" - }, { - "name" : "symbolLocate", - "type" : "int" - }, { - "name" : "uniqueTimestamp", - "type" : "long" - }, { - "name" : "symbol", - "type" : "string" - }, { - "name" : "interest", - "type" : "string" - } ], - "version" : "1" -}, { - "type" : "record", - "name" : "SeqSymbolDirectoryMessage", - "namespace" : "com.nasdaq.equities.island.applications.datafeed.itch.itch50.messaging", - "fields" : [ { - "name" : "SoupPartition", - "type" : "int" - }, { - "name" : "SoupSequence", - "type" : "long" - }, { - "name" : "msgType", - "type" : "string" - }, { - "name" : "symbolLocate", - "type" : "int" - }, { - "name" : "uniqueTimestamp", - "type" : "long" - }, { - "name" : "symbol", - "type" : "string" - }, { - "name" : "marketCategory", - "type" : "string" - }, { - "name" : "fsi", - "type" : "string" - }, { - "name" : "roundLotSize", - "type" : "int" - }, { - "name" : "roundLotOnly", - "type" : "string" - }, { - "name" : "issueClassification", - "type" : "string" - }, { - "name" : "issueSubtype", - "type" : "string" - }, { - "name" : "authenticity", - "type" : "string" - }, { - "name" : "shortSaleThreshold", - "type" : "string" - }, { - "name" : "ipoFlag", - "type" : "string" - }, { - "name" : "luldPriceTier", - "type" : "string" - }, { - "name" : "etpFlag", - "type" : "string" - }, { - "name" : "etpLeverageFactor", - "type" : "int" - }, { - "name" : "inverse", - "type" : "string" - } ], - "version" : "1" -}, { - "type" : "record", - "name" : "SeqSystemEventMessage", - "namespace" : "com.nasdaq.equities.island.applications.datafeed.itch.itch50.messaging", - "fields" : [ { - "name" : "SoupPartition", - "type" : "int" - }, { - "name" : "SoupSequence", - "type" : "long" - }, { - "name" : "msgType", - "type" : "string" - }, { - "name" : "symbolLocate", - "type" : "int" - }, { - "name" : "uniqueTimestamp", - "type" : "long" - }, { - "name" : "event", - "type" : "string" - } ], - "version" : "1" -}, { - "type" : "record", - "name" : "SeqTradeMessage", - "namespace" : "com.nasdaq.equities.island.applications.datafeed.itch.itch50.messaging", - "fields" : [ { - "name" : "SoupPartition", - "type" : "int" - }, { - "name" : "SoupSequence", - "type" : "long" - }, { - "name" : "msgType", - "type" : "string" - }, { - "name" : "symbolLocate", - "type" : "int" - }, { - "name" : "uniqueTimestamp", - "type" : "long" - }, { - "name" : "orderId", - "type" : "long" - }, { - "name" : "side", - "type" : "string" - }, { - "name" : "quantity", - "type" : "int" - }, { - "name" : "symbol", - "type" : "string" - }, { - "name" : "price", - "type" : "int" - }, { - "name" : "matchId", - "type" : "long" - } ], - "version" : "1" -}, { - "type" : "record", - "name" : "SeqTradingActionMessage", - "namespace" : "com.nasdaq.equities.island.applications.datafeed.itch.itch50.messaging", - "fields" : [ { - "name" : "SoupPartition", - "type" : "int" - }, { - "name" : "SoupSequence", - "type" : "long" - }, { - "name" : "msgType", - "type" : "string" - }, { - "name" : "symbolLocate", - "type" : "int" - }, { - "name" : "uniqueTimestamp", - "type" : "long" - }, { - "name" : "symbol", - "type" : "string" - }, { - "name" : "tradingState", - "type" : "string" - }, { - "name" : "reserved", - "type" : "string" - }, { - "name" : "reason", - "type" : "string" - } ], - "version" : "1" -} ] \ No newline at end of file diff --git a/ncdssdk/src/main/resources/schemas/TOTALVIEW-PSX.avsc b/ncdssdk/src/main/resources/schemas/TOTALVIEW-PSX.avsc deleted file mode 100644 index 8ca8257..0000000 --- a/ncdssdk/src/main/resources/schemas/TOTALVIEW-PSX.avsc +++ /dev/null @@ -1,736 +0,0 @@ -[ { - "type" : "record", - "name" : "SeqAddAttributedOrderMessage", - "namespace" : "com.nasdaq.equities.island.applications.datafeed.itch.itch50.messaging", - "fields" : [ { - "name" : "SoupPartition", - "type" : "int" - }, { - "name" : "SoupSequence", - "type" : "long" - }, { - "name" : "msgType", - "type" : "string" - }, { - "name" : "symbolLocate", - "type" : "int" - }, { - "name" : "uniqueTimestamp", - "type" : "long" - }, { - "name" : "orderId", - "type" : "long" - }, { - "name" : "side", - "type" : "string" - }, { - "name" : "quantity", - "type" : "int" - }, { - "name" : "symbol", - "type" : "string" - }, { - "name" : "price", - "type" : "int" - }, { - "name" : "mpid", - "type" : "string" - } ], - "version" : "1" -}, { - "type" : "record", - "name" : "SeqAddOrderMessage", - "namespace" : "com.nasdaq.equities.island.applications.datafeed.itch.itch50.messaging", - "fields" : [ { - "name" : "SoupPartition", - "type" : "int" - }, { - "name" : "SoupSequence", - "type" : "long" - }, { - "name" : "msgType", - "type" : "string" - }, { - "name" : "symbolLocate", - "type" : "int" - }, { - "name" : "uniqueTimestamp", - "type" : "long" - }, { - "name" : "orderId", - "type" : "long" - }, { - "name" : "side", - "type" : "string" - }, { - "name" : "quantity", - "type" : "int" - }, { - "name" : "symbol", - "type" : "string" - }, { - "name" : "price", - "type" : "int" - } ], - "version" : "1" -}, { - "type" : "record", - "name" : "SeqBrokenTradeMessage", - "namespace" : "com.nasdaq.equities.island.applications.datafeed.itch.itch50.messaging", - "fields" : [ { - "name" : "SoupPartition", - "type" : "int" - }, { - "name" : "SoupSequence", - "type" : "long" - }, { - "name" : "msgType", - "type" : "string" - }, { - "name" : "symbolLocate", - "type" : "int" - }, { - "name" : "uniqueTimestamp", - "type" : "long" - }, { - "name" : "matchId", - "type" : "long" - } ], - "version" : "1" -}, { - "type" : "record", - "name" : "SeqCrossTradeMessage", - "namespace" : "com.nasdaq.equities.island.applications.datafeed.itch.itch50.messaging", - "fields" : [ { - "name" : "SoupPartition", - "type" : "int" - }, { - "name" : "SoupSequence", - "type" : "long" - }, { - "name" : "msgType", - "type" : "string" - }, { - "name" : "symbolLocate", - "type" : "int" - }, { - "name" : "uniqueTimestamp", - "type" : "long" - }, { - "name" : "quantity", - "type" : "long" - }, { - "name" : "symbol", - "type" : "string" - }, { - "name" : "price", - "type" : "int" - }, { - "name" : "matchId", - "type" : "long" - }, { - "name" : "crossType", - "type" : "string" - } ], - "version" : "1" -}, { - "type" : "record", - "name" : "SeqFirmPermissionsMessage", - "namespace" : "com.nasdaq.equities.island.applications.datafeed.itch.itch50.messaging", - "fields" : [ { - "name" : "SoupPartition", - "type" : "int" - }, { - "name" : "SoupSequence", - "type" : "long" - }, { - "name" : "msgType", - "type" : "string" - }, { - "name" : "symbolLocate", - "type" : "int" - }, { - "name" : "uniqueTimestamp", - "type" : "long" - }, { - "name" : "mpid", - "type" : "string" - }, { - "name" : "symbol", - "type" : "string" - }, { - "name" : "pmm", - "type" : "string" - }, { - "name" : "mmm", - "type" : "string" - }, { - "name" : "mps", - "type" : "string" - } ], - "version" : "1" -}, { - "type" : "record", - "name" : "SeqIpoQuotingPeriodMessage", - "namespace" : "com.nasdaq.equities.island.applications.datafeed.itch.itch50.messaging", - "fields" : [ { - "name" : "SoupPartition", - "type" : "int" - }, { - "name" : "SoupSequence", - "type" : "long" - }, { - "name" : "msgType", - "type" : "string" - }, { - "name" : "symbolLocate", - "type" : "int" - }, { - "name" : "uniqueTimestamp", - "type" : "long" - }, { - "name" : "symbol", - "type" : "string" - }, { - "name" : "quoteReleaseTime", - "type" : "int" - }, { - "name" : "quoteReleaseQuant", - "type" : "string" - }, { - "name" : "ipoPrice", - "type" : "int" - } ], - "version" : "1" -}, { - "type" : "record", - "name" : "SeqLULDReopenMessage", - "namespace" : "com.nasdaq.equities.island.applications.datafeed.itch.itch50.messaging", - "fields" : [ { - "name" : "SoupPartition", - "type" : "int" - }, { - "name" : "SoupSequence", - "type" : "long" - }, { - "name" : "msgType", - "type" : "string" - }, { - "name" : "symbolLocate", - "type" : "int" - }, { - "name" : "uniqueTimestamp", - "type" : "long" - 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"type" : "string" - } ], - "version" : "1" -} ] \ No newline at end of file diff --git a/ncdssdk/src/main/resources/schemas/TOTALVIEW.avsc b/ncdssdk/src/main/resources/schemas/TOTALVIEW.avsc deleted file mode 100644 index 8ca8257..0000000 --- a/ncdssdk/src/main/resources/schemas/TOTALVIEW.avsc +++ /dev/null @@ -1,736 +0,0 @@ -[ { - "type" : "record", - "name" : "SeqAddAttributedOrderMessage", - "namespace" : "com.nasdaq.equities.island.applications.datafeed.itch.itch50.messaging", - "fields" : [ { - "name" : "SoupPartition", - "type" : "int" - }, { - "name" : "SoupSequence", - "type" : "long" - }, { - "name" : "msgType", - "type" : "string" - }, { - "name" : "symbolLocate", - "type" : "int" - }, { - "name" : "uniqueTimestamp", - "type" : "long" - }, { - "name" : "orderId", - "type" : "long" - }, { - "name" : "side", - "type" : "string" - }, { - "name" : "quantity", - "type" : "int" - }, { - "name" : "symbol", - "type" : "string" - }, { - "name" : "price", - "type" : "int" - }, { - "name" : "mpid", - "type" : "string" - } ], - "version" : "1" -}, { - "type" : "record", - "name" : "SeqAddOrderMessage", - "namespace" : "com.nasdaq.equities.island.applications.datafeed.itch.itch50.messaging", - "fields" : [ { - "name" : "SoupPartition", - "type" : "int" - }, { - "name" : "SoupSequence", - "type" : "long" - }, { - "name" : "msgType", - "type" : "string" - }, { - "name" : "symbolLocate", - "type" : "int" - }, { - "name" : "uniqueTimestamp", - "type" : "long" - }, { - "name" : "orderId", - "type" : "long" - }, { - "name" : "side", - "type" : "string" - }, { - "name" : "quantity", - "type" : "int" - }, { - "name" : "symbol", - "type" : "string" - }, { - "name" : "price", - "type" : "int" - } ], - "version" : "1" -}, { - "type" : "record", - "name" : "SeqBrokenTradeMessage", - "namespace" : "com.nasdaq.equities.island.applications.datafeed.itch.itch50.messaging", - "fields" : [ { - "name" : "SoupPartition", - "type" : "int" - }, { - "name" : "SoupSequence", - "type" : 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"long" - }, { - "name" : "orderId", - "type" : "long" - }, { - "name" : "quantity", - "type" : "int" - }, { - "name" : "matchId", - "type" : "long" - } ], - "version" : "1" -}, { - "type" : "record", - "name" : "SeqOrderExecutedWithPriceMessage", - "namespace" : "com.nasdaq.equities.island.applications.datafeed.itch.itch50.messaging", - "fields" : [ { - "name" : "SoupPartition", - "type" : "int" - }, { - "name" : "SoupSequence", - "type" : "long" - }, { - "name" : "msgType", - "type" : "string" - }, { - "name" : "symbolLocate", - "type" : "int" - }, { - "name" : "uniqueTimestamp", - "type" : "long" - }, { - "name" : "orderId", - "type" : "long" - }, { - "name" : "quantity", - "type" : "int" - }, { - "name" : "matchId", - "type" : "long" - }, { - "name" : "printable", - "type" : "string" - }, { - "name" : "price", - "type" : "int" - } ], - "version" : "1" -}, { - "type" : "record", - "name" : "SeqRegSHOStateMessage", - "namespace" : "com.nasdaq.equities.island.applications.datafeed.itch.itch50.messaging", - "fields" : [ { - "name" : "SoupPartition", - "type" : "int" - }, { - "name" : "SoupSequence", - "type" : "long" - }, { - "name" : "msgType", - "type" : "string" - }, { - "name" : "symbolLocate", - "type" : "int" - }, { - "name" : "uniqueTimestamp", - "type" : "long" - }, { - "name" : "symbol", - "type" : "string" - }, { - "name" : "state", - "type" : "string" - } ], - "version" : "1" -}, { - "type" : "record", - "name" : "SeqReplaceOrderMessage", - "namespace" : "com.nasdaq.equities.island.applications.datafeed.itch.itch50.messaging", - "fields" : [ { - "name" : "SoupPartition", - "type" : "int" - }, { - "name" : "SoupSequence", - "type" : "long" - }, { - "name" : "msgType", - "type" : "string" - }, { - "name" : "symbolLocate", - "type" : "int" - }, { - "name" : "uniqueTimestamp", - "type" : "long" - }, { - "name" : "orderId", - "type" : "long" - }, { - "name" : "newOrderId", - "type" : "long" - }, { - "name" : "quantity", - "type" : "int" - }, { - "name" : "price", - "type" : "int" - } ], - "version" : "1" -}, { - "type" : "record", - "name" : "SeqRetailInterestMessage", - "namespace" : "com.nasdaq.equities.island.applications.datafeed.itch.itch50.messaging", - "fields" : [ { - "name" : "SoupPartition", - "type" : "int" - }, { - "name" : "SoupSequence", - "type" : "long" - }, { - "name" : "msgType", - "type" : "string" - }, { - "name" : "symbolLocate", - "type" : "int" - }, { - "name" : "uniqueTimestamp", - "type" : "long" - }, { - "name" : "symbol", - "type" : "string" - }, { - "name" : "interest", - "type" : "string" - } ], - "version" : "1" -}, { - "type" : "record", - "name" : "SeqSymbolDirectoryMessage", - "namespace" : "com.nasdaq.equities.island.applications.datafeed.itch.itch50.messaging", - "fields" : [ { - "name" : "SoupPartition", - "type" : "int" - }, { - "name" : "SoupSequence", - "type" : "long" - }, { - "name" : "msgType", - "type" : "string" - }, { - "name" : "symbolLocate", - "type" : "int" - }, { - "name" : "uniqueTimestamp", - "type" : "long" - }, { - "name" : "symbol", - "type" : "string" - }, { - "name" : "marketCategory", - "type" : "string" - }, { - "name" : "fsi", - "type" : "string" - }, { - "name" : "roundLotSize", - "type" : "int" - }, { - "name" : "roundLotOnly", - "type" : "string" - }, { - "name" : "issueClassification", - "type" : "string" - }, { - "name" : "issueSubtype", - "type" : "string" - }, { - "name" : "authenticity", - "type" : "string" - }, { - "name" : "shortSaleThreshold", - "type" : "string" - }, { - "name" : "ipoFlag", - "type" : "string" - }, { - "name" : "luldPriceTier", - "type" : "string" - }, { - "name" : "etpFlag", - "type" : "string" - }, { - "name" : "etpLeverageFactor", - "type" : "int" - }, { - "name" : "inverse", - "type" : "string" - } ], - "version" : "1" -}, { - "type" : "record", - "name" : "SeqSystemEventMessage", - "namespace" : "com.nasdaq.equities.island.applications.datafeed.itch.itch50.messaging", - "fields" : [ { - "name" : "SoupPartition", - "type" : "int" - }, { - "name" : "SoupSequence", - "type" : "long" - }, { - "name" : "msgType", - "type" : "string" - }, { - "name" : "symbolLocate", - "type" : "int" - }, { - "name" : "uniqueTimestamp", - "type" : "long" - }, { - "name" : "event", - "type" : "string" - } ], - "version" : "1" -}, { - "type" : "record", - "name" : "SeqTradeMessage", - "namespace" : "com.nasdaq.equities.island.applications.datafeed.itch.itch50.messaging", - "fields" : [ { - "name" : "SoupPartition", - "type" : "int" - }, { - "name" : "SoupSequence", - "type" : "long" - }, { - "name" : "msgType", - "type" : "string" - }, { - "name" : "symbolLocate", - "type" : "int" - }, { - "name" : "uniqueTimestamp", - "type" : "long" - }, { - "name" : "orderId", - "type" : "long" - }, { - "name" : "side", - "type" : "string" - }, { - "name" : "quantity", - "type" : "int" - }, { - "name" : "symbol", - "type" : "string" - }, { - "name" : "price", - "type" : "int" - }, { - "name" : "matchId", - "type" : "long" - } ], - "version" : "1" -}, { - "type" : "record", - "name" : "SeqTradingActionMessage", - "namespace" : "com.nasdaq.equities.island.applications.datafeed.itch.itch50.messaging", - "fields" : [ { - "name" : "SoupPartition", - "type" : "int" - }, { - "name" : "SoupSequence", - "type" : "long" - }, { - "name" : "msgType", - "type" : "string" - }, { - "name" : "symbolLocate", - "type" : "int" - }, { - "name" : "uniqueTimestamp", - "type" : "long" - }, { - "name" : "symbol", - "type" : "string" - }, { - "name" : "tradingState", - "type" : "string" - }, { - "name" : "reserved", - "type" : "string" - }, { - "name" : "reason", - "type" : "string" - } ], - "version" : "1" -} ] \ No newline at end of file diff --git a/ncdssdk/src/main/resources/schemas/UTPBIN-UF30.avsc b/ncdssdk/src/main/resources/schemas/UTPBIN-UF30.avsc deleted file mode 100644 index ed4e451..0000000 --- a/ncdssdk/src/main/resources/schemas/UTPBIN-UF30.avsc +++ /dev/null @@ -1,3715 +0,0 @@ -[ { - "type" : "record", - "name" : "SeqAdminText", - "namespace" : "com.nasdaq.marketdata.sequencer.applications.datafeed.ultrafeed.ultrafeed30.messaging", - "fields" : [ { - "name" : "SoupPartition", - "type" : "int" - }, { - "name" : "SoupSequence", - "type" : "long" - }, { - "name" : "msgType", - "type" : "string" - }, { - "name" : "protocol", - "type" : "string" - }, { - "name" : "channelIndex", - "type" : "string" - }, { - "name" : "msgFlags", - "type" : "string" - }, { - "name" : "srcSequence", - "type" : "int" - }, { - "name" : "srcNanos", - "type" : "int" - }, { - "name" : "text", - "type" : "string" - } ], - "version" : "1" -}, { - "type" : "record", - "name" : "SeqAlternateSymbol", - "namespace" : "com.nasdaq.marketdata.sequencer.applications.datafeed.ultrafeed.ultrafeed30.messaging", - "fields" : [ { - "name" : "SoupPartition", - "type" : "int" - }, { - "name" : "SoupSequence", - "type" : "long" - }, { - "name" : "msgType", - "type" : "string" - }, { - "name" : "sLocate", - "type" : "int" - }, { - "name" : "symbolType", - "type" : "string" - }, { - "name" : "symbol", - "type" : "string" - } ], - "version" : "1" -}, { - "type" : "record", - "name" : "SeqAsOfTrade", - "namespace" : "com.nasdaq.marketdata.sequencer.applications.datafeed.ultrafeed.ultrafeed30.messaging", - "fields" : [ { - "name" : "SoupPartition", - "type" : "int" - }, { - "name" : "SoupSequence", - "type" : "long" - }, { - "name" : "msgType", - "type" : "string" - }, { - "name" : "protocol", - "type" : "string" - }, { - "name" : "channelIndex", - "type" : "string" - }, { - "name" : "msgFlags", - "type" : "string" - }, { - "name" : "srcSequence", - "type" : "int" - }, { - "name" : "srcNanos", - "type" : "int" - }, { - "name" : "sLocate", - "type" : "int" - }, { - "name" : "mcLocate", - "type" : "int" - }, { - "name" : "tradeId", - "type" : "int" - }, { - "name" : "denom", - "type" : "string" - }, { - "name" : "price", - "type" : "long" - }, { - "name" : "volume", - "type" : "long" - }, { - "name" : "priceFlags", - "type" : "string" - }, { - "name" : "eligFlags", - "type" : "string" - }, { - "name" : "reportFlags", - "type" : "int" - }, { - "name" : "month", - "type" : "string" - }, { - "name" : "day", - "type" : "string" - }, { - "name" : "year", - "type" : "int" - }, { - "name" : "reportNanos", - "type" : "long" - }, { - "name" : "appendages", - "type" : "bytes" - } ], - "version" : "1" -}, { - "type" : "record", - "name" : "SeqAsOfTradeCancel", - "namespace" : "com.nasdaq.marketdata.sequencer.applications.datafeed.ultrafeed.ultrafeed30.messaging", - "fields" : [ { - "name" : "SoupPartition", - "type" : "int" - }, { - "name" : "SoupSequence", - "type" : "long" - }, { - "name" : "msgType", - "type" : "string" - }, { - "name" : "protocol", - "type" : "string" - }, { - "name" : "channelIndex", - "type" : "string" - }, { - "name" : "msgFlags", - "type" : "string" - }, { - "name" : "srcSequence", - "type" : "int" - }, { - "name" : "srcNanos", - "type" : "int" - }, { - "name" : "sLocate", - "type" : "int" - }, { - "name" : "mcLocate", - "type" : "int" - }, { - "name" : "tradeId", - "type" : "int" - }, { - "name" : "denom", - "type" : "string" - }, { - "name" : "price", - "type" : "long" - }, { - "name" : "volume", - "type" : "long" - }, { - "name" : "priceFlags", - "type" : "string" - }, { - "name" : "eligFlags", - "type" : "string" - }, { - "name" : "reportFlags", - "type" : "int" - }, { - "name" : "month", - "type" : "string" - }, { - "name" : "day", - "type" : "string" - }, { - "name" : "year", - "type" : "int" - }, { - "name" : "reportNanos", - "type" : "long" - }, { - "name" : "cancelFlags", - "type" : "string" - }, { - "name" : "appendages", - "type" : "bytes" - } ], - "version" : "1" -}, { - "type" : "record", - "name" : "SeqAsOfTradeCorrection", - "namespace" : "com.nasdaq.marketdata.sequencer.applications.datafeed.ultrafeed.ultrafeed30.messaging", - "fields" : [ { - "name" : "SoupPartition", - "type" : "int" - }, { - "name" : 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"version" : "1" -}, { - "type" : "record", - "name" : "SeqAsOfValueUpdate", - "namespace" : "com.nasdaq.marketdata.sequencer.applications.datafeed.ultrafeed.ultrafeed30.messaging", - "fields" : [ { - "name" : "SoupPartition", - "type" : "int" - }, { - "name" : "SoupSequence", - "type" : "long" - }, { - "name" : "msgType", - "type" : "string" - }, { - "name" : "protocol", - "type" : "string" - }, { - "name" : "channelIndex", - "type" : "string" - }, { - "name" : "msgFlags", - "type" : "string" - }, { - "name" : "srcSequence", - "type" : "int" - }, { - "name" : "srcNanos", - "type" : "int" - }, { - "name" : "sLocate", - "type" : "int" - }, { - "name" : "mcLocate", - "type" : "int" - }, { - "name" : "flags", - "type" : "int" - }, { - "name" : "month", - "type" : "string" - }, { - "name" : "day", - "type" : "string" - }, { - "name" : "year", - "type" : "int" - }, { - "name" : "valueNanos", - "type" : "long" - }, { - "name" : "appendages", - "type" : "bytes" - } ], - "version" : "1" -}, { - "type" : "record", - "name" : "SeqCapitalDistributions", - "namespace" : "com.nasdaq.marketdata.sequencer.applications.datafeed.ultrafeed.ultrafeed30.messaging", - "fields" : [ { - "name" : "SoupPartition", - "type" : "int" - }, { - "name" : "SoupSequence", - "type" : "long" - }, { - "name" : "msgType", - "type" : "string" - }, { - "name" : "protocol", - "type" : "string" - }, { - "name" : "channelIndex", - "type" : "string" - }, { - "name" : "msgFlags", - "type" : "string" - }, { - "name" : "srcSequence", - "type" : "int" - }, { - "name" : "srcNanos", - "type" : "int" - }, { - "name" : "sLocate", - "type" : "int" - }, { - "name" : "reportType", - "type" : "string" - }, { - "name" : "paymentMonth", - "type" : "string" - }, { - "name" : "paymentDay", - "type" : "string" - }, { - "name" : "paymentYear", - "type" : "int" - }, { - "name" : "recordMonth", - "type" : "string" - }, { - "name" : "recordDay", - "type" : "string" - }, { - "name" : "recordYear", - "type" : "int" - }, { - "name" : 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b/ncdssdk/src/main/resources/schemas/__init__.py deleted file mode 100644 index e69de29..0000000