com.datamountaineer.streamreactor.connect.bloomberg.BloombergConstants.scala Maven / Gradle / Ivy
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/*
* Copyright 2017 Datamountaineer.
*
* Licensed under the Apache License, Version 2.0 (the "License");
* you may not use this file except in compliance with the License.
* You may obtain a copy of the License at
*
* http://www.apache.org/licenses/LICENSE-2.0
*
* Unless required by applicable law or agreed to in writing, software
* distributed under the License is distributed on an "AS IS" BASIS,
* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
* See the License for the specific language governing permissions and
* limitations under the License.
*/
package com.datamountaineer.streamreactor.connect.bloomberg
object BloombergConstants {
/**
* Defines the default value for the buffer accumulating the data updates from Bloomberg
*/
val Default_Buffer_Size: Int = 2048
val SUBSCRIPTION_KEY = "SUBSCRIPTION_KEY"
/**
* All the fields available to receive data for when subscribing for a ticker updates
*/
val SubscriptionFields = Set(
"ALL_PRICE",
"ALL_PRICE_COND_CODE",
"ALL_PRICE_SIZE",
"ALL_PRICE_TIME",
"API_INTERNAL_TIME",
"ARBITRAGE_ASK_ORD_NOT_MATCHED_RT",
"ARBITRAGE_ASK_ORD_VOLUME_RT",
"ARBITRAGE_BID_ORD_NOT_MATCHED_RT",
"ARBITRAGE_BID_ORD_VOLUME_RT",
"ASK",
"ASK_ALL_SESSION",
"ASK_BEST_TIME",
"ASK_BROKER_CODE",
"ASK_COND_CODE",
"ASK_DIR",
"ASK_DIR_YLD",
"ASK_LIFT_TIME",
"ASK_MKT_MAKER_TIME",
"ASK_SIZE",
"ASK_SIZE_TDY",
"ASK_SPREAD_TIME",
"ASK_TDY",
"ASK_TIME",
"ASK_WEIGHTED_AVG_SPREAD",
"ASK_WEIGHTED_AVG_SPREAD_TIME",
"ASK_YIELD_TIME",
"ASK_YIELD",
"ASK_YLD_COND_CODE",
"ASK_YLD_TDY",
"ASK2",
"ASK2_YLD",
"AT_TRADE_TIME",
"BEST_ASK",
"BEST_ASK1",
"BEST_ASK1_SZ",
"BEST_ASK2",
"BEST_ASK2_SZ",
"BEST_ASK3",
"BEST_ASK3_SZ",
"BEST_ASK4",
"BEST_ASK4_SZ",
"BEST_ASK5",
"BEST_ASK5_SZ",
"BEST_BID",
"BEST_BID1",
"BEST_BID1_SZ",
"BEST_BID2",
"BEST_BID2_SZ",
"BEST_BID3",
"BEST_BID3_SZ",
"BEST_BID4",
"BEST_BID4_SZ",
"BEST_BID5",
"BEST_BID5_SZ",
"BID",
"BID_ALL_SESSION",
"BID_ASK_TIME",
"BID_BEST_TIME",
"BID_BROKER_CODE",
"BID_COND_CODE",
"BID_DIR",
"BID_DIR_YLD",
"BID_LIFT_TIME",
"BID_MKT_MAKER_TIME",
"BID_SIZE",
"BID_SIZE_TDY",
"BID_SPREAD_TIME",
"BID_TDY",
"BID_TIME",
"BID_WEIGHTED_AVG_SPREAD",
"BID_WEIGHTED_AVG_SPREAD_TIME",
"BID_YIELD_TIME",
"BID_YIELD",
"BID_YLD_COND_CODE",
"BID_YLD_TDY",
"BID2",
"BID2_YLD",
"BLP_ASW_SPRD_CHG_RT",
"BLP_ASW_SPRD_PCT_CHG_RT",
"BLP_ASW_SPREAD_LAST_RT",
"BLP_ASW_SPREAD_MID_RT",
"BLP_CDS_BASIS_CHG_RT",
"BLP_CDS_BASIS_MID_RT",
"BLP_CDS_BASIS_PCT_CHG_RT",
"BLP_I_SPRD_CHG_RT",
"BLP_I_SPRD_LAST_RT",
"BLP_I_SPRD_MID_RT",
"BLP_I_SPRD_PCT_CHG_RT",
"BLP_RT_SPRD_TO_BENCH_LAST_RT",
"BLP_SPRD_TO_BENCH_ASK_RT",
"BLP_SPRD_TO_BENCH_BID_RT",
"BLP_SPRD_TO_BENCH_CHG_RT",
"BLP_SPRD_TO_BENCH_MID_RT",
"BLP_SPRD_TO_BENCH_PCT_CHG_RT",
"BLP_SPREAD_BENCHMARK_NAME_RT",
"BLP_SWAP_CURVE_NAME_RT",
"BLP_Z_SPRD_CHG_RT",
"BLP_Z_SPRD_LAST_RT",
"BLP_Z_SPRD_MID_RT",
"BLP_Z_SPRD_PCT_CHG_RT",
"BT_ASK_RECAP_TIME",
"BT_BID_RECAP_TIME",
"BT_LAST_RECAP_TIME",
"BT_LSE_LAST_TIME",
"BT_MID_PRICE_TIME",
"BT_MKT_TURN_TIME",
"BT_SEC_ASK_TIME",
"BT_SEC_BID_TIME",
"BUY_SELL_INFO_TIME",
"CANCEL_CORRECT_TIME",
"COOLING_DAYS_REALTIME",
"CR_OBSERVATION_DATE",
"DOWN_LIMIT",
"EBS_TOUCH_HIGH_REALTIME",
"EBS_TOUCH_LOW_REALTIME",
"EQY_SH_FOREIGN_RT",
"EVAL_JAPANESE_TIME",
"EXCH_VWAP",
"FINANCIAL_STATUS_INDICATOR_RT",
"FIXING_RATE_REALTIME",
"FOREIGN_HOLDING_PCT_RT",
"HEATING_DAYS_REALTIME",
"HIGH",
"HIGH_TDY",
"HIGH_TEMP_REALTIME",
"HIGH_TIME",
"HIGH_YIELD_TIME",
"HIGH_YLD",
"HIGH_YLD_TDY",
"HIT_TIME",
"IMBALANCE_ASK",
"IMBALANCE_BID",
"IMBALANCE_INDIC_RT",
"IND_ASK_FLAG",
"IND_BID_FLAG",
"INDICATIVE_ASK",
"INDICATIVE_ASK_TIME",
"INDICATIVE_BID",
"INDICATIVE_BID_TIME",
"INDICATIVE_FAR",
"INDICATIVE_NEAR",
"IS_DELAYED_STREAM",
"LAST_ALL_SESSIONS",
"LAST_AT_TRADE",
"LAST_AT_TRADE_TDY",
"LAST_DIR",
"LAST_DIR_YLD",
"LAST_PRICE",
"LAST_PRICE_TDY",
"LAST_TRADE",
"LAST_TRADE_TIME",
"LAST_YLD",
"LAST_YLD_TDY",
"LAST2_AT_TRADE",
"LAST2_DIR",
"LAST2_DIR_YLD",
"LAST2_PRICE",
"LAST2_YLD",
"LISTED_SH_RT",
"LOW",
"LOW_TDY",
"LOW_TEMP_REALTIME",
"LOW_TIME",
"LOW_YIELD_TIME",
"LOW_YLD",
"LOW_YLD_TDY",
"MAN_TRADE_WITH_SIZE_TIME",
"MARKET_DEFINED_VWAP_REALTIME",
"MARKET_DEPTH_TIME",
"MAX_LIMIT",
"MAX_LIMIT_OUT_OF_SESSION",
"MAX_LIMIT_OUT_OF_SESSION_TIME",
"MAX_LIMIT_TIME",
"MEAN_TEMP_REALTIME",
"MGF_SETTING_RT",
"MGF_VOLUME_RT",
"MID",
"MID_DIR",
"MID_TDY",
"MID2",
"MID2_DIR",
"MIN_LIMIT",
"MIN_LIMIT_OUT_OF_SESSION",
"MIN_LIMIT_OUT_OF_SESSION_TIME",
"MIN_LIMIT_TIME",
"MKT_INDICATOR_TIME",
"NASDAQ_CLOSING_CROSS_ELIGIBLE_RT",
"NASDAQ_FIRST_TRADE",
"NASDAQ_OPEN",
"NASDAQ_PREV_ASK",
"NASDAQ_PREV_BID",
"NEW_MKT_DAY_TIME",
"NEWS_STORY_TIME",
"NON_ARBIT_ASK_ORD_VOLUME_RT",
"NON_ARBIT_BID_ORD_VOLUME_RT",
"NON_ARBITRAGE_ASK_NOT_MATCHED_RT",
"NON_ARBITRAGE_BID_NOT_MATCHED_RT",
"NUM_TRADES_CLOSING_AUCTION_RT",
"NUM_TRADES_OPENING_AUCTION_RT",
"NUM_TRADES_RT",
"NYSE_LIQUIDITY_ASK_TIME",
"NYSE_LIQUIDITY_BID_TIME",
"NYSE_LRP_HIGH_PRICE_RT",
"NYSE_LRP_LOW_PRICE_RT",
"NYSE_LRP_SEND_TIME_RT",
"OFF_EXCH_VOLUME_RT",
"OFF_ON_EXCH_VOLUME_RT",
"OPEN",
"OPEN_INTEREST_TIME",
"OPEN_TDY",
"OPEN_TIME",
"OPEN_YLD",
"OPEN_YLD_TDY",
"DELTA_ASK_RT",
"DELTA_BID_RT",
"DELTA_LAST_RT",
"DELTA_MID_RT",
"GAMMA_ASK_RT",
"GAMMA_BID_RT",
"GAMMA_LAST_RT",
"GAMMA_MID_RT",
"IVOL_ASK_RT",
"IVOL_BID_RT",
"IVOL_LAST_RT",
"IVOL_MID_RT",
"OPT_VEGA_ASK_RT",
"OPT_VEGA_BID_RT",
"OPT_VEGA_LAST_RT",
"OPT_VEGA_MID_RT",
"ORDER_IMB_BUY_VOLUME",
"ORDER_IMB_SELL_VOLUME",
"OWNERSHIP_LIMIT_RATIO_RT",
"PRE_ANNOUNCE_NUM_PROG_ASK_RT",
"PRE_ANNOUNCE_NUM_PROG_BID_RT",
"PRE_POST_MARKET_TIME",
"PRECIPITATION_REALTIME",
"PREV_CLOSE_VALUE_REALTIME",
"PREV_SES_LAST_PRICE",
"PREV_SES_LAST_YLD",
"PRICE_UPDATE_TIME",
"PRIOR_OBSERVATION_DATE",
"PROPRIETARY_ASK_ORD_VALUE_RT",
"PROPRIETARY_ASK_ORD_VOLUME_RT",
"PROPRIETARY_BID_ORD_VALUE_RT",
"PROPRIETARY_BID_ORD_VOLUME_RT",
"PX_EVAL_JAPANESE_REALTIME",
"PX_INDICATIVE_ASK_SIZE_RT",
"PX_INDICATIVE_BID_SIZE_RT",
"PX_NASDAQ_VWOP_REALTIME",
"PX_OFFICIAL_AUCTION_RT",
"PX_PREV_TO_LAST_REALTIME",
"PX_SETTLE_ACTUAL_RT",
"PX_TARGIN_OFFCIAL_REALTIME",
"PX_TARGIN_SERVICE_REALTIME",
"PX_VOLUME_BAL_RT",
"REL_HUMIDITY_REALTIME",
"RT_EVAL_JAPANESE_CHG_ON_DAY",
"RT_EVAL_JAPANESE_PCT_CHG_ON_DAY",
"RT_EXCH_MARKET_STATUS",
"RT_EXCH_TRADE_STATUS",
"RT_NYSE_LIQUIDITY_ASK_SIZE",
"RT_NYSE_LIQUIDITY_BID_SIZE",
"RT_NYSE_LIQUIDITY_PX_ASK",
"RT_NYSE_LIQUIDITY_PX_BID",
"RT_OPEN_INTEREST",
"RT_PRICING_SOURCE",
"RT_PX_CHG_NET_1D",
"RT_PX_CHG_PCT_1D",
"RT_QUOTE_STATUS",
"RT_SIMP_SEC_STATUS",
"RT_TIME_OF_TRADE",
"RT_TRADING_PERIOD",
"RT_YLD_CHG_NET_1D",
"RT_YLD_CHG_PCT_1D",
"SES_END",
"SES_START",
"SETS_MID_PRICE_TIME",
"SETTLE_TIME",
"SETTLE_YIELD_TIME",
"SIZE_LAST_AT_TRADE",
"SIZE_LAST_AT_TRADE_TDY",
"SIZE_LAST_TRADE",
"SIZE_LAST_TRADE_TDY",
"SMART_QUOTE_TIME",
"SMART_TIME",
"SMARTMAX_TIME",
"TAKE_TIME",
"THEO_PRICE",
"THEO_PRICE_TIME",
"TICK_NUM_TIME",
"TIME",
"TORONTO_MOC_ELIGIBLE_REALTIME",
"TOTAL_VALUE_PROGRAM_TRADE_RT",
"TOTAL_VOLUME_PROGRAM_TRADE_RT",
"TRADE_SPREAD_TIME",
"TRADING_DT_REALTIME",
"TRADING_PERIOD_TIME",
"TRUST_ASK_ORD_VALUE_RT",
"TRUST_ASK_ORD_VOLUME_RT",
"TRUST_BID_ORD_VALUE_RT",
"TRUST_BID_ORD_VOLUME_RT",
"UP_LIMIT",
"VOLUME",
"VOLUME_TDY",
"VOLUME_THEO",
"VOLUME_TIME",
"VOLUME_UPDATE_TIME",
"VWAP",
"VWAP_TIME",
"WEATHER_CODE_REALTIME",
"WIND_SPEED_REALTIME",
"YIELD_TIME",
"YLD_COND_CODE"
)
}
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