IBM InfoSphere Streams Version 4.1.1

Namespace com.ibm.streams.financial

SPL standard and specialized toolkits > com.ibm.streams.financial 2.0.0 > com.ibm.streams.financial

The finance-specific SPL types and schemas are in the com.ibm.streams.financial SPL namespace of the Financial Services Toolkit.

  • OptionType is a simple enumeration with two values: put and call.
  • TxType: TxType (transaction type) is a simple enumeration with two values: buy and sell.
  • Trade: Trade is an SPL type designed for streams of current or historical trade transaction data of all kinds of items: equities, options, foreign exchange, metals, or anything else that might be traded on markets. It has the following schema: 
      type Trade =
    timestamp timeStamp,
    rstring symbol,
    uint32 index,
    decimal32 price,
    uint32 size;
  • Quote: As the name implies, Quote is an SPL type designed for streams of equity quotation data. It has the following schema: 
      type Quote =
    timestamp timeStamp,
    rstring symbol,
    uint32 index,
    decimal32 askPrice,
    uint32 askSize,
    decimal32 bidPrice,
    uint32 bidSize;
  • OptionQuote: OptionQuote is based on the the Quote type, but with three additional attributes to expand its applicability to quotes of options. It has the following schema: 
      type OptionQuote =
    Quote,
    tuple <
      decimal32 strikePrice,
      OptionType optionType,
      timestamp expirationDate
    >;
  • Order: Order is an SPL type designed for streams of market orders. It has the following schema: 
      type Order =
    timestamp timeStamp,
    TxType txType,				//Buy or sell
    uint32 size,				//Number of shares
    rstring symbol,				//Trading symbol
    uint32 index,				//Numeric ID (sometimes used in conjunction with, or instead of, symbol)
    enum{market, limitWithExpiry, limitGUC}
      orderType,				//At market price, at limit price with expiry, 
                      			or at limit price Good Until Cancelled
      decimal32 limitPrice,		//The required market price (limitWithExpiry or limitGUC orders only)
      timestamp limitExpiry;	//Expiration date and time (limitWithExpiry orders only)

Types