SPL File CommonTypes.spl

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

Content

Types

• OptionQuote
• OptionType
• Order
• Quote
• Trade
• TxType

Types

OptionType

OptionType = enum { put, call };

TxType

TxType = enum { buy, sell };

Trade

Trade = timestamp timeStamp, rstring symbol, uint32 index, decimal32 price, uint32 size;

Quote

Quote = timestamp timeStamp, rstring symbol, uint32 index, decimal32 askPrice, uint32 askSize, decimal32 bidPrice, uint32 bidSize;

OptionQuote

OptionQuote = Quote, tuple<decimal32 strikePrice, OptionType optionType, timestamp expirationDate>;

Order

Order = timestamp timeStamp, TxType txType, uint32 size, rstring symbol, uint32 index, enum { market, limitWithExpiry, limitGUC } orderType, decimal32 limitPrice, timestamp limitExpiry;