From 47c611cd2c68e15aae1956bbe9a5904471845bc1 Mon Sep 17 00:00:00 2001 From: Ruchir Vani <32844383+ruchirvaninasdaq@users.noreply.github.com> Date: Mon, 6 Dec 2021 11:29:27 -0500 Subject: [PATCH 1/3] Updated NLS Schema --- .../src/main/resources/schemas/NLSCTA.avsc | 1559 ++++++++++------- .../src/main/resources/schemas/NLSUTP.avsc | 1559 ++++++++++------- 2 files changed, 1772 insertions(+), 1346 deletions(-) diff --git a/ncdssdk/src/main/resources/schemas/NLSCTA.avsc b/ncdssdk/src/main/resources/schemas/NLSCTA.avsc index 5f60470..146a902 100644 --- a/ncdssdk/src/main/resources/schemas/NLSCTA.avsc +++ b/ncdssdk/src/main/resources/schemas/NLSCTA.avsc @@ -1,673 +1,886 @@ -[ { - "type" : "record", - "name" : "SeqAdjClosingPrice", - "namespace" : "com.nasdaq.equities.trades.applications.nls.messaging.binary21", - "fields" : [ { - "name" : "SoupPartition", - "type" : "int" - }, { - "name" : "SoupSequence", - "type" : "long" - }, { - "name" : "trackingID", - "type" : "long" - }, { - "name" : "msgType", - "type" : "string" - }, { - "name" : "symbol", - "type" : "string" - }, { - "name" : "securityClass", - "type" : "string" - }, { - "name" : "adjClosingPrice", - "type" : "int" - } ], - "version" : "1" -}, { - "type" : "record", - "name" : "SeqDirectoryMessage", - "namespace" : "com.nasdaq.equities.trades.applications.nls.messaging.binary21", - "fields" : [ { - "name" : "SoupPartition", - "type" : "int" - }, { - "name" : "SoupSequence", - "type" : "long" - }, { - "name" : "trackingID", - "type" : "long" - }, { - "name" : "msgType", - "type" : "string" - }, { - "name" : "symbol", - "type" : "string" - }, { - "name" : "marketClass", - "type" : "string" - }, { - "name" : "fsi", - "type" : "string" - }, { - "name" : "roundLotSize", - "type" : [ "null", "int" ] - }, { - "name" : "roundLotOnly", - "type" : [ "null", "string" ] - }, { - "name" : "issueClass", - "type" : [ "null", "string" ] - }, { - "name" : "issueSubtype", - "type" : [ "null", "string" ] - }, { - "name" : "authenticity", - "type" : [ "null", "string" ] - }, { - "name" : "shortThreshold", - "type" : [ "null", "string" ] - }, { - "name" : "ipo", - "type" : [ "null", "string" ] - }, { - "name" : "luldTier", - "type" : [ "null", "string" ] - }, { - "name" : "etf", - "type" : [ "null", "string" ] - }, { - "name" : "etfFactor", - "type" : [ "null", "int" ] - }, { - "name" : "inverseETF", - "type" : [ "null", "string" ] - }, { - "name" : "compositeId", - "type" : [ "null", "string" ] - } ], - "version" : "1" -}, { - "type" : "record", - "name" : "SeqEndOfDayTradeSummary", - "namespace" : "com.nasdaq.equities.trades.applications.nls.messaging.binary21", - "fields" : [ { - "name" : "SoupPartition", - "type" : "int" - }, { - "name" : "SoupSequence", - "type" : "long" - }, { - "name" : "trackingID", - "type" : "long" - }, { - "name" : "msgType", - "type" : "string" - }, { - "name" : "symbol", - "type" : "string" - }, { - "name" : "securityClass", - "type" : "string" - }, { - "name" : "highPrice", 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+ "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/NLSUTP.avsc b/ncdssdk/src/main/resources/schemas/NLSUTP.avsc index 5f60470..146a902 100644 --- a/ncdssdk/src/main/resources/schemas/NLSUTP.avsc +++ b/ncdssdk/src/main/resources/schemas/NLSUTP.avsc @@ -1,673 +1,886 @@ -[ { - "type" : "record", - "name" : "SeqAdjClosingPrice", - "namespace" : "com.nasdaq.equities.trades.applications.nls.messaging.binary21", - "fields" : [ { - "name" : "SoupPartition", - "type" : "int" - }, { - "name" : "SoupSequence", - "type" : "long" - }, { - "name" : "trackingID", - "type" : "long" - }, { - "name" : "msgType", - "type" : "string" - }, { - "name" : "symbol", - "type" : "string" - }, { - "name" : "securityClass", - "type" : "string" - }, { - "name" : "adjClosingPrice", - "type" : "int" - } ], - "version" : "1" -}, { - "type" : 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"name" : "origPrice", + "type" : "int" + }, { + "name" : "origSize", + "type" : "int" + }, { + "name" : "origSaleCondition", + "type" : "string" + }, { + "name" : "correctedControlNumber", + "type" : "string" + }, { + "name" : "correctedPrice", + "type" : "int" + }, { + "name" : "correctedSize", + "type" : "int" + }, { + "name" : "correctedSaleCondition", + "type" : "string" + }, { + "name" : "cosolidatedVolume", + "type" : "long" + } ], + "version" : "1" +}, { + "type" : "record", + "name" : "SeqTradeCorrectionETMFMessage", + "namespace" : "com.nasdaq.equities.trades.applications.nls.messaging.binary21", + "fields" : [ { + "name" : "SoupPartition", + "type" : "int" + }, { + "name" : "SoupSequence", + "type" : "long" + }, { + "name" : "trackingID", + "type" : "long" + }, { + "name" : "msgType", + "type" : "string" + }, { + "name" : "marketCenter", + "type" : "string" + }, { + "name" : "symbol", + "type" : "string" + }, { + "name" : "securityClass", + "type" : "string" + }, { + "name" : "origControlNumber", + "type" : "string" + }, { + "name" : "origPrice", + "type" : "int" + }, { + "name" : "origNavPremium", + "type" : "int" + }, { + "name" : "origSize", + "type" : "int" + }, { + "name" : "origSaleCondition", + "type" : "string" + }, { + "name" : "correctedControlNumber", + "type" : "string" + }, { + "name" : "correctedPrice", + "type" : "int" + }, { + "name" : "correctedNavPremium", + "type" : "int" + }, { + "name" : "correctedSize", + "type" : "int" + }, { + "name" : "correctedSaleCondition", + "type" : "string" + }, { + "name" : "cosolidatedVolume", + "type" : "long" + } ], + "version" : "1" +}, { + "type" : "record", + "name" : "SeqTradeCorrectionLong", + "namespace" : "com.nasdaq.equities.trades.applications.nls.messaging.binary21", + "fields" : [ { + "name" : "SoupPartition", + "type" : "int" + }, { + "name" : "SoupSequence", + "type" : "long" + }, { + "name" : "trackingID", + "type" : "long" + }, { + "name" : "msgType", + "type" : "string" + }, { + "name" : "marketCenter", + "type" : "string" + }, { + "name" : "symbol", + "type" : "string" + }, { + "name" : "securityClass", + "type" : "string" + }, { + "name" : "origControlNumber", + "type" : "string" + }, { + "name" : "origPrice", + "type" : "long" + }, { + "name" : "origSize", + "type" : "int" + }, { + "name" : "origSaleCondition", + "type" : "string" + }, { + "name" : "correctedControlNumber", + "type" : "string" + }, { + "name" : "correctedPrice", + "type" : "long" + }, { + "name" : "correctedSize", + "type" : "int" + }, { + "name" : "correctedSaleCondition", + "type" : "string" + }, { + "name" : "cosolidatedVolume", + "type" : "long" + } ], + "version" : "1" +}, { + "type" : "record", + "name" : "SeqTradeReportETMFMessage", + "namespace" : "com.nasdaq.equities.trades.applications.nls.messaging.binary21", + "fields" : [ { + "name" : "SoupPartition", + "type" : "int" + }, { + "name" : "SoupSequence", + "type" : "long" + }, { + "name" : "trackingID", + "type" : "long" + }, { + "name" : "msgType", + "type" : "string" + }, { + "name" : "marketCenter", + "type" : "string" + }, { + "name" : "symbol", + "type" : "string" + }, { + "name" : "securityClass", + "type" : "string" + }, { + "name" : "controlNumber", + "type" : "string" + }, { + "name" : "price", + "type" : "int" + }, { + "name" : "size", + "type" : "int" + }, { + "name" : "navPremium", + "type" : "int" + }, { + "name" : "saleCondition", + "type" : "string" + }, { + "name" : "cosolidatedVolume", + "type" : "long" + } ], + "version" : "1" +}, { + "type" : "record", + "name" : "SeqTradeReportLongMessage", + "namespace" : "com.nasdaq.equities.trades.applications.nls.messaging.binary21", + "fields" : [ { + "name" : "SoupPartition", + "type" : "int" + }, { + "name" : "SoupSequence", + "type" : "long" + }, { + "name" : "trackingID", + "type" : "long" + }, { + "name" : "msgType", + "type" : "string" + }, { + "name" : "marketCenter", + "type" : "string" + }, { + "name" : "symbol", + "type" : "string" + }, { + "name" : "securityClass", + "type" : "string" + }, { + "name" : "controlNumber", + "type" : "string" + }, { + "name" : "price", + "type" : "long" + }, { + "name" : "size", + "type" : "int" + }, { + "name" : "saleCondition", + "type" : "string" + }, { + "name" : "cosolidatedVolume", + "type" : "long" + } ], + "version" : "1" +}, { + "type" : "record", + "name" : "SeqTradeReportMessage", + "namespace" : "com.nasdaq.equities.trades.applications.nls.messaging.binary21", + "fields" : [ { + "name" : "SoupPartition", + "type" : "int" + }, { + "name" : "SoupSequence", + "type" : "long" + }, { + "name" : "trackingID", + "type" : "long" + }, { + "name" : "msgType", + "type" : "string" + }, { + "name" : "marketCenter", + "type" : "string" + }, { + "name" : "symbol", + "type" : "string" + }, { + "name" : "securityClass", + "type" : "string" + }, { + "name" : "controlNumber", + "type" : "string" + }, { + "name" : "price", + "type" : "int" + }, { + "name" : "size", + "type" : "int" + }, { + "name" : "saleCondition", + "type" : "string" + }, { + "name" : "cosolidatedVolume", + "type" : "long" + } ], + "version" : "1" +}, { + "type" : "record", + "name" : "SeqTradingStateMessage", + "namespace" : "com.nasdaq.equities.trades.applications.nls.messaging.binary21", + "fields" : [ { + "name" : "SoupPartition", + "type" : "int" + }, { + "name" : "SoupSequence", + "type" : "long" + }, { + "name" : "trackingID", + "type" : "long" + }, { + "name" : "msgType", + "type" : "string" + }, { + "name" : "filler", + "type" : "string" + }, { + "name" : "symbol", + "type" : "string" + }, { + "name" : "market", + "type" : "string" + }, { + "name" : "tradingState", + "type" : "string" + }, { + "name" : "reason", + "type" : "string" + } ], + "version" : "1" +} ] \ No newline at end of file From ae68ad025f3c7ee0afeea697884e733ff88acf84 Mon Sep 17 00:00:00 2001 From: JoshunCox <98032551+JoshunCox@users.noreply.github.com> Date: Wed, 16 Feb 2022 07:21:57 -0600 Subject: [PATCH 2/3] Returns a dict not a string Get continuous stream The last example returns a dict in the `message.value()` function not a string. This will give you an error if you run it. --- python_sdk_examples.ipynb | 5 +++-- 1 file changed, 3 insertions(+), 2 deletions(-) diff --git a/python_sdk_examples.ipynb b/python_sdk_examples.ipynb index b4ee72c..36b9899 100644 --- a/python_sdk_examples.ipynb +++ b/python_sdk_examples.ipynb @@ -261,7 +261,8 @@ " print(f\"No Records Found for the Topic: {topic}\")\n", " \n", " for message in messages:\n", - " print(f\"value :\" + message.value())" + " print(f\"value :\")" + " print(message.value())" ], "outputs": [ { @@ -306,4 +307,4 @@ }, "nbformat": 4, "nbformat_minor": 5 -} \ No newline at end of file +} From 22d2148c786817f80fb65199862b915788e673d4 Mon Sep 17 00:00:00 2001 From: Ruchir Vani <32844383+ruchirvaninasdaq@users.noreply.github.com> Date: Wed, 16 Feb 2022 10:26:59 -0500 Subject: [PATCH 3/3] Using one liner print statement Using one liner prints statement --- python_sdk_examples.ipynb | 3 +-- 1 file changed, 1 insertion(+), 2 deletions(-) diff --git a/python_sdk_examples.ipynb b/python_sdk_examples.ipynb index 36b9899..cfbcf80 100644 --- a/python_sdk_examples.ipynb +++ b/python_sdk_examples.ipynb @@ -261,8 +261,7 @@ " print(f\"No Records Found for the Topic: {topic}\")\n", " \n", " for message in messages:\n", - " print(f\"value :\")" - " print(message.value())" + " print(f\"value :\" + str(message.value()))" ], "outputs": [ {