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Pricing Stream Definition

rd_streaming_pricing.Rd

Definition class for pricing streams (market data). Use rd_streaming_pricing$Definition$new() to create a pricing stream definition.

Usage

rd_streaming_pricing

Format

A list containing the Definition R6 class constructor.

Value

PricingStreamDefinition object

Details

To create a pricing stream definition, call: rd_streaming_pricing$Definition$new(universe, fields, parameters = NULL, domain = "MarketPrice")

Arguments:

  • universe: Character vector of instrument RICs

  • fields: Character vector of field names

  • parameters: Optional parameters list

  • domain: Domain for OMM streams (default "MarketPrice")

Examples

if (FALSE) { # \dontrun{
stream_def <- rd_streaming_pricing$Definition$new(
  universe = c("EUR=", "GBP="),
  fields = c("BID", "ASK", "DSPLY_NAME")
)
stream <- stream_def$get_stream()
} # }