Closed tamboril closed 7 years ago
Modified mdp_decoder to correctly handle back-versioned streams using the recently added version support.
Added a --pretty option to mdp_decoder to use an alternate formatter for prettier output, like:
packet - timestamp: 2016-03-10 15:33:21.301819 sequence_number: 76643046 sending_time: 1454679022595400091 Message 1 of 2: TID 32 (MDIncrementalRefreshBook) v6 TransactTime (60): 02/05/2016 07:30:22.595256135 (1454679022595256135) MatchEventIndicator (5799): LastQuoteMsg NoMDEntries (268): 1 Entry 1 MDEntryPx (270): 98890000000 (9889.0) MDEntrySize (271): 296 SecurityID (48): 807004 RptSeq (83): 14273794 NumberOfOrders (346): 16 MDPriceLevel (1023): 2 MDUpdateAction (279): Change MDEntryType (269): Offer Message 2 of 2: TID 32 (MDIncrementalRefreshBook) v6 TransactTime (60): 02/05/2016 07:30:22.595256135 (1454679022595256135) MatchEventIndicator (5799): LastImpliedMsg, EndOfEvent NoMDEntries (268): 8 Entry 1 MDEntryPx (270): 475000000 (47.5) MDEntrySize (271): 296 SecurityID (48): 817777 RptSeq (83): 1573080 NumberOfOrders (346): Null MDPriceLevel (1023): 2 MDUpdateAction (279): Change MDEntryType (269): ImpliedBid Entry 2...
Another nice addition! Thanks. -- Bud
Modified mdp_decoder to correctly handle back-versioned streams using the recently added version support.
Added a --pretty option to mdp_decoder to use an alternate formatter for prettier output, like: