Common Prodigy Data Model
Common data model for the Prodigy external APIs
Messages
Section titled “Messages”ChartRecord
Section titled “ChartRecord”Describes a charting history record
DepthChange
Section titled “DepthChange”Describes a change in depth
MarketAccessRight
Section titled “MarketAccessRight”Describes the access rights for a Market
MarketInfo
Section titled “MarketInfo”Describes a Market
MarketSetupInfo
Section titled “MarketSetupInfo”Describes the core setup for a Market
| Field | Type | Label | Description |
|---|---|---|---|
| MarketType | String | The Type and Assembly of the IMarketModel implementation. | |
| EngineType | String | The Type and Assembly of the IEngineProvider implementation. | |
| TranslatorType | String | The Type and Assembly of the ITranslatorProvider implementation. |
Represents a News Announcement
NewsBodyDetails
Section titled “NewsBodyDetails”Describes a News Body
Describes the identity of an Order
OrderAudit
Section titled “OrderAudit”Describes an operation that affected an Order
OrderInfo
Section titled “OrderInfo”Describes an Order currently on the Market
SymbolInfo
Section titled “SymbolInfo”Describes a Symbol
Represents a historical Trade
ChangeType
Section titled “ChangeType”Identifies the type of change that has occurred
| Name | Number | Description |
|---|---|---|
| None | 0 | No change has occurred |
| Added | 1 | The item has been added |
| Updated | 2 | The item has been changed |
| Removed | 3 | The item has been removed |
EntityType
Section titled “EntityType”Identifies the type of an Entity
ExecInst
Section titled “ExecInst”Identifies any additional execution instructions
ExecutionType
Section titled “ExecutionType”Identifies an execution type
OrderSide
Section titled “OrderSide”Identifies the side of the market an Order is on
OrderStatus
Section titled “OrderStatus”Identifies the status of an Order
TimeInForce
Section titled “TimeInForce”Identifies the Time In Force for an Order
TradeChangeType
Section titled “TradeChangeType”Identifies the type of a Trade
TradeStatistic
Section titled “TradeStatistic”Identifies the statistics a Trade affects