- Introduction
- Concepts and Design
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SESSION LAYER
- About the Session Layer
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Session
- Session object
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Session object methods
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Session.Platform
- Definition object
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Definition methods
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Session.Desktop
- Definition object
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Definition methods
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Session.Container
- Definition object
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Definition methods
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Functions
- Session events
- Session event codes
- Session states
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CONTENT LAYER
- About the Content Layer
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Fundamental and Reference
- About Fundamental and Reference
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Definition
- Definition object
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Definition methods
- RowHeaders
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Historical Pricing
- About Historical Pricing
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Events
- About Events
- Definition object
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Definition methods
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Summaries
- About Summaries
- Definition object
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Definition methods
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TimeSeries
- Definition object
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Definition methods
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Stream
- Stream object
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Stream methods
- StreamEvents
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Historical Pricing Metadata
- About Historical Pricing Metadata
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Metadata Global
- Definition object
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Definition methods
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Metadata Instrument
- Definition object
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Definition methods
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Metadata Partialbar
- Definition object
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Definition methods
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Metadata Viewlist
- Definition object
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Definition methods
- Event Types
- Adjustments
- Market Sessions
- Timestamp Labels
- Time Series Types
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News
- About News
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News Headlines
- Definition object
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Definition methods
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News Story
- Definition object
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Definition methods
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Pricing
- About Pricing
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Pricing.Definition
- Definition object
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Definition methods
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Pricing.Stream
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Pricing.Chain
- About Pricing.Chain
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Pricing.Chain.Definition
- Definition object
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Definition methods
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Pricing.Chain.Stream
- Stream object
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Stream methods
- Pricing.Chain.Events
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Search
- About Search
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Search.Definition
- Definition object
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Definition methods
- Search View
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SymbolConversion
- About SymbolConversion
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Definition
- Definition object
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Definition methods
- Asset Class
- Asset State
- Country Code
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IPA
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FinancialContracts
- About FinancialContracts
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Definition
- Definition object
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Definition methods
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Bond
- Bond.Definition object
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Bond.Definition methods
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Interfaces & Enumerations
- PricingParameters
- CreditSpreadType
- InflationMode
- QuotationMode
- QuoteFallbackLogic
- VolatilityTermStructureType
- VolatilityType
- ProjectedIndexCalculationMethod
- RedemptionDateType
- BenchmarkYieldSelectionMode
- Rounding
- AmortizationFrequency
- AmortizationItemDefinition
- AmortizationType
- IndexAverageMethod
- IndexCompoundingMethod
- IndexObservationMethod
- RoundingType
- YieldType
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BondFuture
- BondFuture.Definition object
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BondFuture.Definition methods
- BondFuture.UnderlyingContract
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CapFloor
- CapFloor.Definition object
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CapFloor.Definition methods
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Interfaces & Enumerations
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CDS
- CDS.Definition object
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CDS.Definition methods
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Interfaces & Enumerations
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FxCross
- FxCross.Definition object
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FxCross.Definition methods
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Interfaces & Enumerations
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IRSwap
- IRSwap.Definition object
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IRSwap.Definition methods
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Interfaces & Enumerations
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Option
- Option.Definition object
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Option.Definition methods
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Interfaces & Enumerations
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Repo
- Repo.Definition object
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Repo.Definition methods
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Interfaces & Enumerations
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Swaption
- Swaption.Definition object
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Swaption.Definition methods
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Interfaces & Enumerations
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TermDeposit
- TermDeposit.Definition object
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TermDeposit.Definition methods
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Interfaces & Enumerations
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Curves
- About Curves
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ForwardCurve
- ForwardCurve.Definition object
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ForwardCurve.Definition methods
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Interfaces & Enumerations
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ForwardCurves
- ForwardCurves.Definition object
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ForwardCurves.Definition methods
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ZcCurve
- ZcCurve.Definition object
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ZcCurve.Definition methods
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Interfaces & Enumerations
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ZcCurves
- ZcCurves.Definition object
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ZcCurves.Definition methods
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ZcCurveDefinition
- ZcCurveDefinition.Definition object
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ZcCurveDefinition.Definition methods
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ZcCurveDefinitions
- ZcCurveDefinitions.Definition object
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ZcCurveDefinitions.Definition methods
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Interfaces & Enumerations
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Surfaces
- About Surfaces
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Surfaces.Definition
- Surfaces.Definition object
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Surfaces.Definition methods
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Cap
- Cap.Definition object
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Cap.Definition methods
- CalculationParams
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Eti
- Eti.Definition object
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Eti.Definition methods
- CalculationParams
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Fx
- Fx.Definition object
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Fx.Definition methods
- CalculationParams
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Swaption
- Swaption.Definition object
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Swaption.Definition methods
- CalculationParams
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Interfaces & Enumerations
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DatesAndCalendars
- About Dates And Calendars
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AddPeriods
- AddPeriods.Definition object
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AddPeriods.Definition methods
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AddPeriods.Definitions
- Definitions object
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Definitions methods
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CountPeriods
- CountPeriods.Definition object
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CountPeriods.Definition methods
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CountPeriods.Definitions
- Definitions object
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Definitions methods
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DateSchedule
- About DateSchedule
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DateSchedule.Definition
- Definition object
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Definition methods
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Holidays
- Holidays.Definition object
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Holidays.Definition methods
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Holidays.Definitions
- Definitions object
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Definitions methods
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IsWorkingDay
- IsWorkingDay.Definition object
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IsWorkingDay.Definition methods
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IsWorkingDay.Definitions
- Definitions object
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Definitions methods
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Interfaces & Enumerations
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- Content Response
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DELIVERY LAYER
- About the Delivery Layer
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Endpoint Request
- About EndpointRequest
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EndpointRequest.Definition
- Definition object
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Definition methods
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OMM streams
- About OMM streams
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OMMStream.Definition
- Definition object
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Definition methods
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OMMStream
- OmmStream object
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OMMStream methods
- OMMStream events
- OMMStream states
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RDP streams
- About RDP streams
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RDPStream.Definition
- Definition object
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Definition methods
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RDPStream
- RDPStream object
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RDPStream methods
- RDPStream events
- RDPStream response state
- RDPStream states
Delivery.OMMStream.Event
OMMStream.Event provides a set of events described below that can be emitted by the OMMStream.
OMMStream.Event.Refresh
Refresh events are emitted when all fields of the requested instrument are received. This complete list of fields is sometimes called the 'image' of the instrument.
This image that comes with Refresh messages can be later updated by subsequent Update events. When several Refresh events are received for the same instrument, the fields transported by the latest Refresh are considered as the new image. Fields received in previous Refresh events or Update events must be discarded.
OMMStreamRefreshCb callback parameters
| Value | Description | Data type | Optional | Default value |
|---|---|---|---|---|
| data | The new fields and values of the Image. | object | - | - |
| stream | The OmmStream object that emitted the event (see OMMStream). | object | - | - |
OMMStream.Event.Update
Update events are emitted when fields of the requested instrument change. Update events only contain the fields and values that have changed. When the application receives an Update it must update its internal representation of the instrument (if any) accordingly.
OMMStreamUpdateCb callback parameters
| Value | Description | Data type | Optional | Default value |
|---|---|---|---|---|
| data | The updated fields with their new values. | object | - | - |
| stream | The OMMStream object that emitted the event (see OMMStream). | object | - | - |
OMMStream.Event.Status
Status events are emitted when the status of one of the requested instruments changes.
OMMStreamStatusCb callback parameters
| Value | Description | Data type | Optional | Default value |
|---|---|---|---|---|
| data | The new status of the instrument. | object | - | - |
| stream | The OmmStream object that emitted the event (see OMMStream). | object | - | - |
OMMStatusResponse callback parameters
OMMStream.Event.Complete
A Complete event is emitted once the requested instrument received either a Refresh or a Status event. The Complete event indicates that the Pricing.Stream object is Complete and that it's internal cache contains the full data set (instruments and fields) that were requested.
OMMStreamCompleteCb callback parameters
| Value | Description | Data type | Optional | Default value |
|---|---|---|---|---|
| stream | The OmmStream object that is complete (see OMMStream). | object | - | - |
OMMStream.Event.Error
An Error event is emitted when an error message is received for the requested instrument.
OMMStreamErrorCb callback Parameters
| Value | Description | Data type | Optional | Default value |
|---|---|---|---|---|
| error | Error object received from the stream. | Error | No | - |
| stream | The OmmStream object that emitted the event (see OMMStream). | object | - | - |
Usage
The following example demonstrates how to attach event listeners on an OMM stream object.
import { Delivery } from '@lsegroup/data';
const stream = Delivery.OMMStream.Definition({
name: 'EUR=',
fields: ['DSPLY_NAME', 'PRCTCK_1']
}).getStream();
stream.on(OMMStream.Event.Refresh, (data) => console.log('Refresh event - Data:', data));
stream.on(OMMStream.Event.Update, (data) => console.log('Update event - Data:', data));
stream.on(OMMStream.Event.Status, (data) => console.log('Status event - Data:', data));
stream.on(OMMStream.Event.Complete, ommStream => console.log('Complete event'));
stream.on(OMMStream.Event.StateChanged, (ommStream, state) => console.log('OMMStream state changed:', state));
stream.on(OMMStream.Event.Error, (err) => console.log('Error event:', err));
`