The Spotfire Streaming Adapter for IEX Market Data allows a StreamBase application to connect to the IEX stock exchange and request snapshot market data.
This section describes the properties you can set for this adapter, using the various tabs of the Properties view in StreamBase Studio.
Name: Use this required field to specify or change the name of this instance of this component. The name must be unique within the current EventFlow module. The name can contain alphanumeric characters, underscores, and escaped special characters. Special characters can be escaped as described in . The first character must be alphabetic or an underscore.
Adapter: A read-only field that shows the formal name of the adapter.
Class name: Shows the fully qualified class name that implements the functionality of this adapter. If you need to reference this class name elsewhere in your application, you can right-click this field and select Copy from the context menu to place the full class name in the system clipboard.
Start options: This field provides a link to the Cluster Aware tab, where you configure the conditions under which this adapter starts.
Enable Error Output Port: Select this checkbox to add an Error Port to this component. In the EventFlow canvas, the Error Port shows as a red output port, always the last port for the component. See Using Error Ports to learn about Error Ports.
Description: Optionally, enter text to briefly describe the purpose and function of the component. In the EventFlow Editor canvas, you can see the description by pressing Ctrl while the component's tooltip is displayed.
|Publishable Token of IEX Cloud account.
|Secret Token of IEX Cloud account.
|Trading Version API
|Can be Cloud V1 or Cloud V1 Sandbox mode.
|If checked the History port will be enabled for querying of history data.
|If checked the TOPS port will be enabled for querying of TOPS data.
|If checked the Book port will be enabled for querying of Book data.
|If checked the Deep port will be enabled for querying of Deep data.
|Enable Market Volume
|If checked the Market Volume port will be enable for querying of Market Volume data.
Use the settings in this tab to enable this operator or adapter for runtime start and stop conditions in a multi-node cluster. During initial development of the fragment that contains this operator or adapter, and for maximum compatibility with releases before 10.5.0, leave the Cluster start policy control in its default setting, Start with module.
Cluster awareness is an advanced topic that requires an understanding of StreamBase Runtime architecture features, including clusters, quorums, availability zones, and partitions. See Cluster Awareness Tab Settings on the Using Cluster Awareness page for instructions on configuring this tab.
Use the Concurrency tab to specify parallel regions for this instance of this component, or multiplicity options, or both. The Concurrency tab settings are described in Concurrency Options, and dispatch styles are described in Dispatch Styles.
Concurrency settings are not suitable for every application, and using these settings requires a thorough analysis of your application. For details, see Execution Order and Concurrency, which includes important guidelines for using the concurrency options.
The input port is used to perform requests for data. The input schema is:
Command - Used to determine the type of request, this can be one of
Hist - HIST will provide the output of IEX data products for download on a T+1 basis. Data will remain available for the trailing twelve months. If the Date field is null or empty the request returns all available dates.
TOPS - TOPS provides IEX’s aggregated best quoted bid and offer position in near real time for all securities on IEX’s displayed limit order book. TOPS is ideal for developers needing both quote and trade data. One or more symbols are required to make this request.
Book - Book shows IEX’s bids and asks for given symbols. One or more symbols are required to make this request.
Deep - Deep is used to receive real-time depth of book quotations direct from IEX. The depth of book quotations received via Deep provide an aggregated size of resting displayed orders at a price and side, and do not indicate the size or number of individual orders at any price level. Non-displayed orders and non-displayed portions of reserve orders are not represented in Deep. Deep also provides last trade price and size information. Trades resulting from either displayed or non-displayed orders matching on IEX will be reported. Routed executions will not be reported. This request requires exactly one symbol.
MarketVolume - Returns near real time traded volume on the markets. Market data is captured by the IEX system from approximately 7:45 a.m. to 5:15 p.m. ET.
Date - Used with the Hist command
Symbols - Used with the TOPS, Book, and Deep commands to specify symbols