IEX Market Data Input Adapter


The TIBCO StreamBase® Adapter for IEX Market Data allows a StreamBase application to connect to the IEX stock exchange and request snapshot market data.

Adapter Properties

This section describes the properties you can set for this adapter, using the various tabs of the Properties view in StreamBase Studio.

General Tab

Name: Use this required field to specify or change the name of this instance of this component, which must be unique in the current EventFlow module. The name must contain only alphabetic characters, numbers, and underscores, and no hyphens or other special characters. 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 with application: If this field is set to Yes (default) or to a module parameter that evaluates to true, this instance of this adapter starts as part of the JVM engine that runs this EventFlow module. If this field is set to No or to a module parameter that evaluates to false, the adapter instance is loaded with the engine, but does not start until you send an sbadmin resume command, or until you start the component with StreamBase Manager.

Enable Error Output Port: Select this check box 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 component's purpose and function. In the EventFlow canvas, you can see the description by pressing Ctrl while the component's tooltip is displayed.

Adapter Properties Tab

Property Type Description
Enable History check box If selected, the History port is enabled for querying of history data.
Enable TOPS check box If selected, the TOPS port is enabled for querying of TOPS data.
Enable Book check box If selected, the Book port is enabled for querying of Book data.
Enable Deep check box If selected, the Deep port is enabled for querying of Deep data.
Enable Market Volume check box If selected, the Market Volume port is enabled for querying of Market Volume data.

Input Port

Use the input port to perform data requests. The input schema is:

  • Command - Used to determine the type of request, this can be one of:

    • Hist — Provides the output of IEX data products for download on a T+1 basis. Data remains available for the trailing twelve months. If the Date field is null or empty, the request returns all available dates.

    • 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 — Shows IEX’s bids and asks for given symbols. One or more symbols are required to make this request.

    • Deep — Use 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 are not 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. until 5:15 P.M. ET.

  • Date — Used with the Hist command.

  • Symbols — Used with the TOPS, Book, and Deep commands to specify symbols.