The TIBCO StreamBase® Adapter for IEX Streaming Market Data allows a StreamBase application to connect to the IEX stock exchange and subscribe to streaming 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, 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.
Use the input port to perform data requests. The input schema is:
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Command
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Subscribe — .
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Unsubscribe — .
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Type — The type of data to subscribe to:
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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. When no symbols are given all are returned.
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Last — Last provides trade data for executions on IEX. It is a near real time, intraday API that provides IEX last sale price, size and time. Last is ideal for developers that need a lightweight stock quote. When no symbols are given all are returned.
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TradeStatus — The Trading status message is used to indicate the current trading status of a security. One to ten symbols must be provided.
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Book — Book shows IEX’s bids and asks for given symbols. One to ten symbols must be provided.
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Trade — Trade report messages are sent when an order on the IEX Order Book is executed in whole or in part. One to ten symbols must be provided.
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OperationalHaltStatus — The Exchange may suspend trading of one or more securities on IEX for operational reasons and indicates such operational halt using the Operational halt status message. One to ten symbols must be provided.
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SecurityEvent — The Security event message is used to indicate events that apply to a security. A Security event message will be sent whenever such event occurs. One to ten symbols must be provided.
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Auction — Auction Information Message is sent every one second between the Lock-in Time and the auction match for Opening and Closing Auctions, and during the Display Only Period for IPO, Halt, and Volatility Auctions. Only IEX listed securities are eligible for IEX Auctions. One to ten symbols must be provided.
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SsrStatus — In association with Rule 201 of Regulation SHO, the Short Sale Price Test Message is used to indicate when a short sale price test restriction is in effect for a security. One to ten symbols must be provided.
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SystemEvent — The System event message is used to indicate events that apply to the market or the data feed. There will be a single message disseminated per channel for each System Event type within a given trading session.
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TradeBrake — Trade break messages are sent when an execution on IEX is broken on that same trading day. Trade breaks are rare and only affect applications that rely upon IEX execution based data. One to ten symbols must be provided.
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Symbols — Used with the commands to specify symbols.