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Market Data StreamsLocate this document in the navigation structure

A market data stream contains the record key, one or more fields, and the stale flag.

The record key consists of the symbol, namespace (if present), and transport (if present). If you omit the namespace, the transport, or both, incoming symbol updates from different namespaces and transports are stored in the same record.

A market data stream column may have the same name as the hosted field, for example, wBidSize, wBidPrice. Custom-named columns (for example, MyTimestamp) are mapped to field names in the adapter configuration file.

Table 1: Sample Market Data Stream Content
Record Key wBidSize wBidPrice My Timestamp Stale
Symbol Namespace Transport
MSFT NYSE T1 550 33.67 31--12--2008T 10:32:10.536 false
IBM NASDAQ T2 430 51.89 31--12--2008T 10:32:44.993 true
X1 NYSE T2 850 133.63 31--12--2008T 10:27:58.563 false
X2 NYSE T2 440 74.36 31--12--2008T 10:29:03.755 false
X3 NYSE T2 180 21.53 31--12--2008T 10:31:55.001 false