Getting Started Status

Language: C++ Java Python

Basic:	Intro/Trade	Quote	Category	Status	Symbol	Options
Detailed:	Trade	Quote

Introduction to Statuses

This guide assumes you have already read the "Getting Started With Trades" guide. Status messages indicate general information about the tape has changed. NxCoreSys contains details of the status message. NxCoreSys is also populated for non-status messages as well. For this example we will be printing a timestamp every minute and printing the API version on initialization. Both NxCORESTATUS_WAITFORCOREACCESS and NxCORESTATUS_ERROR will not occur for demo.XU.nx2, but they are generally good checks to have while processing.

Code

import NxCore

def OnNxCoreCallback(NxCoreSys, NxCoreMsg):
    if NxCoreMsg.MessageType == NxCore.NxMSG_STATUS:

        if NxCoreSys.ClockUpdateInterval >= NxCLOCK_MINUTE:
            year = NxCoreSys.nxDate.Year
            month = NxCoreSys.nxDate.Month
            day = NxCoreSys.nxDate.Day
            hour = NxCoreSys.nxTime.Hour
            minute = NxCoreSys.nxTime.Minute
            print("{:02d}/{:02d}/{:04d} {:02d}:{:02d}"
                .format(month, day, year, hour, minute))

        if NxCoreSys.Status == NxCore.NxCORESTATUS_WAITFORCOREACCESS:
            print("Waiting on NxCore Access")

        if NxCoreSys.Status == NxCore.NxCORESTATUS_ERROR:
            print("tape error:{}",NxCoreSys.StatusData)

        if NxCoreSys.Status == NxCore.NxCORESTATUS_INITIALIZING:
            major = NxCore.GetMajorVersion(NxCoreSys.DLLVersion)
            minor = NxCore.GetMinorVersion(NxCoreSys.DLLVersion)
            build = NxCore.GetBuildVersion(NxCoreSys.DLLVersion)
            print("Initialized with decoder version {}.{}.{}"
                .format(major,minor,build))
    return NxCore.NxCALLBACKRETURN_CONTINUE

if NxCore.LoadNxCore("NxCoreAPI64.dll"):
    returnValue = NxCore.ProcessTape("demo.XU.nx2", 0, 0, 0, OnNxCoreCallback)
    NxCore.ProcessReturnValue(returnValue)
else:
    print("loading library failed")

Callback Function

Since we only want to process status messages we check that MessageType equals NxCore.NxMSG_STATUS.

def OnNxCoreCallback(NxCoreSys, NxCoreMsg):
    if NxCoreMsg.MessageType == NxCore.NxMSG_CATEGORY:
		...
	return NxCore.NxCALLBACKRETURN_CONTINUE

On Interval

During status messages ClockUpdateInterval indicates if the timestamp has changed and whether it is a new hour, minute, or second. In this example we want to do something every minute, so we will check if ClockUpdateInterval is greater or equal to NxCLOCK_MINUTE, which is equivalent to 3. Checking greater than ensures we also perform the action on a new hour, since NxCLOCK_HOUR is equivalent to 4.
The fields nxDate and nxTime reflect the date and time of the server processing the data. nxDate and nxTime are NxDate and NxTime types respectively.

if NxCoreSys.ClockUpdateInterval >= NxCore.NxCLOCK_MINUTE:
    year = NxCoreSys.nxDate.Year
    month = NxCoreSys.nxDate.Month
    day = NxCoreSys.nxDate.Day
    hour = NxCoreSys.nxTime.Hour
    minute = NxCoreSys.nxTime.Minute

Incomplete File

The Status field of NxCore message is the current state of the tape. Most of the time Status will be NxCORESTATUS_RUNNING. If the API is unable process the next message after a period of time, either because the file is incomplete or real-time stream is paused, Status will be set to NxCORESTATUS_WAITFORCOREACCESS.

if NxCoreSys.Status == NxCore.NxCORESTATUS_WAITFORCOREACCESS:
    print("Waiting on NxCore Access")

Errors

If there is a problem while processing the tape, Status is set to NxCORESTATUS_ERROR. StatusData contains details of the Status. In this case it corresponds to the Error Codes Table.

if NxCoreSys.Status == NxCore.NxCORESTATUS_ERROR:
    print("tape error:{}",NxCoreSys.StatusData)

Initialization

The first Status when beginning at the start of the file is NxCORESTATUS_INITIALIZING. If loading midday using states then the first status will instead be NxCORESTATUS_LOADED_STATE.
During the first message we will print the version of the API being used to process the tape. GetMajorVersion, GetMinorVersion, and GetBuildVersion can be used to get a more readable version from the int DLLVersion. The version of the Python module can be found using NxCore.__version__

if NxCoreSys.Status == NxCore.NxCORESTATUS_INITIALIZING:
    major = NxCore.GetMajorVersion(NxCoreSys.DLLVersion)
    minor = NxCore.GetMinorVersion(NxCoreSys.DLLVersion)
    build = NxCore.GetBuildVersion(NxCoreSys.DLLVersion)

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