-- --------------------------------------------------------------- -- Configuration Script -- --------------------------------------------------------------- -- $Header -- --------------------------------------------------------------- -- -- Program Name : config -- Function : script required by Geneos netprobe -- : to examine a Market Data Feed Sampler -- Author : Richard Gould ( ITRS ) -- Language : Lua (5.1) -- Creation : 01/02/2015 -- History : -- -- 01/02/2015 0.00 -> 1.00 RG Creation -- 01/07/2015 1.00 -> 2.00 RG Adaption -- -- --------------------------------------------------------------- local Program = "config" local Version = "2" local Revision = "01" -- --------------------------------------------------------------- -- Common Configuration File -- defines default parameters -- define connection etc parameters for individual feeds local m = {} -- general location of feed library files m.libpath = "/home/geneos/packages/netprobe/active_005/flm/" -- extension for library files, ( .so for IX, .dll for Windows ) m.libext = (package.config:sub(1,1) == "/") and ".so" or ".dll" -- Timezone offset ( from the feed's timestamp to local timestamp ) m.offset = 0 -- Default limit display rows m.limit = 20 -- Time between ticks seconds m.TickInterval = 30 -- deviation from value as a % m.Tolerance = "10" -- Feed Configurations -- general location of rfa config files m.rfapath = "/home/geneos/mdm/" -- The Standard Feed Configurations -- Bloomberg Feed m.bloomberg = { feed = { type = "bloomberg", [ "library.filename" ] = m.libpath .. "geneos-feed-bloomberg" .. m.libext, [ "library.skipVersionCheck" ] = "false", [ "library.debug.load" ] = "false", verbose = "false" }, bloomberg = { serverHost = "bpipeserv01.ldn", serverPort = "8194", applicationName = "market-data-monitor" }, instruments = { VOD = "//blp/mktdata/VOD LN Equity", GBP = "//blp/mktdata/GBPUSD Curncy", EUR = "//blp/mktdata/EURUSD Curncy" }, fields = { Bid = "BID", Ask = "ASK", Trade = "LAST_PRICE", SrcTime = "LAST_PRICE_TIME_TODAY_REALTIME" } } -- Exegy Feed m.exegy = { feed = { type = "exegy", ["library.filename"] = m.libpath .. "geneos-feed-exegy" .. m.libext, }, exegy = { serverHost = "192.168.2.1", username = "test", password = "test", }, instruments = { AAPL = "US:Q:AAPL", MSFT = "US:Q:MSFT", IBM = "US:Q:IBM" }, fields = { Bid = "Bid", Ask = "Ask", SrcTime = "ExchHiTime", SeqNo = "Sequence" } } -- GL Feed m.gl = { feed = { type = "gl", ["library.filename"] = m.libpath .. "flm-feed-gl" .. m.libext }, gl = { p3host = "192.168.111.111", p3port = 11111, slcNode = 1000 }, instruments = { AUF1 = "1,2,AUFRTE215002", SNIF1 = "1,2,SNIFDCM13001" }, fields = { Bid = 1, Ask = 2, Trade = 4, Time = 6 } } -- LUA Feed m.lua = { feed = { type = "lua", ["library.filename"] = m.libpath .. "geneos-feed-lua" .. m.libext }, lua = { script = "path/to/script.lua", extraParam = "", otherParam = "" }, instruments = { Inst1 = "anInstrument" }, fields = { Bid = "Bid", Ask = "Ask", Trade = "Trade", SrcTime = "SrcTime" } } -- NYXT Feed, also known as Wombat MAMA m.nyxt = { feed = { type = "nyxt", ["library.filename"] = m.libpath .. "flm-feed-nyxt" .. m.libext }, nyxt = { middleware = "wmw", transport = "wmw_tport", ["dictionary.download"] = "true" }, instruments = { MS = 'NASDAQ.Microsoft' }, fields = { Bid = "wBidPrice", Ask = "wAskPrice", Trade = "Reference Price", SrcTime = "wSrcTime" } } -- Quant Feed m.quant = { feed = { type = "quantFeed", [ "library.filename" ] = m.libpath .. "geneos-feed-quant" .. m.libext, [ "library.skipVersionCheck" ] = "false", [ "library.debug.load" ] = "false", verbose = "true" }, quantFeed = { serverHost = "84.111.111.111", serverPort = "6041", username = "demo", password = "myPassword", applicationName = "market-data-monitor" }, instruments = { Inst1 = "XPAR@FR0010344960" }, fields = { Ask = "ASK", Bid = "BID", Trade = "TRADE_PRICE", SrcTime = "SRCTIME" } } -- Thomson Reuters Feed m.rfa = { feed = { type = "rfa", [ "library.filename" ] = m.libpath .. "flm-feed-rfa" .. m.libext, [ "library.skipVersionCheck" ] = "false", [ "library.debug.load" ] = "false", verbose = "false" }, rfa = { configFile = m.rfapath .. "rfa_omm.cfg", session = "sessionrh1_omm", connectionType = "OMM" }, instruments = { VOD = "IDN_RDF.VOD.O", GBP = "IDN_RDF.GBP=", EUR = "IDN_RDF.EUR=" }, fields = { Bid = "BID", Ask = "ASK", Trade = "TRDPRC_1", SrcTime = "QUOTIM_MS" } } m.rfa_001 = { feed = { type = "rfa", [ "library.filename" ] = m.libpath .. "flm-feed-rfa" .. m.libext, [ "library.skipVersionCheck" ] = "false", [ "library.debug.load" ] = "false", verbose = "false" }, rfa = { configFile = m.rfapath .. "rfa_omm.cfg", session = "sessionrh2_omm", connectionType = "OMM" }, instruments = { VOD = "IDN_RDF.VOD.O", GBP = "IDN_RDF.GBP=", EUR = "IDN_RDF.EUR=" }, fields = { Bid = "BID", Ask = "ASK", Trade = "TRDPRC_1", SrcTime = "QUOTIM_MS" } } m.rfa_elektronPulse = { feed = { type = "rfa", ["library.filename"] = m.libpath .. "flm-feed-rfa" .. m.libext, ["library.skipVersionCheck"] = "false", verbose="true", }, rfa = { configFile = m.rfapath .. "rfa_ezd.cfg", session = "sessionezd_omm", connectionType = "OMM", messageModelType = "DOMAIN_TYPE_11", }, --instruments should be set in the sampler fields = { sps_descr = "SPS_DESCR", sps_tme_ms = "SPS_TME_MS", sps_freq = "SPS_FREQ", sps_fail_t = "SPS_FAIL_T", l_h_stat = "L_H_STAT", } } m.rfa_topSPS = { feed = { type = "rfa", ["library.filename"] = m.libpath .. "flm-feed-rfa" .. m.libext, ["library.skipVersionCheck"] = "false", verbose="true", }, rfa = { configFile = m.rfapath .. "rfa_ezd.cfg", session = "sessionezd_omm", connectionType = "OMM", messageModelType = "DOMAIN_TYPE_11", mapEntry = { keys = { emea = "EMEA", spsCheEnl = ".[SPSCHE-ENL", spsChecl = ".[SPSCHE-CL", spsCheJnx = ".[SPSCHE-JNX", dtcdpop = "DTC-D-PoP", }, fields = { region = "REGION", sps_desc = "SPS_DESCR", venue_stat = "VENUE_STAT", ep_sco_cat = "EP_SCO_CAT", } } }, --instruments should be set in the sampler fields = { sps_descr = "SPS_DESCR", sps_tme_ms = "SPS_TME_MS", sps_freq = "SPS_FREQ", sps_fail_t = "SPS_FAIL_T", l_h_stat = "L_H_STAT", sps_stype = "SPS_STYPE", } } m.rfa_providerSPS = { feed = { type = "rfa", ["library.filename"] = m.libpath .. "flm-feed-rfa" .. m.libext, ["library.skipVersionCheck"] = "false", verbose="true", }, rfa = { configFile = m.rfapath .. "rfa_ezd.cfg", session = "sessionezd_omm", connectionType = "OMM", messageModelType = "DOMAIN_TYPE_11", mapEntry = { fields = { domainType = "DOMAINTYPE", nameType = "NAMETYPE", qos = "QOS", serviceId = "SERVICE_ID", } } }, --instruments will be automatically set by the script fields = { prod_perm = "PROD_PERM", region = "REGION", dds_dso_id = "DDS_DSO_ID", sps_desc = "SPS_DESCR", sps_tme_ms = "SPS_TME_MS", sps_stype = "SPS_STYPE", } } m.rfa_subproviderSPS = { feed = { type = "rfa", ["library.filename"] = m.libpath .. "flm-feed-rfa" .. m.libext, ["library.skipVersionCheck"] = "false", verbose="true", }, rfa = { configFile = m.rfapath .. "rfa_ezd.cfg", session = "sessionezd_omm", connectionType = "OMM", }, --instruments will be automatically set by the script fields = { prod_perm = "PROD_PERM", arb_gapout = "ARB_GAPOUT", ttl_gapout = "TTL_GAPOUT", dds_dso_id = "DDS_DSO_ID", sps_prov = "SPS_PROV", dudt_ric = "DUDT_RIC", sps_desc = "SPS_DESCR", sps_tme_ms = "SPS_TME_MS", sps_freq = "SPS_FREQ", sps_fd_sts = "SPS_FD_STS", arb_gap_pd = "ARB_GAP_PD", sps_gp_dsc = "SPS_GP_DSC", sps_svc_tm = "SPS_SVC_TM", sps_fail_t = "SPS_FAIL_T", sps_pv_sts = "SPS_PV_STS", sps_sp_ric = "SPS_SP_RIC", ac_rd_sv_i = "AC_RD_SV_I", sp_inmap = "SP_INMAP", l_h_stat = "L_H_STAT", sps_stype = "SPS_STYPE", } } -- Trading Technologies (Windows only) m.tradetech = { feed = { type = "tt", ["library.filename"] = m.libpath .. "flm-feed-tt.dll" }, tt = { exchange = "EUREX", ["global.universal.username"] = "myUser", ["global.universal.password"] = "myPassword", ["global.universal.encoding"] = "plaintext" }, instruments = { FXGL_1 = 'FXGL.FUTURE.Jun14', FXGL_2 = '=RTD("XTAPI.RTD","","Instr","EUREX","FXGL","FUTURE","Jun14","ASK")' }, fields = { Bid = "BID", Ask = "ASK", Trade = "LAST", SrcTime = "SRCTIME" } } -- Tutorial m.tutorial = { feed = { type = "example", [ "library.filename" ] = m.libpath .. "flm-feed-example" .. m.libext, [ "library.skipVersionCheck" ] = "true", [ "library.debug.load" ] = "false", verbose = "false" }, example = {}, instruments = { GOOG = "DATA_SERVICE.GOOG", IBM = "DATA_SERVICE.IBM" }, fields = { Bid = "01_BID", Trade = "02_TRADE_PRICE", Ask = "03_ASK" } } return m